Your investment process, turned into a model we run for you.
License one of our production strategies, or bring us your mandate. Our quants build and test a model for it, then host it and deliver holdings on your schedule. Your firm makes every investment decision.
License a strategy, or have one built
Licensed strategies
Start with a model already in production.
Multiple machine-learning production models across long-only, long/short and short-only profiles, with regime-aware, low-volatility, high-volatility and all-weather variants. They provide a distinct view of today's quant-driven market. Firms use them for model portfolios, separately managed accounts and research.
Mandate to Model
Have our quants build one to your mandate.
Define the factors, horizon, universe and constraints in Quant Design Studio. We train and test the model on 25 years of point-in-time data and provide the research packet and current holdings. We then host the model and deliver holdings on your rebalance schedule. Model files are not transferred.
What a Mandate to Model build includes
- Model card and strategy notes
- 25-year backtest and tear sheet
- Current holdings as of the build date
- A 30-minute review with our quants, by call or in writing
- Ongoing holdings on your rebalance schedule, with model monitoring
Mandate to Model pricing
Build
$2,250 with an annual subscription
Hosted model subscription
12-month agreement, or $30,000 a year paid up front
From mandate to live holdings
Define
Set the factors, horizon, universe, position counts and constraints in Quant Design Studio.
Train
We train a machine-learning model on 25 years of point-in-time data.
Test
We test the model on periods it never trained on, with realistic costs and slippage.
Deliver
You get the model card, tear sheet, holdings and a review with our quants.
Run
We host the model and deliver holdings on your schedule, with monitoring and updates.
For firms with a clear point of view
- RIAs with their own investment philosophy who want it expressed as a repeatable model
- CIOs and fund managers testing a new sleeve or strategy
- Prop firms and emerging managers who need documentation allocators can review
You stay in control
Your firm controls suitability, allocation, trading and client implementation. SparkTrade hosts the model and delivers its holdings.
Pressure-test your mandate before you commit.
A 25-minute mandate review with our team. Bring your benchmark, constraints and the idea you want to test.