We use a data-driven approach to solve the most challenging problems in Asset and Risk Management
Quantitative Modeling, Pricing and Valuation
We combine classical modeling and state-of-the-art AI techniques to build and validate robust pricing and valuation models for a wide range of financial instruments.
Trading and Investment Strategies
Using deep-neural networks to uncover complex market behavior and signals. We improve existing strategies, back-test them and optimise trade execution.
Our unique approach
The real solution lies deep inside your data.
Mathematical models are perfect in theory but the reality is always different. Data is the only accurate version of reality we have. At Quanthena, we focus on concepts of quantitative finance and the Ramanujan machine to find patterns and conjectures in data, based upon which we train the data using Machine-/Deep-Learning, and Natural Language Processing algorithms to build more resilient and reliable models. This is our unique approach.
Quantitative Modelling, Pricing and Valuation
Strive for laser Precision.
Identify - Verify - Validate | Quantitative Modeling, Pricing and Valuation
Quantitative modeling pricing valuation is becoming mandatory for valuation. We work as an integral part of internal teams to build pricing and validation models for interest rates, equities, commodities, foreign exchange, and credit derivatives products; as well as assess the impact of models on valuation, market, and credit risks
- Identify, probe and validate derivative valuation and pricing models
- Design, implement & enhance XVA and price verification models
- Design alternative models and methodologies to assess model risk
Trading and Investment Strategies
Feel and touch Accuracy.
Hypothesise - Build - Improve | Trading and Investment Strategies
With a given hypothesis, we carry out quantitative research on innovative machine and deep learning trading and investment strategies using technical indicators, fundamental and alternative datasets. We design, implement and back-test strategies on live market information, taking trading volume and transaction costs into consideration. Get the best Trading and Investment Strategies from best financial services providers in Germany.
- Signal and strategy design, implementation and back-testing
- Systematic macro trading strategy based on predictive signals
- Quantitative execution strategies and transaction cost modeling
Asset Allocation and Portfolio Management
The bird view Perspective.
Create - Measure - Optimise | Effective Asset Allocation Strategies
We design, build and deploy macroeconomic, fundamental and statistical factors models, deep learning and stochastic models in constructing, and optimising diversified portfolios and robo-advisory models; taking into account: capital allocation constraints, risk budget, liability profile of pension plans, business cycles and yield curve changes. Effective asset allocation strategies are those that take enough risk to give your portfolio the potential to grow, but not so much that you feel uncomfortable.
- Portfolio construction, performance measurement and optimisation
- Market risk and ESG factors modeling, management and monitoring
- Quantitative short and long term balancing strategies modeling
Located at the heart of Frankfurt’s financial district, Quanthena is the place where thoughtful disagreements thrive. With the mantra “there are many versions of the truth”, our Quants, Machine Learning Whizkids and Finance Professionals open-mindedly challenge each other while enthusiastically seeking the most innovative and practical solutions for our clients. We rigorously research and evaluate the most recent AI technologies and their application in investment and risk management. At Quanthena, ideas prevail based on their merit rather than their origin.
We welcome talented and hardworking independent thinkers to join our team. Academic background and professional experience are worth as much as they help us add value to our clients. Just write to us with your CV and we will get back to you.