Research the market
Study price formation, liquidity and behaviour through reproducible data and systematic testing.
- Market data
- Statistical models
- Robust validation
Out-of-sample evidence
QUANTITATIVE RESEARCH + SYSTEMS DEVELOPMENT
See marketsas systems.
Qinvia researches, engineers and operates quantitative systems for markets — proprietary and for selected institutional partners.
From market datato live systems.
Most hypotheses fail.Only evidence moves forward.
Engineer for production
Turn validated models into reliable research, deployment and execution infrastructure.
- Data pipelines
- Model deployment
- Execution systems
Production ready
Operate under change
Monitor risk, attribution and regime change as live evidence feeds back into research.
- Risk controls
- Live monitoring
- Regime detection
Continuous feedback
Proprietary systems.Institutional infrastructure.
Qinvia operates proprietary systems and builds research, data and execution infrastructure for professional teams.
PROPRIETARY SYSTEMS
Research that reaches live markets.
Qinvia develops and operates systematic strategies and the infrastructure required to test, deploy and control them.
- Signal & strategy research
- Execution logic
- Portfolio & risk controls
- Live monitoring
INTERNAL RESEARCH + OPERATION
SELECTED INSTITUTIONAL BUILDS
Infrastructure shaped around the problem.
Bespoke research tooling, data and ML pipelines, analytics, execution and monitoring systems for selected professional teams.
- Research platforms
- Market-data pipelines
- Model deployment
- Execution & observability
TRADING FIRMS · FINANCIAL INSTITUTIONS · FAMILY OFFICES
Most hypotheses fail.The evidence still matters.
Public research notes documenting the hypotheses, methods, results and decisions behind Qinvia’s quantitative work — including the studies that do not survive costs or robustness testing.
REPRODUCIBLE RESEARCH · EXPLICIT COSTS · FALSIFIABLE IDEAS
Relative-Wealth Martin: when more return does not mean better performance
RWM compares compound growth over cash with drawdown in that same advantage—a simple way to distinguish an efficient curve from one whose return was bought too dearly.
1,967 ETF common-window curvesDaily · 2022-03-01 to 2026-08-27
DBF: direction and breadth of the outcome
An experimental signed descriptor of net direction, cancellation and effective magnitude breadth. It complements economic severity and path-aware risk; it does not predict returns.
Controlled synthetic PnL pathsDeclared unit: period or trade
Beyond Sharpe: TRACE, TRACE Lite and the Coherence Ratio
Three experimental and descriptive lenses for distinguishing strategies with similar returns but radically different paths, drawdowns and concentration; they are not validated estimators of future profitability.
Controlled synthetic equity paths252 and 504 daily sessions
Built byCarlos Barredo.
Quantitative researcher and developer with more than twelve years across market research, algorithmic systems and live operations.
CONTACT
Build the next system.
Selected collaborations in quantitative research,systems engineering and market infrastructure.