Our Vision
Innovating Financial Technology
Quants’ vision is to redefine how markets are analyzed and how risks are managed through a next-generation SaaS platform. Built on decades of research, our system applies advanced probabilistic state-space modeling to capture patterns, trends, and transient signals across all time scales. By simulating a wide range of stochastic risk scenarios, we redistribute risk exposure from investors to speculative markets through structured derivative overlays. Our execution layer minimizes leverage effects and market impact, allowing the platform to scale efficiently across maturities, strikes, and asset classes. Supported by a secure, high-performance cloud infrastructure, we are transforming this analytical engine into deployable risk-managed ETFs and integrated SaaS investment solutions for the modern financial ecosystem.
Advantages of Our Algorithms
Efficiency-driven Technology for Investments
Discover the unique benefits of our cutting-edge algorithms tailored to enhance investment
management and improve portfolio performance.
Our nonlinear model architecture extracts recent market structure and contextualizes leading indicators across macro, micro-structure, and cross-asset domains.
Our model-free multivariable decomposition framework isolates orthogonal patterns by iteratively balancing current and historical data. This process tests both in-sample and out-of-sample validity in real time, allowing the system to adapt as market structure evolves.
We use a nonlinear differential system as the process model within a probabilistic structure. The model captures how the system evolves and how its dynamics respond to new information. Observations update the hidden state and parameters, giving us a probabilistic PDE that reflects both the solution and its uncertainty.
Liquidity intelligence locates speculative liquidity pools that can absorb risk and transfers risk exposure quickly and efficiently as conditions change.
Our Core Offerings
Elevating Investment Solutions
Explore our comprehensive range of services designed to elevate investment management and financial operations.
From risk-adjusted portfolio solutions to advanced investment products, we are dedicated to driving success in the financial services industry.
Our solutions bridge advanced quantitative research with institutional trading execution and risk control. It forms the technological foundation for our ETF and portfolio strategies.
Derivatives and Risk Simulation
We develop probabilistic derivative models that simulate diverse risk outcomes, shaping dynamic overlays optimizing portfolios across contracts and maturities. These overlays adapt to liquidity, identify speculative pools for efficient risk transfer, and operate within a leveraged trading framework designed to minimize market impact and enhance clearing efficiency.
ETF and Portfolio Management
Our risk-managed ETF trading facilities ensure alignment between ETF pricing and the pricing of derivative overlays. This spans hundreds of expiring and rolling option contracts daily, similar to a bond fund that continually rolls.
The platform executes intraday rotations and rollovers to mitigate market risk while maintaining over one hundred billion dollars in notional trading capacity
Technology and Platform
Our GPU-accelerated, multi-server environment ensures data security and system redundancy. Trading and clearing occur through CBOE Silexx, delivering institutional-grade execution and post-trade workflows. As a unified SaaS ecosystem, the platform connects researchers, analysts, risk managers, and traders in real time, enabling seamless collaboration across research, trading, and risk management.
Risk-Managed ETFs:
Intelligent Exposure for a Nonlinear Market
Quants is introducing a new generation of risk-managed S&P 500 index and sector ETFs powered by AI-enhanced probabilistic modeling and advanced data-science architecture.
These ETFs will actively manage beta exposure through dynamic derivative overlays that distribute risk across time, price, and volatility surfaces.
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Each fund will use multi-factor models, machine learning, and probabilistic forecasting to rebalance exposures across tens of maturities and thousands of strikes.
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The result is smoother performance, controlled drawdowns, and improved risk-adjusted returns without hidden tail exposure.
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Quants’ ETFs will combine systematic risk engineering with institutional-grade transparency, creating a smarter, more adaptive path to stability in global markets.
Key Features
Innovative Technology for Risk Management
Discover the innovative features of our financial technology solutions that provide complete control over investment operations and portfolio management. With risk-adjusted portfolio solutions, real-time monitoring, and seamless integration, managing risk has never been this efficient.
Precision in Risk Management
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We advance probabilistic derivative models that simulate a broad range of potential risk outcomes, forming the basis of our derivative overlays.
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Each overlay translates risk scenarios into portfolio profiles and optimizes the risk-return balance across hundreds to thousands of contracts with multiple maturities.
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Overlays adapt dynamically to liquidity conditions and can identify speculative liquidity pools to transfer investor risk efficiently.
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Our leveraged trading framework enters and exits markets smoothly to minimize market impact and to support efficient clearing by market makers.
Quants Derivative Overlays for ETFs
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Our risk-managed ETF trading facilities ensure alignment between ETF pricing and the pricing of derivative overlays.
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This coordination spans hundreds of expiring and rolling option contracts daily, similar to a bond fund that continually rolls maturing instruments.
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The platform can execute intraday rotations and rollovers to mitigate market risk while maintaining over one hundred billion dollars in notional trading capacity.
SaaS Platform for B2B
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The system operates on a GPU-accelerated, multi-server environment with fail-safes and redundancy to protect data, models, and client information.
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All trading is executed in tranches and cleared automatically through CBOE Silexx platform, providing institutional-grade order handling, position management, and post-trade workflows. management, and post-trade workflows.
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The infrastructure functions as a SaaS ecosystem connecting quantitative researchers, analysts, risk managers, traders, and account administrators in real time.
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This integration enables continuous collaboration between research, trading, and risk management in a single secure framework.
Global Presence
QUANTS Inc.
Headquarters - Los Angeles, USA
Quants and its subsidiaries develop and publish risk indices with financial derivatives, portfolio models for smart beta investing and financial technology platforms for superior risk management since 2010.
For further inquiries:
400 Continental Blvd Ste 600 El Segundo CA 90245 USA
+1 (424) 203-2501