Quantamental · Developed equities

Wemeasure
wherepricedisagrees
withitself.

Quantr is a research-led trading platform. We combine fundamental rigor with quantitative execution to harvest behavioral mispricings and cross-market arbitrage in developed equities. 2 to 30 day horizon, continuous alpha-cost-gated execution.

How it worksOperator console
Horizon
2–30d
Universe
DM · ADR · ETF · index
Quality gates
12 / factor
Live spread monitorstreaming

Illustrative. Actual execution is gated by transaction cost thresholds and 12 quality gates per factor.
BABA·ADR / 9988·HK+1.84σ·RDS·ADR / SHEL·LN−0.42σ·TSM·ADR / 2330·TW+0.91σ·SPY / IVV+0.05σ·EWJ / NKY·basket−1.12σ·VALE·ADR / VALE3·SA+2.07σ·SAP·ADR / SAP·DE+0.18σ·NVO·ADR / NOVO·B−0.66σ·TM·ADR / 7203·JP+1.32σ·ASML·ADR / ASML·NL+0.04σ·BHP·ADR / BHP·AU−0.88σ·DEO·ADR / DGE·LN+0.51σ·
BABA·ADR / 9988·HK+1.84σ·RDS·ADR / SHEL·LN−0.42σ·TSM·ADR / 2330·TW+0.91σ·SPY / IVV+0.05σ·EWJ / NKY·basket−1.12σ·VALE·ADR / VALE3·SA+2.07σ·SAP·ADR / SAP·DE+0.18σ·NVO·ADR / NOVO·B−0.66σ·TM·ADR / 7203·JP+1.32σ·ASML·ADR / ASML·NL+0.04σ·BHP·ADR / BHP·AU−0.88σ·DEO·ADR / DGE·LN+0.51σ·
Factors live
14
Signals / 24h
2,847
Median latency
38ms
Quality gates passed
168/168
What we trade

Three sources of edge, one engine.

Quantr is not a directional fund. We do not predict the market. We measure where price disagrees with itself, then let an operator-supervised system close the gap on a strict alpha-cost budget.

01 · Behavior

Behavioral
mispricings

Post-earnings drift, accruals, congressional and insider flow, options sweeps, dark-pool footprints. Signals the market knows but slowly.

  • F01 PEAD+
  • F02 Accrual
  • F05 Filing-tone
  • F07 Political
02 · Geometry

Cross-market
arbitrage

ADR ↔ ordinary, dual-listed pairs, ETF ↔ NAV, index ↔ basket, calendar spreads. Wherever two prices should be one and aren't.

  • ADR / Ord
  • Dual-listed
  • ETF / NAV
  • Index / basket
03 · Reasoning

Adaptive
Reasoning Model

Bayesian IC posteriors, regime-aware factor weighting, anomaly→hypothesis loop, Claude-narrated daily attribution.

  • Bayesian IC
  • Regime ML
  • Anomaly engine
  • Narrative AI
The edge

Operational rigor is the alpha.

We don't claim a speed advantage. We don't claim secret signals. Edge in this regime is research process plus disciplined execution, and a refusal to skip steps under pressure.

  1. 01

    Research discipline before live capital

    Every factor passes 12 quality gates: deflated Sharpe, IC stability under combinatorial purged CV, capacity, drawdown, beta-neutrality, out-of-sample IC delta. No exceptions, no overrides.

  2. 02

    Continuous, alpha-cost-gated execution

    We do not rebalance on a calendar. The optimizer runs daily, but orders only fire when expected alpha exceeds k × transaction cost. Intraday signals fire immediately when the gate clears.

  3. 03

    Point-in-time correctness, by construction

    Restated fundamentals, look-ahead-free factor builds, hypothesis-after-data refusal. The TimescaleDB schema enforces as-of joins; the test suite refuses to merge if a join violates PIT.

  4. 04

    Bayesian regime adaptation

    Factor weights are posterior IC distributions, not point estimates. A regime meta-learner detects volatility, dispersion, and credit-cycle shifts; allocations follow without operator intervention.

By the numbers

Live, from the engine room.

Refreshed from the production signal pipeline. Numbers are pulled from api.quantr.co/api/v1/public/stats every page load.

Cumulative gross · 30d
% of gross book · daily close
Hit rate
30d
0%
spread reverted as predicted
Realised return
30d
0.00%
of gross book, before fees
Round trips closed
30d
0
across all live factors
Signals dispatched
24h
0
ingested, scored, gated
External capital

Join the waitlist for
qualified allocators.

Quantr is building a verifiable track record before opening to outside capital. Drop your details and we'll reach out when allocations open.

Qualified investors only · EU/NL jurisdiction · Not a solicitation