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.
Three session formats. Save $20,000+ vs. a big consulting firm engagement.
Strategy Call (1hr)
One focused hour of quant advisory. Pre-session context doc + recording included.
- 1-hour video call
- Pre-session: send your question/context (doc or deck)
- Recording included
- Follow-up email with key points + recommended next steps
Sprint (4hr)
4 hours of working session — build, audit, or design together.
- 4 hours of working session
- Screen-share sessions — actual code/models
- Deliverable: working code, model design doc, or written audit
- Follow-up summary with key decisions + next steps
Deep Dive (2 days)
8-hour engagement over 2 days — full architecture or strategy deliverable.
- 8 hours total over 2 days
- Screen-share sessions — actual code/models
- Full architecture or strategy deliverable
- Written report with recommendations
- Follow-up support session (30 min)