One quant stack, from math library to live trading.
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.
Beyond software
Our team of PhDs and professors consults on financial engineering, trading strategy, AI, asset allocation, statistical modelling and high-performance computing.
Our HPC grids have powered high-dimensional strategy optimization, implied-volatility surface pre-computation and high-frequency data processing.