Systematic Strategies
Rule-based strategies built on robust research, clean data pipelines and measurable risk budgets.
Systematic Offerings
Multi‑Asset Risk Premia
Diversified exposures across asset classes with volatility targeting and drawdown‑aware allocation.
Research & Engineering
Open, reproducible research with tooling for simulation, backtesting and safe deployment to production.
Our Philosophy
Markets evolve; robust processes endure. Quanvers builds end‑to‑end research and execution pipelines—from data acquisition and feature engineering to model validation and risk oversight—so every position is explainable, monitored and sized to a clear drawdown budget.
Research infrastructure powering systematic strategies
Latest Research
Risk
Regime‑aware volatility targeting that actually behaves
A practical framework to size exposure by realized and implied risk while capping drawdowns.
Read moreExecution
Machine learning for slippage and smart order routing
Estimating market impact and optimizing execution with online models.
Read moreModeling
Beyond CAPM: multi‑factor modeling that’s robust
How to combine factors, control turnover and avoid overfitting in production portfolios.
Read more