// Company Overview
Systematic trading excellence since 2009
Quant Capital's management firmly believes that a qualitatively structured analysis, although vital, is not sufficient to develop strategies for unstable financial markets.
Efficient algorithmic modeling of specific alternative strategies, a flexible backtesting environment, low latency execution and quantitative measurement provides the competitive edge for understanding the risk and return attached to each position.
We combine rigorous mathematical frameworks with cutting-edge technology to identify and exploit market inefficiencies. Our systematic approach removes emotional bias from trading decisions, ensuring consistent execution of our strategies.
Quant Capital US LP established in New York City, focusing on systematic trading strategies.
Significant investment in low-latency trading infrastructure and backtesting capabilities.
Expanded algorithmic strategies to include multi-asset class trading and enhanced risk analytics.
Implemented next-generation machine learning models and real-time risk monitoring systems.
Ongoing research and development of cutting-edge quantitative strategies and execution systems.
Every algorithm, every trade, every decision is executed with mathematical precision and rigor.
Continuously evolving our strategies and technology to maintain competitive edge in dynamic markets.
Systematic approach eliminates emotional bias, ensuring consistent execution regardless of market conditions.
Clear communication and comprehensive reporting on strategy performance and risk metrics.
// Explore our methodology