Global Quantitative Intelligence

Curated strategy blueprints built for cross-border quant traders.

Navigate alpha opportunities with a living library of systematic strategies, adaptive analytics, and battle-tested playbooks designed for multinational portfolios.

Strategies
120+
Markets
18
Signals
340
Coverage
24/5

Meta Strategy Lens

Real-time sentiment blend across equities, FX, and digital assets, normalized for regime shifts.

Signal Bullish +0.84σ
  • Multi-Asset Volatility Harvest

    Dynamic delta-hedged options stacking

    Sharpe 1.8
  • FX Regime Swing Capture

    Macro momentum with stochastic filters

    Win 63%
  • Cross-Exchange Basis Arb

    Perpetual futures vs. spot reconciliation

    IR 2.1

Strategy Pillars

Thesis to execution, organized by intent

Market Microstructure

Execution

Employ order book imbalance, liquidity shocks, and quote fade analytics to steer high-frequency entries.

  • • Adaptive smart-order routing recipes
  • • Venue micro-structure drift profiling
  • • Arrival price monitoring dashboards

Factor & Smart Beta

Allocation

Blend cross-market styles with macro anomaly overlays to construct resilient multi-currency portfolios.

  • • Global minimum-variance frameworks
  • • Bayesian factor crowding monitors
  • • ESG integrated signal templates

Digital Assets & DeFi

Arbitrage

Tap into on-chain analytics, funding rate dislocations, and cross-exchange spreads with automated hedging.

  • • Gas-aware liquidity mining rotations
  • • Stablecoin tri-arb playbooks
  • • On-chain risk meter templates

Quant Analytics Stack

Analytics cockpit for global, round-the-clock decision support.

Configure scenario labs, risk stressors, and signal validation in seconds. Blend historical replay with forward-looking Monte Carlo engines to bulletproof strategy resilience, even across volatile geopolitical regimes.

Regime Analyser
Detect macro, liquidity, and volatility regimes with proprietary clustering metrics.
Stress Lab
Replay crisis windows, synthetic rate hikes, and FX squeezes within seconds.
Alpha Attribution
Attribute outperformance with factor decompositions and cross-venue heuristics.
Compliance Console
Automated guardrails on position sizing, liquidity bands, and jurisdiction rules.

Live Pulse

Global Risk Barometer

Liquidity + vol composite

48.6

+1.3 pts

FX

Carry +0.6σ

Equities

Momentum +0.9σ

Crypto

Basis +1.2σ

Insight

Asia session futures volume outpacing US open by 18%, suggesting continuation of thematic carry.

Learning Streams

Build knowledge with live market datasets

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Playbooks & Guides

Downloadable strategic resources

Gain access to backtest notebooks, governance frameworks, and compliance-ready documentation tailored for global desks.

  • Workbook Adaptive hedging rotation planner for volatile FX corridors.
  • Checklist DeFi protocol due diligence matrix compliant with FATF guidelines.
  • Template Cross-border tax-aware execution schedule for digital assets.

Spotlight

Emerging Market Volatility Atlas

Visualize correlation clusters and liquidity corridors across APAC, LATAM, and EMEA within a single unified risk canvas.

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Global Partners

Trusted desks and allocators collaborate here

StratQuantDB integrates with third-party OMS, cloud notebooks, and risk engines. Deploy strategies across digital exchanges, prime brokers, and alternative venues under one control plane.

Prime Brokers
Asset Managers
Family Offices
Hedge Funds

Case Study

Macro hedge fund + digital swing desk

Increased hit-rate by 21% by fusing G10 FX sentiment signals with crypto funding basis dashboards, synchronized across APAC and European desks.

Read Story

Stay in sync

Weekly alpha briefings and event triggers

Receive curated market triggers, cross-border compliance updates, and new strategy drops every Monday.