Quantitative Factor Investing
For Equity Portfolio Managers

Analyze portfolio exposures, levels of crowding, and factor tilts that increase risk adjusted returns.  

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Quantitative Equity Factor Analysis

Kwantx researches quantitative factor investing techniques applied to traditional and alternative data types to identify market moving events from financial factors, including Style and Machine Learning alpha signals. We research state of the art equity portfolio analytics for calculating factors that should increase expected risk adjusted portfolio returns. 

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Analyze the factor exposure of your current or prospective equity holdings

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Backtest the performance of factor portfolios during historical periods. 

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Identify equities with favorable rankings in factors you are seeking exposure

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Optimize your portfolio by identifying best risk-return profiles for your targets. 

By The Numbers

Kwantx gives you access to free factor calculations, backtesting, and premium analytics.

12

Factors

500

Stock Universe

10

Years of Data

25

Metrics

Premium

+1.2%

Factor Crowding Alpha

300,000

User Sentiment Indicators

Time Alpha Signals

State of the art machine learning model can generate equity insights that are otherwise error in forecasting models.

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Start Growing With Kwantx Today

Use AI and NLP to time factor tilts based on factor crowding and Twitter Sentiment. Consider how orthogonal factors will impact your holdings expected return. Capitalize on any additional risk adjusted return.