Quantitative consultancy
OEAlgo works with funds, trading firms and technical teams on the hard, unglamorous parts of quantitative work — designing strategies that survive honest testing, building the research infrastructure behind them, and integrating data and AI into processes that already exist.
Services
Each engagement is scoped to a concrete outcome and a clear definition of what "working" means before the work starts.
Systematic strategy design and portfolio construction — signal research, position sizing, risk limits, execution modelling and realistic cost and capacity assumptions. Built to be run, monitored and reasoned about, not just backtested.
Hypothesis-driven research with the guardrails that make results trustworthy: leakage-free data alignment, out-of-sample and subsample testing, parameter sensitivity, and a written record of what was tried and rejected as well as what worked.
Time-series and panel modelling, statistical analysis, and the data plumbing underneath it — ingestion, validation, point-in-time correctness, and reporting that a decision-maker can actually read.
Large language models and agentic workflows applied where they hold up: research assistance, document and data extraction, internal tooling and automation. Scoped against a baseline, with the failure modes named up front.
Approach
A result is reported with its assumptions, its costs, and the tests it failed. Negative findings are delivered as clearly as positive ones — they are usually worth more.
Every number traces back to a script, a dataset version and a run you can repeat. No results that exist only in a notebook someone closed.
Transaction costs, slippage, capacity, borrow and data availability are part of the first model, not a disappointment added at the end.
Documented code, stated invariants and a working environment. The goal is that your team owns the result — not that you keep paying to understand it.
Contact
A short description of what you're trying to find out, and the constraints around it, is enough to start. Enquiries are answered personally.
info@oealgo.com