Who We Are
Quants and its subsidiaries develop and publish risk indices with financial derivatives, portfolio models for smart beta investing, and market and operate liquid alternative funds and financial technology platforms for superior risk management since 2010. The company combines decades of experience and intellectual properties in the quantitative risk analysis and portfolio optimization with derivative overlays, and has been providing services to the institutional clients since inception.
The company has headquarters in Los Angeles.
What We Do
Quants develops complete portfolio solutions with real-time risk scenarios in quantitative platforms and is dedicated to offering strategic alternative products for investors, advisors and fund managers. The company is planning to streamline and democratize the sophisticated risk management by releasing new Exchange Traded Funds (ETFs) that are using derivative overlays and an online platform for automation (Robo-Advisor).
The investment portfolios consist of the major index investments in stocks and bonds with the risk management in the financial derivatives. These alternative investment models historically outperform the traditional mutual funds. Quants's investment model optimizes the risk and return profile of the portfolios for potentially better risk-adjusted returns than the benchmark indices.
Quants develops software generally specialized in analyzing the global markets and risk management with the financial derivatives. The main trading focus of the firm has been in derivative overlays on large cap indices, major industries, US Treasuries and select commodities. The software assets maximize the profits through the optimal asset allocation and rotations, generally with a hedged approach according to the trend and volatility characteristics without tactical trading.
Quants has been licensing its software assets to the high net worth and institutional investors since 2011. The support services included providing the consulting and specialist trading services in the derivatives markets and customizing them for the strategic alternative trading and investment platforms. The partnerships with private and institutional investors provided Quants the corporate investments and revenues to keep improving on its investment programs since inception.
The firm has established a track record in derivative overlays, but especially focused on the index and sector investments with the statistical volatility strategies since 2012. Quants currently operates its own US and offshore liquid alternative smart beta index funds, and provide the specialist services in executing the derivative overlays for institutional risk management. Currently, portfolio and fund offerings target to achieve better risk-adjusted returns by reducing the risk exposure (Sharpe near or over 2) and to maximize the investable capacity in a slower paced execution environment.
Quants is also introducing the Exchange Traded Funds (“ETFs”) to streamline the risk and return optimization and portfolio insurance process, and provide liquidity for the creation units of the ETFs from its liquid alternative fund assets. The ETFs will allow the complexities of derivative overlays to be abstracted and offer instead easily applicable, better risk-managed portfolios in both institutional and individual investment accounts.
Quants’s asset allocation methods are applicable to the institutions and advisors following the traditional index and industry investments in the long term portfolios while looking to mitigate the portfolio volatility in the short to medium term.