Quant strategies
Systematic models we research and deploy — plus subscriptions, the backtest sandbox, and custom quant engineering. Public QuantConnect verification links appear when listings are published.
Free research pack
SPY Parabolic SAR
Published backtest metrics with Sharpe, IS/OOS windows, and equity curves. Unlock the Python pack with email registration.
Strategy catalog
Open a row for thesis, universe, and verification status
| Strategy | Market | Platform | Sharpe | Status | Live since | Verification | Action |
|---|---|---|---|---|---|---|---|
Daily bars · Multi-day trend legs (SAR flips) Daily Parabolic SAR trend filter on SPY with T-bill cash when flat. Free research pack — Python script, metrics, and equity curves after email registration. | Equities | QuantConnect | 1.20 | Research | — | Pending | |
Daily bars · Multi-day to multi-week Daily gold futures/ETF momentum with a realized-vol regime filter and capped leverage. | Commodities | QuantConnect | — | Deployed · link pending | Apr 2026 | Pending | |
Intraday (session windows) · Minutes to hours Intraday mean reversion on major FX pairs with spread and session filters. | Forex | QuantConnect | — | Deployed · link pending | May 2026 | Pending | |
Daily · Days to weeks (research) Compression–expansion breakout research across correlated asset baskets. | Multi-Asset | Internal Research | — | Research | — | Pending | |
Daily / weekly · Weeks to months Equity index trend with volatility-scaled exposure; out-of-sample testing underway. | Equities | Internal Research | — | Testing | — | Pending | |
Weekly / monthly features · Overlay (gates other models) Lightweight macro regime classifier to gate allocation across live models. | Multi-Asset | Internal Research | — | Development | — | Pending |
Daily Parabolic SAR trend filter on SPY with T-bill cash when flat. Free research pack — Python script, metrics, and equity curves after email registration.
Daily gold futures/ETF momentum with a realized-vol regime filter and capped leverage.
Intraday mean reversion on major FX pairs with spread and session filters.
Compression–expansion breakout research across correlated asset baskets.
Equity index trend with volatility-scaled exposure; out-of-sample testing underway.
Lightweight macro regime classifier to gate allocation across live models.
Research pipeline
Catalog models by stage — internal idea backlog stays private
- Step 1Research
Statistical testing and signal exploration.
- Step 2Validation
Out-of-sample testing and robustness checks.
- Step 3Development
Early build and architecture.
- Step 4Deployed
Running on QuantConnect — public listing URLs pending.
Platforms
Where strategies are deployed or planned — QuantConnect, Collective2, MetaTrader 5, and internal research
Changelog
Dated strategy changes — credibility over marketing
Client portal
Sign in for unlocked downloads and sandbox tools. Non-custodial — capital stays in accounts you control. Educational research and tools only; not a licensed investment adviser.
Cloud backtest engine
Run a sample rules-based report, save it to your portal, and email a tear sheet. Figures are sandbox output — not a live fill of custom production parameters.
Subscribe to depth
Static research vs live execution vs API access. Live access opens after a desk review — we are not selling files or signal feeds that do not exist yet.
Not for sale until a notebook or PDF is attached
- Single PDF methodology report
- Full backtest Jupyter notebook
- Live signal delivery
- Direct API / webhook access
Live models after a strategy-desk review — not an automated signal feed yet
- Access to published research notes
- Real-time live signal feed
- QuantConnect listing when the URL is published
- Direct API / webhook execution
Priority desk after a booked review — API routing is not live yet
- Everything in Retail
- Direct API & webhook execution
- Raw strategy parameter files (.json)
- Priority strategy desk support
Hire a quant for your trading idea
Have a discretionary or rules-based system? We translate it into a backtested algorithm with realistic slippage, spread, and risk controls — under NDA before any code review.
- Multi-asset coding (Python, QuantConnect, Pine Script, C#)
- Slippage, spread, and market-impact modeling
- Non-disclosure agreement prior to code review
Submit your strategy spec
Prop account automation desk
We can wire verified models to client-owned prop firm accounts and institutional broker endpoints. Non-custodial. No pooled fund. Allocation is scoped after a strategy-desk review.
You retain custody of prop accounts and broker credentials. We never hold client funds.
Systematic models deploy to client-owned prop accounts and broker APIs you control.
Stop-loss and daily-loss rails designed around typical prop-firm drawdown rules.
Book a desk session
Free 20-minute intro. Optional 90-minute deep-dive. Educational research discussion — not investment advice and not money management.
- Free 20-minute intro — pick topic, date, and time (7–9 PM EAT daily)
- Times shown in your local timezone with EAT in parentheses
- Meeting link sent by email after you book
- Optional 90-minute deep-dive at launch rate $7.99 (regular $149)