QuantNova Capital is a systematic trading firm generating short-horizon alpha in equity-index futures through machine-learning models that detect and adapt to shifting volatility and trend regimes. Positions are taken long or short based purely on the signal, with no directional market bias — designed to sit uncorrelated to equity, credit, and macro risk premia.*
*Figures presented on this site are backtested / target metrics unless stated otherwise. Past and simulated performance is not a reliable indicator of future results. See our full disclaimer.
Equities, credit, and many macro strategies increasingly move together in stress regimes, eroding the diversification investors pay for.
Most systematic strategies are calibrated to a single regime and lose edge as liquidity, volatility, and microstructure conditions shift.
Classic trend and macro strategies operate on multi-day to multi-week horizons, leaving short-term order-flow and liquidity dislocations largely unharvested.
A genuine diversifier needs a different data horizon, a different signal source, and a model that adapts as the regime changes.
Trades are only taken when prevailing volatility and trend conditions support the model's edge — the strategy adapts its stance as market regimes shift, rather than committing to one behavior throughout.
A proprietary machine-learning classifier identifies short-lived statistical patterns in intraday price behavior — a non-linear read on market state, not a directional forecast.
Every trade is sized and exited under a strict, rules-based risk budget — exposure and turnover are calibrated to what's actually tradable, with transaction costs modeled and reviewed continuously as capacity scales.
Not a discretionary manager. Every position is model-generated and rule-based; there is no discretionary override of signals.
Not a trend-following CTA. Our holding periods are intraday to short-term — we are not harvesting multi-week or multi-month trends.
Not a black box without oversight. Models are monitored continuously against live regime and risk limits, with full research transparency available to allocators under NDA.
Not directionally biased. The strategy is systematic long-short — positions are taken based purely on the signal, not a market view, on either side of the trade.
QuantNova occupies a distinct niche: short time-horizon, high regime-adaptivity — a combination underrepresented among established CTAs and multi-strategy quant funds.
The flagship strategy's out-of-sample record spans July 2019 to June 2026 — engineered for capital preservation first, upside second.
Based on a seven-year out-of-sample track record (Jul 2019 – Jun 2026) on the flagship systematic strategy, net of modeled costs. Out-of-sample performance is not indicative of future results and does not represent a live, audited track record. See our full performance disclaimer.
The AMC structure gives investors regulated, custodian-held exposure to the strategy without operational or infrastructure build-out. A direct capital allocation / signal-licensing route is also available for institutional counterparties.
For early and strategic investors supporting initial scale-up of the AMC.
For anchor and large institutional allocators, with terms scaled to ticket size and structure.
Uncorrelated, liquid diversification alongside long-only and private-market books.
Regulated AMC access to a systematic strategy without direct trading infrastructure.
A short-horizon, regime-adaptive sleeve to complement existing systematic allocations.
Direct capital allocation or signal-licensing arrangements for institutional counterparties.
This site is intended for professional and qualified investors. Submit your details to receive our investor deck, due-diligence materials, and to schedule an introductory call — no obligation.
Nothing on this page constitutes an offer or solicitation. See our full disclaimer.