Infrastructure built for the pace of institutional markets.
Quanta consolidates price intelligence, global news sentiment, and rules-based risk monitoring into a single operating layer. No more stitching together data vendors. One system, one source of truth.
Built on institutional-grade NLP, real-time market feeds, and a configurable alert engine, Quanta sits invisibly behind your workflow. It surfaces signal only when it matters.
Platform
How Quanta Co
Automates your Research.
Six quantitative models, 50+ live news sources, one brief, before the market open.
01
Schedule
Every morning at 7 AM, your fund rules, position limits, VaR thresholds, and full ticker list are loaded automatically. No manual setup, no missed inputs.
02
Ingest & Analyze
Five years of price history, the latest news, key valuation multiples, and macro indicators are pulled for every ticker simultaneously. Six independent risk and return models run in parallel, each cross-checking the others. Every result is normalised and logged.
03
Validate & Flag
Every signal is checked against your firm's policies: stop-loss levels, sector concentration, VaR limits, beta exposure, and sentiment. Breaches are ranked by severity, written into a plain-language narrative, and surfaced immediately for review.
04
Deliver
A full portfolio brief lands in your inbox before 9 AM. Breach alerts go straight to Slack as they happen. Your dashboard is live and up to date. Pull any data on demand via API.
01
Schedule
Every morning at 7 AM, your fund rules, position limits, VaR thresholds, and full ticker list are loaded automatically. No manual setup, no missed inputs.
02
Ingest & Analyze
Five years of price history, the latest news, key valuation multiples, and macro indicators are pulled for every ticker simultaneously. Six independent risk and return models run in parallel, each cross-checking the others. Every result is normalised and logged.
03
Validate & Flag
Every signal is checked against your firm's policies: stop-loss levels, sector concentration, VaR limits, beta exposure, and sentiment. Breaches are ranked by severity, written into a plain-language narrative, and surfaced immediately for review.
04
Deliver
A full portfolio brief lands in your inbox before 9 AM. Breach alerts go straight to Slack as they happen. Your dashboard is live and up to date. Pull any data on demand via API.
Built for institutional precision.
Three modules. One unified system.
Your Brief. Before the Open.
Six quant models run across every holding overnight. Each position is scored, checked against your mandate, and assembled into a structured brief delivered to your inbox before 9 AM. No manual pull. No analyst bottleneck.
Sentiment Before It Moves Price.
Fifty-plus sources processed per holding, per cycle. Quanta scores directional bias against each ticker's own historical distribution so you know whether today's signal is routine noise or a shift worth acting on before the open.
Your Mandate. Enforced Continuously.
Stop-loss floors, VaR limits, sector concentration caps, and beta thresholds configured once against your fund's actual IPS. Breaches hit your Slack before you open your terminal, with exact figures and rebalancing context.
Full Market Coverage.
The numbers below reflect operational outcomes across live client environments, not benchmarks. Quanta's platform has been deployed across active portfolios managing institutional capital.
Methods of market intelligence
Choose your level of
market intelligence.
From automated policy detection to a fully embedded research team.
Ready to bring your portfolio under one roof?
A 20-minute call is enough to understand whether Quanta fits your operation. No commitment required.