• Quantal Asset Management L.P. (QAM)

 Founded in 2001, is an institutional investment firm dedicated to delivering consistent, uncorrelated absolute returns in all market environments.

  • Backtesting

Enables user to explore “what if” historical performance of potential strategies when rebalanced using then-existing informational inputs and risk forecasts.​


  • ETF building blocks

Risk profiling and rebalancing of portfolios/baskets of stocks that contain both ETFs and individual stocks.

  • Quantal PRO

Quantal’s Portfolio Risk and Optimization client-server platform enables asset managers to optimally rebalance their portfolios given their investment objectives and alpha inputs, our global risk forecasts, trading costs, and portfolio constraints.

  • Global risk forecasts (variance-covariance matrix) down to the constituent level. The forecasts are updated daily and thus rapidly reflect shifts in market volatility: Encompasses “fat tails” over time in portfolio returns and “tightening” in the correlation structure of returns in turbulent market regimes.

  • In the past, Quantal has been involved in ventures: to hedge short-seller portfolios; to analyze and modify fund management strategies given realized returns; to help design and implement a market-making system for block trades; and to sub-advise in asset management.

  • Stress-testing for C&I default exposure on public and private loans for the DFAST-prescribed macro scenarios

  • Predicted returns on given cross-asset strategies over long time-horizons that include shifts in macro regimes.

  • Web based tool for global equity portfolio analysis and construction.

Need more details? Contact us

We are here to assist. Contact us by phone, email.