Quantitative Research
For clients exploring rules-based or hybrid investment approaches, our quantitative research team builds custom analytical frameworks grounded in academic finance and validated through rigorous backtesting. Every model we deliver includes full documentation of assumptions, data sources, and known limitations.
Research capabilities
- Factor Model Development — Build proprietary or customized multi-factor models aligned to your investment philosophy.
- Strategy Backtesting — Test systematic strategies across multiple market regimes with realistic transaction cost assumptions.
- Signal Research — Evaluate momentum, mean-reversion, earnings quality, and macro overlay signals for your asset universe.
- Portfolio Optimization — Mean-variance, risk parity, and Black-Litterman frameworks with constraint customization.
Our research process
Each engagement follows a four-phase workflow: hypothesis definition → data acquisition and cleaning → model development and validation → deliverable packaging with advisor review. Typical project timelines range from 3–8 weeks depending on scope.
Current research focus
As a young firm, we are actively building our research library. Current internal projects include U.S. mid-cap quality-momentum composites and a macro regime classifier for tactical allocation overlays. One client-specific factor research project is underway as of June 2026.