We transform data into smart decisions.
A systematic, long-only S&P 500 strategy driven by artificial intelligence and run through individually managed accounts at U.S.-regulated brokers. No pooled fund.
Quantvestor vs S&P 500
Cumulative return, base 100
Choose any period. Drag the sliders, tap a preset, a month in the heatmap or a market episode, and every number on this page recalculates from the daily record.
Monthly heatmap
Tap any month or year
Behavior in different market environments
Five episodes, one method
Each card is calculated from the daily record between the dates shown. Tap one to see it in the explorer.
See the full performance report →Your capital, your plan
Based on our historical results
Choose an initial amount, a monthly contribution and a horizon. The projection uses the annualized return and volatility that Quantvestor actually delivered in the period you pick.
Independent discretionary manager
From data to execution
We exercise real discretion over every account. The strategy trades only S&P 500 members and their ETFs, long-only, through managed accounts at U.S.-regulated brokers.
Your money stays in your own account
Five steps from first call to live management
There is no pooled fund. You open an account in your name with a U.S.-regulated broker and give us authorization to trade it. The broker holds your assets and sends you the official statements.
Built for institutional allocators
Hedge funds, family offices, funds of funds
Allocate a part of your capital to an external, systematic manager. Open to sub-advisory mandates.
There is no pooled fund. Each client holds their own account at a U.S.-regulated broker, and settlement is derived from that statement.
Professional and institutional investors in all jurisdictions except the United States. Terms are agreed case by case. Contact us to discuss your allocation.
Built by a quant
for allocators who read the numbers
Quantvestor grew out of nearly three decades in the financial markets. Today it is an independent discretionary manager running one systematic, long-only S&P 500 strategy.
Talk to the team about your allocation
Book a call and we will walk you through the strategy, the track record and the onboarding process.
DISCLAIMER
Clients must open their brokerage accounts directly with a regulated broker. Quantvestor does not collect or receive funds from clients either directly or indirectly.
Investing in the stock market carries substantial risk, including the potential loss of invested capital. Algorithmic trading results may fluctuate due to various market risk factors, with elements such as execution speed and slippage affecting performance. Past performance is not indicative of future results.
The portfolio results and statistics displayed are estimates provided by Quantvestor based on historical portfolio performance. Indicators and signals serve as reference points only and may not reflect specific investor constraints; therefore, Quantvestor assumes no liability for potential results. Trading results do not account for financial risks or their impact on market dynamics. For example, the ability to absorb losses or adhere to a specific trading strategy despite declines may affect outcomes.
Quantvestor does not guarantee the absolute accuracy of any criteria, including market data, seasonality, or statistical models. Such information should not be relied upon as definitive.
CFTC Rule 4.41: Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. As no actual trades have been executed, these results may overcompensate or undercompensate for certain market factors, such as liquidity. Simulated trading programs are often designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
Trading in the stock market carries substantial risk with the constant possibility of losing invested capital. Algorithmic trading results may vary according to market risk factors. Elements such as execution speed and slippage must be considered in operations. Past performance is not necessarily indicative of future results.
The results and statistics shown for the portfolio are based on estimates by Quantvestor, using the historical performance of the portfolio as a base. Indicators and signals should be considered as references and may not account for investor restrictions. Therefore, Quantvestor is not responsible for possible results.
For internal NAV (Net Asset Value) calculations, we base our assessment on the daily returns of each account. These returns are available upon request for clients of Quantvestor. Using this daily performance data, provided by our broker from actual statements, we calculate the unit value of the portfolio. The data covers the period from April 2019 to the present date.
Please note that this performance data may contain errors or inaccuracies and is provided for illustrative purposes only. It does not constitute an offer of any return, product, or service.
Trading in the stock market carries substantial risk, including the loss of invested capital. Algorithmic trading results may vary with market risk, execution speed and slippage. Past performance is not necessarily indicative of future results. Quantvestor portfolios are open to professional and institutional investors outside the United States.