We are a proprietary trading firm implementing a discretionary long/short equity strategy, reinforced by the integration of fundamental and quantitative research, with a concentrated sectoral focus on systemically important universal banks.
QMT’s proprietary forecasting engine identifies divergences between market-implied pricing and probabilistic realizations, enabling uncertainty quantification, conviction-weighted directional views, optimal market sizing, and adaptive hedging.
Our analytical framework integrates Bayesian inference, computational statistics, machine learning, and applied financial economics - delivering responsiveness to structural regime shifts, volatility clustering, and causal transmission mechanisms.
With an institutional-grade insight into the causal architecture of systemically important banks, QMT targets idiosyncratic alpha and seeks to generate persistent, uncorrelated absolute returns - benchmarking performance against the KBW Bank Index.
