The discipline of a quant desk. Without building one.
Zaanr Technologies builds and stress-tests systematic strategies across global equities, ETFs, commodities, futures and digital assets. They are designed for asset managers, family offices and investment firms that want rules-based, regime-aware exposure, with every return, drawdown and trade count on the record.
Thousands of markets. One portfolio.
01 — The market. Stocks, ETFs, commodities, futures and crypto, priced around the clock and more connected than they look.
More data than any desk can read.
02 — Data. Every trade, quote and revision leaves a trace. No analyst team can watch it all. A system can.
Observed without fatigue or ego.
03 — Observation. Our models read the stream continuously, with no narrative to defend and no position to talk up.
Regimes, recognised early.
04 — Regimes. Momentum, volatility and correlation cluster into regimes. The models are built to recognise which one the market is in before it shows up in your P&L.
One question, asked relentlessly.
05 — Decision. Does this asset still earn its place? Exposure follows the answer, up or down, with no committee lag.
Tested against the worst days.
06 — Testing. Every strategy runs across thousands of historical and simulated paths, crashes included, before it is trusted with a conclusion.
Measured where you can see it.
07 — Measurement. Returns, drawdowns and trade counts are published side by side, including the numbers we would rather not show.
Never finished. Always improving.
08 — Iteration. Each result becomes the next hypothesis. The edge isn't a model. It's the loop.
Markets change regime. Most portfolios find out in the drawdown.
Momentum fades. Volatility clusters. Correlations that held for a decade converge in a week of stress, and “diversified” becomes one trade. A portfolio built for one regime is quietly exposed in the next.
- STATIC
- Buy → Hold → Hope
- SYSTEMATIC
- Observe → Detect → Evaluate → Allocate → Monitor → Adapt
Watch adaptive exposure step down as stress builds, while the static line rides it out.
- PRICE
- 30-PERIOD MEAN
- ±2σ ENVELOPE
- REALISED VOLATILITY
- ADAPTIVE EXPOSURE
- STATIC EXPOSURE
Most signals never become trades. That's the point.
Follow one observation through the system. It is filtered, sized, risk-checked and recorded. Most are rejected long before they reach a market, and every outcome, taken or not, feeds the next round of research.
- 01
Market data
Prices, volumes and spreads across five asset classes, cleaned before anything trusts them.
- 02
Signal detection
Trend, momentum, volatility and correlation, measured continuously, not quarterly.
- 03
Strategy
Explicit rules turn signals into a view: include, exclude, increase, reduce. No discretion, no drift.
- 04
Risk management
Position limits, drawdown controls and exposure caps get a veto before any decision stands.
- 05
Execution
Orders sized and timed to keep cost and slippage from eating the edge.
- 06
Performance
Every outcome recorded against its benchmark and its own stated expectations.
- 07
Research
Results become the next hypothesis. The loop begins again.
Built to plug into your process. Not replace it.
For asset managers, family offices and investment firms that want systematic, multi-asset exposure without hiring a quant team, building data pipelines or maintaining models in-house.
- 01
Strategy licensing
Run our models inside your own mandate, on your own infrastructure, under your own oversight.
- 02
Research & signals
Regime readings and model signals delivered to your team on a fixed cadence, ready to slot into your own process.
- 03
Custom research
We build and test strategies on your universe, constraints and risk budget. Your limits are inputs to the design, not afterthoughts.
WHAT YOU RECEIVE · MONTHLY TEAR SHEETS · DRAWDOWN & RISK REPORTS
Request a research briefingWe research. We don't promise.
No model here is claimed to beat the market, guarantee a return or eliminate risk. They are experiments, and they are reported as experiments.
Drawdowns sit beside returns.
Every model is shown with its worst decline, its trade count and its start date. A number without its context is marketing.
Failures stay on the record.
When a model underperforms, it is documented rather than quietly deleted. Failed hypotheses are part of the research record.
Put the evidence in front of your investment committee.
Briefings are held with institutional and professional investors only.