Quantstellation is a multi-asset multi-horizon quantitative investment firm. We rely on sophisticated statistical models and state-of-the-art IT infrastructure to find and exploit inefficiencies across modern electronic financial markets.
Our company is an organized alliance of small nimble teams. Each team sets its own goals and makes its own decisions while sharing access to integrated technical and research capabilities.
In ever-changing markets, we value agility that allows us to adapt, while staying true to our core principles of rigorous research, robust solutions and organic growth.
In a nutshell, we are interested in any problem at the intersection of finance, automation and statistics; and we believe that we have necessary skills, experience and infrastructure to tackle those problems.
The proliferation of big data techniques in finance had encouraged us to extend our expertise beyond HFT and exploit statistical arbitrage opportunities on longer time scales in developed markets. At the heart of our approach is computationally intensive framework capable of extracting alphas from a wide range of machine-readable datasets, and combining them efficiently into medium-term market-neutral portfolio.
We have started in 2008 as a firm focused on high-frequency trading in emerging markets. It remains at the core of our business, where we have two separate projects exploring the topic at different angles. Applying predictive statistical models to tick-by-tick data, we aim to capitalize on microstructure signals and facilitate price discovery process. Similarities between modern electronic market structures allow us to employ our models across different asset classes, including FX, equities and delta-one derivatives.
In HFT business technology is the differentiator. To keep our edge, we have developed a number of proprietary FPGA-based tools for key functions in our trading engine, including risk management and market data processing. The separate technology project aims to leverage on our extensive R&D effort by licensing our solutions to partners and peers, so they can take advantage of state-of-the-art infrastructure without having to invest as heavily in R&D as we do.
We are a close-knit team, but we are always looking for new members who can contribute
to the firm′s success at any level of experience. We believe in federalized
structure that is consistent with our project-based philosophy. We also believe in flexible
working conditions, including remote work. Above all else, we believe that it is easier
to find a task for the right candidate than the other way round. If you are interested
please send your resume to
email@example.com and a member of the team will contact you.
Exploring modern financial markets can be a daunting task, similar to any research project in industry or academia. You will be using modern machine learning tools to build financial market models and engineering trading systems based on those models. The role requires versatile array of skills, including familiarity with probability theory, programming languages and financial markets.
In this role you will be responsible for the smooth operation of our automated systems, fine-tuning their settings to adapt to ever changing market conditions. You will also analyze strategy performance, execution quality and development potential. This atypical trader job still requires typical trader qualities such as diligence and composure.
Modern electronic trading companies rely heavily on IT divisions and we are no exception.
While challenging multiple levels of technical ability, this role will require flexibility and willingness to learn. Our software developers strive to push the boundaries of what can be achieved in terms of latency and throughput on modern architectures without sacrificing the essential features of the complex systems with many moving parts. Requirements include solid programming skills (C++ with STL) as well as a good grasp of modern computer architectures and network operations.
We are passionate about mathematical education and strive to support promising projects on different academic stages through sponsorships and grants, helping next generation of talented problem-solvers achieve their greatest potential.
Philanthropic initiatives we sponsored in the past include:
We are always receptive to high-impact charitable proposals: firstname.lastname@example.org