quant_capital.exe

// Systematic Trading Since 2009

ALGORITHMIC

PRECISION

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// ESTABLISHED 2009
// LOCATION NYC
// STRATEGY SYS
PERFORMANCE INDEX
SCROLL
001

About.init()

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.

Read more about us
Algorithmic Models
ACTIVE
Backtesting Engine
OPTIMAL
Execution Latency
<1ms
Risk Analytics
LIVE
002

Core.capabilities()

01

Algorithmic Modeling

Advanced quantitative models built on rigorous mathematical frameworks for systematic trading strategies.

SYSTEMATIC
02

Backtesting Engine

Flexible historical simulation environment to validate and optimize trading strategies before deployment.

VALIDATION
03

Low Latency Execution

Sub-millisecond trade execution infrastructure ensuring optimal entry and exit points.

SPEED
04

Quantitative Risk

Real-time risk measurement and position analysis for precise portfolio management.

ANALYTICS
003

Data.visualization()

MARKET ANALYSIS ● LIVE
STRATEGY STATUS
Alpha Engine RUNNING
Risk Monitor ACTIVE
Order Router READY
SYSTEM METRICS
CPU 23%
MEM 67%
NET 1.2ms

// Ready to discuss systematic strategies?

Connect.now()

./initiate_contact