Background
Our story
"The hardest part wasn't the trading. It was the introduction."
quants.space was founded by three co-founders - mathematicians and developers who have worked together for years. Before building the platform, we ran a quantitative trading firm. We know what it takes to build a strategy, defend edge, manage risk, and attract institutional capital - because we've done all of it.
We also know what it takes to raise.
The hardest part wasn't the trading. It was the introduction. We ran a strategy with genuine, verifiable edge and still spent months navigating introducer chains, unread decks, and meetings that never converted. We watched teams with weaker performance raise faster because they knew the right people. We watched allocators miss the best operators entirely because the best operators don't advertise.
That asymmetry is what we built quants.space to solve.
What we believe
Performance should be verifiable.
If it can't be validated at source, it shouldn't be in front of institutional capital.
Systematic is the only honest form of trading.
Rules-based, live, auditable. Everything else is a story.
Introductions should be direct.
Every layer between an allocator and a principal destroys information and wastes time.
The best teams are rarely the loudest.
The result is their entire product - and sometimes they're not able to get the word out there.
Our mission
To connect institutional allocators with the systematic teams worth allocating to - and to give exceptional quants a shorter path to the capital they deserve.
One platform. Both sides of the market.
The team
Roman
Co-founder, Quantitative & Verification
Roman
Co-founder, Quantitative & Verification
The mathematics behind quants.space is Roman's. Read-only key verification, performance attribution, risk metrics, correlation tooling - anything that has to be calculated, audited, or stress-tested sits with him. An exceptional programmer with close to a decade inside systematic trading infrastructure, Roman is the reason the numbers on the platform can be trusted.
Yegor
Co-founder, Engineering
Yegor
Co-founder, Engineering
Yegor leads platform development. He started writing code at 16 and hasn't stopped - infrastructure is the only thing he's ever built. Every layer of quants.space, from the data pipelines that ingest exchange and custodian data to the interface allocators actually use, was architected and shipped under his lead.
Maxim
Co-founder, Markets & Partnerships
Maxim
Co-founder, Markets & Partnerships
Maxim is the relationship side of the business. If you've spoken to quants.space - as an allocator, a team, or a fund - you've spoken to him. He runs institutional allocator relationships, business development, and partnerships across the ecosystem.
Natalia
Recruiting & Talent
Natalia
Recruiting & Talent
Natalia leads our recruiting practice, working directly with institutional hedge funds and prop shops on senior quant and trader mandates. She owns the process end to end - from understanding the desk's needs and identifying top-tier talent to running the selection process and closing the hire. If you're building a systematic desk or looking for a principal-level quant, Natalia is your point of contact.
The team behind the team
Beyond the founders, a dedicated support team works directly with every allocator, trading team, and hiring fund on the platform. They are not a back office. They are the people you'll work with day-to-day - and every part of the experience is theirs to own.
How it works
The universe allocators can't see from the outside.
Institutional allocators spend careers searching for the teams worth allocating to. The systematic trading universe is fragmented, private, and constantly moving - hundreds of teams across dozens of jurisdictions, each with different reporting standards, custody setups, and capacity windows.
That is where Quants.Space comes in.
Sourcing
We find teams the way serious capital has always found managers - through networks, referrals, and years of relationships across the quant ecosystem. We run systematic outreach across crypto-native operators, TradFi desks, prop shops, and independent researchers.
Most of the teams we work with don't have a public profile. Most never will.
Verification
Every team connects through read-only exchange or uses any other verification method available. We validate performance at source - live PnL, live positioning, live attribution.
We meet every team. We stress-test their methodology, infrastructure, and risk controls. We walk through drawdowns, capacity, execution, and edge decay. Most don't make it through. The ones that do will become available to you.
Live monitoring
Performance on quants.space is not static. Every verified team reports live - monthly returns, rolling metrics, updated positioning. If a team's edge sharpens, you see it first. If it starts to fade, you see that first too.
This is the advantage allocators haven't had before: a live, verified view of the systematic universe - not a quarterly snapshot of last year's winners.
Direct introduction
When you find a team worth a conversation, we introduce you directly to the principal. You speak to the person running the money - the same day, if the fit is right.
Coverage
Every corner of the systematic universe.
Seven markets, nine strategy types, four investment structures.
Verified to the same institutional standard.
Markets
Digital Assets
Spot, perpetuals, futures, options, and on-chain venues across every major crypto exchange. Delta-neutral, market-neutral, and directional systematic strategies operating at institutional scale.
Equities
Single-name and index strategies across developed and emerging markets. Long-short, market-neutral, statistical arbitrage, and factor-based systematic mandates.
Futures
Index, commodity, rate, and cross-asset futures. Trend, carry, relative-value, and systematic macro.
FX
G10 and EM currency strategies. Carry, momentum, mean-reversion, and microstructure-driven execution.
Rates
Curve, spread, and volatility strategies across government and swap markets.
Volatility
Options-based strategies across equities, crypto, and rates. Long-vol, short-vol, dispersion, and relative-value vol.
Cross-asset
Systematic macro and multi-asset strategies that express views across every market above in a single mandate.
Strategies
Delta-neutral
Market-agnostic positioning that generates returns independent of directional exposure.
Market-neutral
Long-short constructions with minimal net market exposure, targeting alpha over beta.
Statistical arbitrage
High-frequency and mid-frequency mean-reversion across correlated instruments.
Basis & relative value
Exploiting pricing dislocations across related instruments, venues, or maturities.
Momentum
Systematic trend-following across timeframes, markets, and asset classes.
Microstructure
Edge extracted from order-book dynamics, execution, and short-horizon signals.
Volatility arbitrage
Relative-value trades across the volatility surface.
Long-short equity / crypto
Systematic selection with balanced long and short exposure.
Systematic macro
Cross-asset, model-driven macro expressions.
Structures
Separately Managed Accounts (SMA)
Custody stays with you. Segregated, transparent, institutional by default. The dominant structure across the platform.
Funds
Fully regulated systematic quant funds with monthly live performance reporting, for allocators who prefer commingled structures.
Institutional mandates
Custom allocations with bespoke risk, capacity, and reporting terms - structured directly with the manager.
Talent placement
Direct-hire mandates for hedge funds and prop shops building systematic desks. Pre-verified quants, live PnL on file.
Requirements
Selection standards
Not every strategy qualifies for the platform. A team is only added once it passes every bar.
Source-verified performance through read-only exchange or custodian credentials.
Live track record of meaningful duration under current methodology.
Institutional infrastructure - risk management, execution, and operational controls at allocator standard.
Direct principal access - the person running the strategy is available to speak with allocators.
The teams that meet the bar become visible. The teams that don't, don't.
The outcome
See the network before the opportunity is gone.
Every team on the platform passed the same bar. Browse the universe.
Explore the Network