Quant consulting for systems that need mathematical precision.
We turn messy operational workflows into execution-grade systems: controls, parsers, reconciliations, scoring models, optimization tools, and decision interfaces built to run in production.
Selected systems
Reconciliation of Financial Instruments
Book-to-book reconciliation framework for instruments, quantities, prices, and currencies.
PDF Parser Using sed Commands
Command-template workflow for extracting text from PDFs and normalizing output through sed filters.
FIX Parser
Parser for FIX tag-value messages with human-readable aliases and checksum verification.
Compliance Tool for Bond Trade Labeling
Execution-quality labeling for bond trades with visual comparison against bid/mid/ask valuations.
Calendar of Earnings
Research calendar that filters upcoming earnings events by date and sector.
Value-add Score
Investor behavior score measuring conviction, PnL quality, and portfolio stability.
CDS / Bond Market Neutral Strategies
DV01-driven approach for balancing long bond exposure with CDS hedges.
Sybil Detection (Internal + On-chain)
Heuristic detection layer that combines shared internal identifiers and wallet-graph behavior.
HR Recommendation Algorithm
Candidate ranking engine for quant hiring using weighted skill vectors and behavioral fit signals.
Maps Optimisation (Planar Ellipses)
Topology optimizer for overlapping project or entity nodes represented as ellipses in planar space.