Quant consulting
Systematic strategies, built and run by former institutional quants.
We research, backtest and put into production systematic trading strategies for funds, trading firms and private investors. Every engagement starts with one question: does the idea hold up on real data?
Institutional background: our team comes from Neuberger Berman, Credit Suisse and UBS.
Fixed prices, published: you know the cost before the first call.
Clients on four continents: the US, Switzerland, Saudi Arabia, Australia and the UK.
Packages
Three fixed-price packages
Prices are in Swiss francs and exclude VAT where applicable. Anything outside these packages gets a written fixed-price quote.
Strategy Health Check
CHF 5,000
Fixed price · about 2 weeks
For teams and investors with an existing strategy or backtest who want an independent view before committing more capital or time.
- Data quality, survivorship and look-ahead bias
- Overfitting: parameter sensitivity, out-of-sample and walk-forward checks
- Transaction costs, slippage and capacity
- Risk: drawdowns, concentration, regime dependence
You get: A written report with findings ranked by impact and concrete fixes, plus a 60-minute call. The fee is deducted from a Strategy Build ordered within 60 days.
Strategy Build
from CHF 30,000
Fixed quote · typically 8 to 12 weeks
For funds and trading firms that want a new systematic strategy researched and validated by a senior team, from your idea or ours.
- Data sourcing and cleaning for the agreed markets
- Hypothesis-driven research and backtests with out-of-sample checks and realistic fees
- Strategy report on performance, risk and capacity, with a clear go or no-go
- Full strategy specification and parameters
You get: Typically CHF 30,000 to 60,000, fixed in a written quote after the scoping call. Going live (broker integration, paper trading, small-capital run) is quoted separately.
Research Retainer
CHF 10,000 / month
About 5 to 6 days a month · 3-month minimum
For teams that need senior quant capacity on an ongoing basis without hiring.
- New research and backtests
- Independent review of models built by your team
- Live results monitored against the backtest, with early warning of alpha decay
- Derivatives pricing, hedging, VaR and CVaR, machine learning and time-series models
You get: A monthly summary of work done and findings, plus regular calls. Monthly after the first three months.
Clients
Who we work with
Hedge funds and asset managers
Proprietary and algorithmic trading firms
Digital asset firms
Private investors with a defined strategy
Clients in the US, Switzerland, Saudi Arabia, Australia and the UK.
Process
How a project runs
- 01
Intro call
30 minutes, free. Your idea, data and constraints.
- 02
Proposal
Written scope with deliverables, timeline and fixed price.
- 03
Research
Data, hypothesis, backtest. You see results at every step.
- 04
Production
Optional: paper trading first, then a small-capital run.
- 05
Live
We monitor live results against the backtest and flag alpha decay.
What we don't do
We don't manage money or set up funds, since both require a licence. We build and run the technology; you keep control of the capital.
FAQ
Questions we hear often
So you can tell before a call whether working with us fits your budget. The packages cover most requests; anything outside them gets a written fixed-price quote.
Have a strategy question?
Tell us about your idea, data and constraints. We will tell you honestly whether we can help.