// Products // Quantitative Trading Strategies
Quantitative Trading Strategies
Live trading strategies and risk frameworks built on the NM quant stack.
SDC→
SPX Defensive Carry
Hedged SPX option-premium harvesting
A live, delta- and vega-hedged SPX option-premium strategy managed to a hard -10% stop-loss mandate: 10.0% in eight months with a -2.0% max drawdown.
PM→
PolyModel
Nonlinear stress-based risk management
Hundreds of single-factor nonlinear models scanned for extreme moves, combined into a Stress VaR that exposes hidden tail risks.
SAAM→
NMSAAM
Stochastic asset allocation & dynamic indices
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.
MR→
Multi-Regime Portfolio Optimization
Regime-aware MCMC portfolio construction
Identifies market regimes with a hidden Markov model, simulates fat-tailed returns by MCMC, and maximizes expected return per unit of VaR — Markowitz is the one-regime special case.