Welcome To Quantitative Alpha LLC.

Quantitative Alpha is an investment firm based in Chicago whose partners have backgrounds in global asset management, financial products marketing, client services, and financial software engineering. The firm employs an investing approach that integrates a set of carefully researched alphas, a unique and effective investment process and a top rate risk management regime. The indicators cover fundamental valuation, market style shifts, behavioral formation of groups among stocks, credit influence on equities, etc. We also have a continuous process of discovery of new alphas emerging in the market place, and have a smooth mechanism to merge a new alpha into the investment process. The proprietary investment process achieves diversification both in strategies and in investment horizons. As a result, returns inherent in the alphas are captured with minimized risk and trading cost.The risk management combines normal factor risk reduction with monitoring and controlling of market- driving macro factor exposures. The key is our detailed understanding of the relations between the alphas, and their correlations to macro factor shifts.

For greater detail please visit the Client Section of our web site. We regret that the Securities and Exchange Commission requires us to register you prior to granting you access to the secure Client Section

We mourn the loss of our Advisory Board Member Alex d'Arbeloff. Thank you Alex for being our trusted advisor and friend.

In order to register, click on the Contact Us tab.