Quantitative investment technology

Build proprietary quantitative investment technology

PromtFinance helps hedge funds, asset managers, family offices and trading firms design, validate and deploy quantitative strategies and institutional trading platforms — from alpha research to live execution.

Research → Data → Models → Backtesting → Portfolio → Risk → Execution → Monitoring → Production

Four pillars

01

Alpha & Research

Strategy development, statistical arbitrage, factor research, machine learning, alternative data and independent validation.

02

Investment Platforms

Intrinsic-value and quantamental systems, research platforms, investment dashboards and portfolio construction.

03

Trading & Execution

Algorithmic trading platforms, execution engines, broker connectivity, order management and HFT infrastructure.

04

Portfolio & Risk Infrastructure

Multi-strategy fund platforms, portfolio optimization, real-time risk, reconciliation, monitoring and reporting.

Services

Quantitative Strategy Development

We design, research, test and implement systematic strategies across equities, futures, FX, crypto and options — starting from your idea, academic research or proprietary signals.

  • Statistical arbitrage & pairs trading
  • Factor & cross-sectional equity models
  • Momentum, mean reversion, trend following
  • Market-neutral & long/short equity
  • Volatility, event-driven & earnings strategies
  • Machine-learning and regime-based models
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Strategy Validation & Independent Review

An independent quantitative review before capital is allocated: we find where a backtest overstates the edge and where hidden risks sit.

  • Backtest methodology review
  • Overfitting, leakage & multiple-testing risk
  • Walk-forward & out-of-sample testing
  • Costs, slippage, liquidity & capacity
  • Hidden beta & factor exposure
  • Reproducibility review
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Intrinsic Value Platforms

Proprietary fundamental and quantamental equity research engines that turn valuation work into a repeatable, scalable process.

  • DCF, DDM, residual income, owner earnings
  • ROIC vs WACC & capital efficiency
  • Earnings and cash-flow quality
  • Proprietary composite rankings
  • Momentum, revisions & regime overlay
  • Sector-relative valuation
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Multi-Strategy Hedge Fund Platforms

The internal operating system of a quantitative fund: many strategies, accounts and asset classes on one architecture.

  • Strategy engine with versioning
  • Portfolio & capital allocation
  • Real-time risk engine
  • Execution & broker routing
  • Reconciliation & reporting
  • Live monitoring & alerts
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HFT & Low-Latency Infrastructure

Market-data and execution infrastructure for latency-sensitive strategies, designed around venue, asset class and latency budget.

  • Market-data handlers & order books
  • Exchange, FIX & native protocols
  • Market making & arbitrage
  • Crypto CEX/CEX and CEX/DEX arbitrage
  • Kernel tuning, CPU pinning, colocation
  • C++ / Rust engines, Python research layer
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Portfolio Construction & Optimization

Institutional portfolio engines for systematic and discretionary managers, with real-world constraints built in.

  • Mean-variance, risk parity, HRP
  • Black-Litterman
  • CVaR & drawdown-aware optimization
  • Factor, beta & sector constraints
  • Turnover and transaction-cost aware
  • Liquidity & minimum-trade limits
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Risk Management Systems

Risk built into the trading platform in real time — not a report produced after the fact.

  • Pre-trade checks & order limits
  • Exposure, beta & factor risk
  • VaR, Expected Shortfall & stress tests
  • Drawdown controls & de-risking rules
  • Strategy kill switches
  • Data-feed & broker failure protection
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Execution Management Systems

Execution infrastructure that connects portfolio decisions to brokers and exchanges, and measures how well it executes.

  • FIX, REST, WebSocket & broker SDKs
  • Smart order routing
  • VWAP, TWAP & participation algorithms
  • Partial fills & order-state management
  • Slippage tracking & TCA
  • Broker comparison analytics
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Financial Data Engineering

Models are only as reliable as their data. We build research- and production-grade financial data pipelines.

  • Point-in-time databases
  • Corporate actions & symbol mapping
  • Tick, order-book & fundamental data
  • Validation & data-quality monitoring
  • Real-time streaming
  • Time-series database architecture
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AI & Machine Learning

Machine learning where it adds measurable value — validated with methods designed for noisy, non-stationary financial data.

  • Return, risk & volatility forecasting
  • Regime detection & stock ranking
  • NLP on filings, news & earnings calls
  • Purged cross-validation & embargo
  • Leakage detection & decay monitoring
  • Probability calibration & explainability
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Research & Backtesting Infrastructure

Centralized research environments that make every experiment reproducible, from data to portfolio-level simulation.

  • Event-driven & vectorized backtesting
  • Feature stores & versioned datasets
  • Experiment tracking
  • Cost, borrow, funding & impact models
  • Corporate actions & delisting handling
  • Parallel and cloud computation
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Custom Financial Software

Internal software for firms whose research is strong but whose tooling holds them back — including migrations and modernization.

  • Trading & portfolio-management apps
  • Research portals & internal APIs
  • Reporting & reconciliation tools
  • Investment dashboards
  • Excel / MATLAB / R / MT4 → Python, MT5
  • Research-to-production deployment
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Featured solutions

Robustness, not backtest perfection

An impressive historical equity curve is not automatically a good strategy. Our objective is to determine whether an observed edge is likely to be a real, implementable investment advantage — before capital depends on it.

Request a quantitative review
  • Overfitting detection
  • Look-ahead bias
  • Data leakage
  • Survivorship bias
  • Multiple-testing risk
  • Parameter stability
  • Execution costs & slippage
  • Capacity & liquidity
  • Regime sensitivity
  • Signal decay
  • Drawdown behavior
  • Out-of-sample performance

How we work

  1. Define the investment problem

    Objective, asset class, holding period, trading frequency, capital, risk limits, data and execution requirements.

  2. Research & architecture

    Research methodology, data architecture, strategy and portfolio model, risk framework, execution and infrastructure.

  3. Prototype

    A working research or software prototype to validate logic, workflow, performance and data before full build-out.

  4. Validation

    Strategy robustness, system reliability, data correctness, risk controls, execution and failure scenarios.

  5. Production deployment

    Into your infrastructure or cloud: AWS, GCP, Azure, private cloud, dedicated servers or colocation.

  6. Monitoring & improvement

    Strategy monitoring, model updates, data and infrastructure maintenance, new strategies and markets.

Why PromtFinance

Research + production engineering
We combine investment research and software engineering. A model is only valuable when it runs reliably in production.
End-to-end capability
Data → research → models → portfolio → risk → execution → infrastructure, delivered by one team.
Built around your mandate
No predefined retail platform: architecture follows your philosophy, data, brokers, universe and workflow.
Robustness over backtest perfection
We test whether an edge is real and implementable — costs, capacity, decay and regimes included.
Intellectual property protection
NDA, private repositories, client-controlled infrastructure, access controls, separated environments.

Who we work with

  • Hedge funds
  • Quantitative funds
  • Asset managers
  • Family offices
  • Proprietary trading firms
  • Private investment companies
  • Fintech companies
  • Brokerages
  • Trading technology companies
  • Research firms
  • Wealth managers
  • Institutional investors
  • Alternative investment managers
  • Crypto trading firms
  • New fund launches
  • Portfolio managers building internal technology

Technology

Quantitative research
Python, NumPy, pandas, SciPy, scikit-learn, statsmodels, PyTorch, TensorFlow
Trading
FIX, REST, WebSockets, broker & exchange APIs, LEAN / QuantConnect, MetaTrader / MQL5
Backend
Python, C++, Rust, Java, C#, FastAPI, gRPC
Data
PostgreSQL, TimescaleDB, ClickHouse, MongoDB, Redis, Kafka, object storage
Infrastructure
Linux, Docker, Kubernetes, AWS, GCP, Azure, dedicated servers, colocation

Have an investment idea, strategy or platform to build?

Whether you start from a trading hypothesis, an existing research model or a complete fund architecture, we design the quantitative and technical infrastructure to move it into production.