Quantitative Model
Development

Mathematical modeling and statistical analysis for systematic strategy development. Licensing quantitative models to partners.

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About Quantaxy

Quantaxy develops quantitative models using mathematical methods, statistical analysis, and machine learning techniques. We license computational solutions to partners for integration into their systems and products.

Core Competencies

Systematic development of quantitative strategies using time series analysis, statistical modeling, and machine learning frameworks. Focus on momentum detection, volatility modeling, and pattern recognition in financial time series data.

0

Years Quant Experience

Mathematical Models

Statistical analysis, regression models, and stochastic processes for model development

High-Frequency Data

1-minute OHLCV bars and tick-level data processing for model training and validation

Software Architecture

CUDA-accelerated parallel processing with multithreading optimization

Model Licensing

Mathematical models and statistical solutions available for licensing. Partners integrate our computational methods into their technology stack.

Technology Integration

Partners license our models through API endpoints and integrate them into their own software platforms

  • Partner-managed products
  • Technology licensing model
  • B2B software framework
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Systematic Strategies

Time series analysis, momentum detection, and volatility modeling systems developed using statistical methods

  • Tactical Momentum - Live ETI on Börse Stuttgart (DE000AMC0CF5)
  • Alpha Flux - Intraday Volatility Capture (Under Development)
  • Elastic Sigma - 4-Regime Mean-Reversion (Research Phase)
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Core Models

Mathematical models using statistical analysis and machine learning techniques
Active products available through partner implementations

Tactical Momentum

Live ETI certificate on Börse Stuttgart (ISIN: DE000AMC0CF5). Four-regime systematic momentum strategy with dynamic asset allocation based on market conditions. Approximately 2.5 portfolio switches per month.

Live

Trading Status

4

Model Modes

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Alpha Flux

Intraday volatility capture model with four-component signal framework. Same-day data processing with daily risk reset. All positions close before market end—no overnight exposure.

Intraday

Trading Horizon

70%

Liquidity Maintained

Under Development Model Details

Elastic Sigma (σ)

Volatility regime mean-reversion strategy with four positions: short volatility (31%), long volatility (20%), tail risk hedge via CAOS ETF (5%), and bonds/cash (44%). Up to twice daily signal frequency.

4

Regime States

8.5

Trades/Month

Research Phase Learn More

Technology & Research Stack

Infrastructure for quantitative research and options strategy backtesting

Backtesting Platform

Platform for testing quantitative strategies with historical data. Includes basic transaction cost modeling and supports multiple model types

GPU Computing

CUDA support for parallel processing of computational tasks. Used for Monte Carlo simulations and parameter optimization

Data Storage

Database infrastructure for storing historical market data. Includes options chains and price history for backtesting purposes

Analytics Tools

Standard quantitative analysis tools including options pricing models and basic risk metrics. Performance measurement and reporting capabilities

Research & Development Platform

Flexible environment for strategy development:

  • Mathematical derivative modeling
  • Volatility surface construction
  • Calculation of statistical metrics (Greeks)
  • Backtesting of computational models
  • Statistical pattern identification

Computing Infrastructure

GPU-based computing environment for running backtests and simulations. Supports parallel processing for faster computation

Model Development

Development of systematic models based on backtesting results. Regular updates and monitoring of model performance

Technical Integration

License mathematical models and statistical solutions for integration into your technology stack

API Documentation

Technical documentation, integration guides, and API specifications available for licensed partners.

Headquarters

QUANTAXY LIMITED
Unit 2A, 17/F, Glenealy Tower
No.1 Glenealy, Central
Hong Kong S.A.R

Contact

Email:info@quantaxy.com

Licensing Inquiries

Technical specifications, model documentation, and integration requirements for quantitative model licensing.

Contact Business Development

Important Information

Mathematical models licensed to qualified partners. API-based integration model. Enterprise software solutions. Requires technical implementation and statistical validation. Models are mathematical frameworks with inherent limitations and assumptions.