Systematic investing powered by quantitative research.
DharmQuant develops data-driven trading strategies, research infrastructure, and disciplined risk systems designed for modern financial markets.
DharmQuant develops quantitative strategies, data pipelines, and risk systems designed for systematic capital allocation across public markets.
What we do
Quantitative Research
We study market anomalies, momentum effects, volatility patterns, and execution inefficiencies.
Data Infrastructure
Clean, survivorship-bias-aware data flows that support repeatable backtesting and live monitoring.
Portfolio Construction
Position sizing, diversification, and exposure controls designed to reduce fragility.
Execution Systems
Order routing and trade monitoring built for consistent implementation, not random chaos goblins.
Firm principles
- Evidence before intuition.
- Risk before ego.
- Process before storytelling.
- Track record before marketing.
Research themes
Momentum
Cross-sectional and time-series trend behavior across asset classes.
Microstructure
Bid-ask behavior, liquidity, and execution cost analysis.
Risk premia
Systematic exposures that can be measured, tested, and controlled.
This website should not promise returns. For a real investor-facing firm, add legal structure, regulatory compliance, and audited performance reporting before soliciting capital.