The Hub for Serious Quants

Built by risk-takers, not theorists. This is what real quant trading looks like: battle-tested strategies, production-ready code, and alpha that actually survives out of sample.

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Turning Datasets Into Dollars.

We take this quantitative trading stuff pretty seriously.

From day one, our mission was to research, develop, and ultimately deploy real-world quantitative trading strategies. Too commonly, this is associated with purely theoretical academic papers or sketchy backtests on third-party platforms.

We do none of that. Through our Quant Galore ecosystem, we built extensive simulation engines and strategies built on raionale market hypotheses. But most importantly, we take these strategies into production and actually risk substantial capital.

So, in sum: we put our money where mouth is.

import pandas as pd
from models import signal_generator

dataset = pd.read_sql("alpha_data")

signals = dataset.apply(signal_generator)

stocks_to_long = signals[signals["signal"==1]
stocks_to_short = signals[signals["signal"==0]

print(money)

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