Quantive
Quantitative · Systematic Risk Arbitrage · Equity

Systematic alpha returns, engineered for sustainability

Quantive Trading is a quantitative strategy in liquid US equities. We combine mean-reversion signals on fundamentally sound companies with a disciplined hedging and options overlay to control risk and optimize yield across market regimes.

Explore early participation See performance →

as of April 2026 — click any metric for methodology

Track Record

Five-year historical simulation

Returns shown below are from a multi-year backtest of the production strategy on out-of-sample data. Live results from separately managed accounts are tracked separately and available on request.

Cumulative performance

Historical simulation results are not indicative of future performance. Simulated results have inherent limitations and do not reflect the impact of material economic and market factors that may have affected actual trading.

Monthly returns — Quantive vs SPY

On the −36.9% drawdown. Drawdown measures the largest decline from a portfolio peak to a subsequent trough before a new high is set. It answers the question: what is the worst loss an investor could have experienced over this period? In our five-year simulation, an investor who entered at the worst possible moment would have seen their account fall −36.9% before the portfolio recovered. That recovery did occur over time, but it required staying invested through the drawdown period.

Prospective participants should understand that loss of capital is a real possibility. Do not contribute more than you are prepared to lose.

The Strategy

Layered Delivery of Sustainable Alpha and Yield

LAYER 1 — FOUNDATIONAL
Foundational
Universe established through a point-in-time economic filter free of survivorship bias on highly liquid companies with defensible balance sheets. No excessive risks or surprises.
LAYER 2 — SYSTEMATIC RISK ALLOCATION
Systematic Risk Allocation
25% of the portfolio maintains systematic exposure to the broad market through a smart-beta deployment, capturing long-term equity growth and dividend yield. A durable return stream that earns while the active book works.
LAYER 3 — EVENT-DRIVEN RISK ARBITRAGE
Event-driven Risk Arbitrage
We're not trying to establish statistical edge over the market. Instead of chasing unsustainable statistical arbitrage strategies we take a deep quantitative approach to attributing and sorting on available risks in the market. Capital is currently deployed as long-only and time-limited positions within an event-driven mean reversion model.
LAYER 4 — OPTIONS OVERLAY
Options Overlay Under Development
Options trades are placed to create a bounded risk profile while simultaneously augmenting yield through income generating strategies. This stage seeks to optimize the Sortino-measured risk/reward profile of the fund.
Portfolio Management through Layered Disciplines L4 — OPTIONS OVERLAY Options overlay Bounded risk · Income yield · Under development L3 — RISK ARBITRAGE Event-driven Risk Arbitrage Long-only · Time-limited positions · Mean reversion L2 — RISK ALLOCATION Systematic Risk Allocation 25% of portfolio · long-term growth · dividend yield L1 — FOUNDATIONAL Foundational Point-in-time filter · Survivorship-bias free · Liquid equities
Capital Formation

Fund Launch Timeline

The path to a formal fund launch runs through three stages: validating the strategy through research, building a live track record through separately managed accounts, and launching a commingled fund with preferential terms for early participants.

PHASE 1 — COMPLETED
Research & Development
✓ Completed
We spent over a year building and validating the strategy before trading a single live dollar. The price displacement scoring model, market regime filters, and options overlay were each developed and stress-tested on out-of-sample historical data across multiple market regimes. The equity curve on this page reflects that work.
PHASE 2 — NOW OPEN
Early Participation
● Open — limited to 15 investors
We're offering a no-fee arrangement to a core group of at most 15 investors. Trading takes place in separately managed accounts on Interactive Brokers that are linked to a Non-Professional Advisor master account that doesn't allow us to collect fees or transfer assets. Commit as much or as little as you'd like. Our purpose at this stage is to build a verified live track record of managing external capital before launching as a formal fund.
  • No management or performance fees
  • Full asset custody at IBKR — we cannot move funds
  • Any allocation size welcome
  • Best execution through IBKR's low-commission infrastructure
  • Maximum 15 participants
PHASE 3 — PLANNED
Commingled Fund
Target launch · TBD
The established track record will be compiled into a composite record by a third-party fund administrator (NAV Consulting) to raise the initial capital in a single commingled fund with standardized terms. None of your personal information or phase 2 commitment level will be used during this period. Phase 2 participants receive preferred carve-out terms for seeding the initial capital.
Stay close

Monthly research notes, methodology updates, and fund milestones. No frequency higher than monthly.

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Start a conversation

Let's get in touch to discuss participation terms and the strategy in greater detail. There are no fees, no capital or minimum requirements and no redemption terms. You own and control your account and can stop trading at any time. We do our best to respond within 24 hours.

Your information is kept only with us and never passed on to other parties.