[ AHQ : QUANT — STRATEGIES & MODELS ]
Quant strategies & models
The AHQ engine runs ten institutional-grade quantitative strategies and models across US equities and outputs live BUY / SELL / HOLD signals with capital-aware position sizing. Live signal feed is rolling out to early access first.
01
Stat-arbEngle-Granger pairs
Two-asset cointegration with rolling z-score entries above ±2.0 and exit at mean reversion.
02
Stat-arbJohansen basket
Multi-asset cointegrated baskets via Johansen test — trades the stationary combination.
03
Stat-arbPCA stat-arb
Principal-component residuals as mean-reverting signals across a correlated universe.
04
AdaptiveKalman filter
Dynamic hedge ratios estimated online — the pair relationship adapts instead of being fixed.
05
StochasticOU mean reversion
Ornstein-Uhlenbeck parameters fitted by MLE: speed of reversion, half-life, optimal bands.
06
TrendMomentum
Cross-sectional and time-series momentum with volatility-scaled position sizing.
07
RegimeHMM regime detection
Hidden Markov states classify trending vs mean-reverting markets and gate other strategies.
08
VolatilityVRP harvesting
Variance risk premium capture — systematically selling overpriced implied volatility.
09
Stat-arbMulti-pair scanner
Universe-wide pair scan ranked by cointegration strength, half-life and current z-score.
10
PortfolioLedoit-Wolf optimization
Markowitz allocation with shrinkage covariance — stable weights from noisy estimates.
Want live signals first?
The signal feed ships to the waitlist before anyone else.