About Quanvers
Quanvers is a quantitative investment firm focused on systematic strategies, financial modeling and rigorous risk control. We combine research discipline with modern engineering to turn data into robust, explainable portfolios.
Our Story
Founded by practitioners across quant research, trading and risk, Quanvers was built to do one thing well: research at scale. We believe repeatable alpha comes from clean data, thoughtful modeling and constant measurement of uncertainty.
Our platform unifies research and production: versioned datasets, reproducible experiments, simulation and live monitoring. Every model ships with clear assumptions, risk limits and an exit plan.
At a Glance
- Systematic strategies across equities, futures and options
- Research‑first culture, open tooling, reproducible pipelines
- Risk first: drawdown budgets, stress tests, live monitoring
Research infrastructure and collaboration space behind our systematic strategies.
How We Work
We typically start with a clear discussion of objectives, risk tolerance and constraints. From there, we design systematic mandates that can sit alongside existing portfolios or act as standalone programs. Every engagement combines research, implementation and ongoing risk oversight.
Our team works as a single unit across research and engineering: the people who design a signal are also involved in testing, deployment and monitoring. This keeps feedback loops tight and makes it easier to explain how portfolios behave in different regimes.
- Collaborative mandate design with transparent assumptions and risk budgets.
- Shared tooling and dashboards so clients can follow research and portfolio evolution.
- Regular communication on performance, attribution and model changes—not just quarterly reports.