Quantsystems

Quantsystems is a technology company that develops software for quantitative finance and data analytics. The company provides a modular platform for developing, backtesting, and deploying algorithmic trading strategies, as well as risk and portfolio analytics. Headquartered in San Francisco, with offices in London and Singapore, Quantsystems serves institutional clients including hedge funds, asset managers, and prop trading desks. The firm emphasizes reproducibility, scalability, and research-driven tooling.

Core products include Quantsystems Platform, a cloud-native analytics and execution environment; Quantsystems Studio, an integrated development environment for building strategies; Quantsystems Node, a high-performance runtime for live and simulated trading; and Quantsystems Edge, a risk and performance analytics module. The platform supports data ingestion, backtesting with market-realistic simulations, and API-based deployment to execution venues. It also offers data connectors, compliance features, and integration with third-party data providers.

Technically, Quantsystems uses a hybrid stack combining Python for strategy development, C++ for latency-sensitive components, and distributed computing for large-scale backtests. The system is designed with a microservices architecture, containerization, and cloud-native scalability. It supports GPU-accelerated simulations, secure data handling, role-based access control, and audit trails to meet regulatory requirements.

Founded in 2013 by researchers in quantitative finance, Quantsystems grew from an academic collaboration to a commercial platform. It expanded from its North American base to Europe and Asia, establishing partnerships with data vendors and brokerage networks. The company has received industry recognition for its research-driven approach and has published white papers on model validation and risk management.