QuantRes is a highly successful quantitative trading firm and global private investor with a focus on technology and financial sector opportunities. Founded in 1989, we have been able to generate superior rates of risk-adjusted returns by trading in the global futures, equities and foreign exchange markets. QuantRes actively trades in a highly diverse set of instruments on more than 25 exchanges multiple times a day utilizing colocation facilities in regional geographic hubs.

Our approach is founded in the scientific method and we exploit market inefficiencies through mathematical modeling of financial markets data. Leveraging our unique understanding of risk management, QuantRes utilize complex quantitative research methods and leading edge technology to develop world class trading strategies.

Our success can be attributed to a disciplined trading approach, a relentless drive to research new and existing ideas, and the focus and dedication of our staff.

We explore massive quantities of data, from every imaginable angle, in the process revealing hidden, but profitable market inefficiencies.

Preferring return over risk and managed in real time, each of our strategies takes into account every current and future expected position, adjusting automatically to market volatility.

Independent of risk aversion, a maximized Sharpe Ratio opens up a new frontier of possible decisions. Equivalent to both a signal-to-noise ratio and a maximum certainty equivalent, it assumes finite minimum and maximum utility, as well as normally distributed future profits.