QuantStrat Inc.

What QuantStrat Inc. does

QuantStrat Inc. is a private quantitative trading and research firm founded in 2008 that develops quantitative trading strategies and OTC execution algorithms focused on digital asset markets. The company is built around a stack of open-source R packages — quantstrat (signal-based strategy development and backtesting), PerformanceAnalytics (performance and risk analytics for non-normal return streams), blotter (transaction recording and reconciliation), and PortfolioAnalytics (portfolio construction and optimization with advanced solvers such as Differential Evolution) — supplemented by MSGARCH for volatility-regime modeling and a highfrequency package for tick data analysis. QuantStrat describes its proprietary layer as the most advanced quantitative feature framework architecture in digital assets, with high-frequency infrastructure supporting signal extraction at time frequencies ranging from nanoseconds to years.

The company serves institutional clients, specifically leading global investment banks and trading firms, and frames its customer segments as institutional trading firms and quantitative fund managers. Distribution is hybrid: open-source packages on GitHub drive community adoption and top-of-funnel awareness, while direct enterprise field sales ([email protected]) convert that awareness into institutional engagements. QuantStrat is registered with FinCEN as a Money Services Business (registration number 31000295285791) and operates dual research operations from its Global HQ in Manchester, UK and US HQ in Chicago, IL. The firm is also one of the largest contributors to the open-source R statistical language, co-founded the Open Source Quantitative Finance Conference (osQF, formerly R/Finance), and has mentored multiple Google Summer of Code projects since 2013.

The revenue model is described as subscription/recurring technology services to institutional clients, with no publicly disclosed pricing and no revenue figures available in the source data. The company is private with no disclosed parent entity, funding history, or named institutional investors, and no management team bios are provided. Recent forward-looking activity is limited to the 2024 AI Scholar Google Summer of Code project, which uses open-source LLMs to build a RAG search model for scientific research, indicating exploratory rather than commercial AI activity.

Name

QuantStrat Inc.

Legal name

QuantStrat

Website

https://quantstrat.io

Company type

Private

Founded year

2008

Operating status

Operating

Short description

QuantStrat Inc. develops quantitative trading strategies and OTC execution algorithms for digital asset markets, serving institutional clients including global investment banks and trading firms through proprietary infrastructure and widely used open-source R packages.

Ownership category

akta.pro rank

Product category

Quantitative Trading Software

NAICS

Securities and Commodity Contracts Intermediation and Brokerage (5231), Securities and Commodity Exchanges (52321), Commodity Contracts Intermediation (52316)

SIC

Security & Commodity Brokers, Dealers, Exchanges & Services (6200), Commodity Contracts Brokers & Dealers (6221)

akta.pro primary industry

Quant Research & Systematic Strategies (FSACAGAF)

akta.pro secondary industries

Market Makers & Liquidity Providers (OTC/prop/MM) (FSAPADAD), Liquidity Infrastructure (RFQ, order-book engines, matching, liquidity-as-a-service) (FSAPADAI)

Keywords

• Quantitative trading software
• Digital asset trading
• Algorithmic trading systems
• Portfolio optimization tools
• Financial risk analytics

Headquarters

HQ city

Manchester

HQ country

United Kingdom

HQ region

Europe

Offices2 records

Markets served

GTM type

B2B

Offering type

Software

Cost components

Technology or R&D, Personnel, Operations, Marketing or Sales

Revenue model

1. Institutional Trading Technology Services: Provides quantitative trading infrastructure and signal extraction capabilities to institutional clients including investment banks and trading firms. Revenue likely derived from licensing technology infrastructure and potentially subscription or transaction-based models.

Go-to-market motion1 record

Distribution channels2 records

Marketing channels4 records

Core offering

QuantStrat develops quantitative trading strategies and OTC execution algorithms focused on digital asset markets, delivered through a proprietary high-frequency signal-extraction framework and an integrated suite of open-source R packages (quantstrat, PerformanceAnalytics, blotter, PortfolioAnalytics, MSGARCH, highfrequency) for strategy development, backtesting, transaction reconciliation, and portfolio optimization. The firm provides this quantitative trading infrastructure and signal-extraction technology to institutional clients including leading global investment banks and trading firms.

Product overview

QuantStrat offers a platform of open-source R statistical packages for quantitative trading and portfolio management. The core offering includes quantstrat (strategy development and backtesting framework), PerformanceAnalytics (risk and performance measurement), blotter (transaction recording and reconciliation), and PortfolioAnalytics (portfolio construction and optimization). These modular packages work together to provide end-to-end capabilities from signal generation and strategy testing through execution and portfolio analysis, serving institutional clients including leading global investment banks and trading firms.

Differentiator

Problem solved

Functional benefit

Products and services

• QuantStrat Quantitative Trading Infrastructure & Signal Extraction Platform Proprietary high-frequency trading infrastructure with a quantitative feature framework and signal-extraction engine for digital asset markets, offered to leading global investment banks and trading firms on an enterprise/subscription basis.
• quantstrat Open-source R framework for developing, testing, and backtesting signal-based systematic trading strategies across time frequencies from nanoseconds to years, used globally by quants, fund managers, investment banks, and trading firms.
• PerformanceAnalytics Open-source R package providing cutting-edge performance and risk analysis tools, including standard and advanced metrics for non-normal return streams, used globally by quants, fund managers, and banks.
• blotter Open-source R package for recording and reconciling modern electronic transactions across multiple asset classes and currencies, supporting millions of transactions in backtests and production algorithms.
• PortfolioAnalytics Open-source R package for portfolio construction, optimization, and analysis using advanced solvers, objectives, constraints, and risk metrics, supporting diverse portfolios including digital assets, alternatives, and global exposures.
• MSGARCH Open-source R package combining Hidden Markov Chains with GARCH models to detect and predict volatility "regimes" in cryptocurrency and other digital assets.
• highfrequency Open-source R package for analyzing high-frequency trading data, developed and contributed to through multiple Google Summer of Code projects since 2013.

Named customers2 records

Segments2 records

Ideal customer profiles2 records

Technology focussed Yes

API detail

Has API

No

API docs

API detail

Core technology

AI maturity

App detail

AI capability6 records

Feature6 records

Scale indicators3 records

Recent moves6 records

Expansion highlights4 records

Direct peers

• Cumberland (DRW): Cumberland, the crypto trading arm of DRW, is a major institutional OTC and market-making franchise — a direct peer in digital-asset OTC execution.
• Wintermute: One of the largest crypto-native market makers and OTC desks, providing liquidity and execution algorithms across digital assets — directly comparable to QuantStrat's OTC execution and systematic trading focus.
• Galaxy Digital: Institutional crypto trading, market making, and asset management firm — comparable as a multi-vertical digital-asset trading and execution business serving institutions.
• B2C2: Institutional crypto OTC liquidity provider and market maker, offering algorithmic execution and principal liquidity to sophisticated clients — overlapping with QuantStrat's institutional OTC execution offering.
• GSR Markets: Crypto market maker and OTC liquidity provider with systematic trading capabilities, serving institutional counterparties — directly comparable in business model and customer type.
• Jump Crypto: Crypto-focused arm of Jump Trading, operating systematic trading strategies, market making, and OTC execution in digital assets — a closely comparable systematic-trading + liquidity-provision peer.

Broad incumbents

• Tower Research Capital: Established quantitative trading firm with HFT and systematic strategies across asset classes including digital assets — comparable as a larger incumbent quant firm with crypto exposure.
• Two Sigma: Large quantitative hedge fund and technology firm applying systematic strategies and infrastructure across asset classes — comparable as a broad incumbent in systematic/quant trading with adjacent crypto exposure.
• Hudson River Trading: Diversified quantitative trading firm with global multi-asset systematic strategies including crypto — overlapping technology and customer base as a broad incumbent quant.
• Man Group: Global quantitative and discretionary investment manager with systematic trading strategies and significant institutional client base — comparable as a broad incumbent serving similar institutional quant-trading customers.

Market position

Strengths4 records

Weaknesses4 records

Competitive moat4 records

Key risks6 records

Key highlights6 records

Customer concentration

• LinkedInlinkedin.com/company/quantstrat-io

Compliance1 record

Revenue estimate

Valuation estimate

Number of profiles

Funding overview

Funding rounds

Investors

Funding detail is available on the Subscription and Enterprise plan.Contact sales →

M&A

Investments

M&A and investment is available on the Subscription and Enterprise plan.Contact sales →

Frequently asked questions about QuantStrat Inc.