What we work on
Factor strategy & portfolio construction
Momentum, value, quality, low-vol, macro — designing the model, calibrating weights, running backtests that don't overfit. From scratch or as a second opinion on what you've built.
Risk model review & design
Covariance estimation (Ledoit-Wolf, DCC-GARCH), VaR/CVaR pipelines, drawdown attribution, marginal contribution to risk. We audit what you have or build what you need.
Quantitative infrastructure
Data pipeline architecture, factor libraries, backtesting frameworks, execution infrastructure. What's maintainable vs what will break at 200 factors.
Second opinion & sanity checks
You've built something and you're not sure if it's right. We go through it line by line — model assumptions, implementation bugs, look-ahead bias, survivorship bias, the classics.
TRUSTED BY EARLY USERS · ★★★★★ AVERAGE
Found a look-ahead bias in my momentum factor that was inflating backtest Sharpe by 0.6. 1-hour sprint. Saved me from raising money on a broken strategy.
The covariance shrinkage review caught Ledoit-Wolf misapplication that was understating risk by 30%. Fixed before the client presentation.
Big consulting firm wanted $25K for a "quant framework audit." Got the same audit — model assumptions, implementation, factor library — in a 4-hour sprint for $2,500.
Three session formats. Save $20,000+ vs. a big consulting firm engagement.
Starter
Strategy call access — 1 hour/mo for ongoing quant advisory.
- 1-hour strategy call per month
- Pre-session: send your question/context (doc or deck)
- Recording included
- Follow-up email with key points + recommended next steps
30-day money-back guarantee
Quant Advisory
Full advisory access — strategy calls + sprint time + deep-dive sessions.
- 1-hour strategy call per month
- 2 hours sprint time per month
- Screen-share working sessions — actual code/models
- Deliverable: working code, model design doc, or written audit
- Follow-up email with key points + recommended next steps
- Cancel any time
30-day money-back guarantee