Financial analytics to power your strategies.
> I calculate. I trade. I win._
The return gap is modest; the risk gap is large.
This curve is SPX Defensive Carry — a hedged option-premium strategy managed to a hard stop-loss.
View the strategy →NM FinTech is the bridge between academia and industry. We combine hundreds of top refereed papers with decades of experience at leading financial institutions into a library of state-of-the-art financial analytics — and build research platforms for quantitative trading, wealth management and risk management on top of it. Our founding team are renowned professors and PhDs from top universities with real-world financial experience.
Tools to model, analyze, construct and backtest
AlgoQuant
The foundation of every NM product. An event-driven simulator plus tools for data cleaning, backtesting, optimization, reporting and hundreds of quant models — with full source code.
Quantitative Trading Models
We read the papers, re-derive the math, reproduce the results and code them into AlgoQuant — portfolio optimization, trend following, mean reversion, regime models and more.
PortOptim
Build factor models, estimate returns and covariances, optimize (Markowitz to large-scale SOCP) and backtest — no programming. Hosted by us or on your own infrastructure.
Risk Factor Database
Market, fundamental and macro factors. US listed and OTC stocks since 2000; 250+ factors on 3,500+ Shanghai and Shenzhen stocks.
Quantitative Trading Strategies
SPX Defensive Carry, a hedged option-premium strategy, and PolyModel, a nonlinear stress-based risk framework.
Super Curve
A proprietary zero-coupon yield curve engine built for China's illiquid, noisy bond market — delivering real-time, highly accurate curves.
Trading in China
A decade of automated trading in China: regulation, brokers and fees, data vendors, co-location, HPC infrastructure and introductions to top traders.
NMSAAM
Treats expected returns and covariances as random rather than known, fixing the root cause of Markowitz failure — and builds dynamic indices with higher Sharpe ratios and lower drawdowns.