Kion QuantRequest access Kion QuantRequest accessBehind every great track record is one disciplined decision, made again and again.
Consistency is what compounds.
A quantitative method sets the entry, the exit, and the risk by the same rules every time — so the returns and the drawdowns can be measured, not hoped for.
The research bench behind every strategy — backtest, audit, size, and compose
Five-year track record
Simulation starts at $500,000. Risk is sized as a percentage of simulated equity, and trades that exceed the capital constraint are skipped. Results include modeled trading costs.
Trade through your own brokerage — one click
Start with the tools. Follow the signals. Or have the flagship run for you.
Quantitative Research Platform
The research engine the firm's own strategies are built on — put it in your hands.
Build and backtest systematic strategies across years of market history
The full performance battery: returns, drawdown, risk, per-year consistency
No code — point and click the same tools the firm runs
Trading Alpha Signals
Follow the firm's live systematic strategies, in real time, on your own account.
Real-time entries and exits from the firm's proven strategies
One-click integration with your own brokerage, or trade the signals by hand
Your capital never leaves your control
Private Management
The firm's flagship strategies, run for approved clients after application review.
The top-tier strategies offered nowhere else
A separately managed account held in your name — never by the firm
A direct line to the portfolio manager
Submit your email to be considered for early access as each product opens. No payment or commitment.
Requests are reviewed before access is offered.
A strategy must work beyond the data used to develop it. We test unseen periods, randomized in-sample and out-of-sample quarters from every year, rolling walk-forward windows, multiple-testing penalties, and year-by-year consistency. A strong full-period return cannot rescue a strategy that fails those checks.
The simulation starts with $500,000. Risk is sized as a percentage of simulated equity, so position sizing compounds; trades that exceed the capital constraint are skipped. It includes modeled trading costs and bar-by-bar execution. It remains hypothetical: latency, partial fills, short availability, taxes, and operational errors can make live results worse.
Never in isolation. Maximum drawdown is the worst historical peak-to-trough decline, not a limit on future loss. We evaluate return relative to drawdown, losing periods, annual consistency, and tail behavior rather than optimizing the headline return alone.
The rules stay fixed; execution becomes the test. We compare signal timing, fills, slippage, rejected orders, exposure, and realized drawdown with the simulated range. Live and simulated records remain separately labeled so one cannot be mistaken for the other.
One losing month is not enough to rewrite a system. We monitor sustained changes in expectancy, drawdown, execution quality, and market participation against predefined ranges. Persistent deterioration leads to lower risk or retirement—not a quiet refit of the historical record.
No. The chart is net of modeled trading costs, not future access fees. Pricing has not been finalized; each offering will disclose its exact fee, cancellation terms, and effect on client economics before enrollment opens.
Returns do not scale perfectly. Position limits, buying power, spreads, and available liquidity determine practical capacity for each strategy. Clients keep control of their own account and capital; research, signals, and software do not require us to custody funds or brokerage credentials.
About
Quantitative Researcher & Portfolio Manager
Former software engineer at a large technology company, now a full-time quantitative trader. Trading since 2021; building and running systematic strategies since 2024.