Measure tension, not price

Scientific curiosity.

Dynamic systems.

The pursuit of hidden patterns.

BUILDING RISK-INTELLIGENCE SYSTEMS

Radiant Quant develops intelligence that enhances the performance of financial research and investment strategies.

What the layer unlocks

Radiant Quant integrates with your existing strategies and provides continuous risk context, helping teams adjust risk posture as stress builds without interfering with strategy logic or execution.

More stable AUM Less drawdown stress and smoother allocator experience across regimes.

Reduced allocator pressure Clearer communication and posture when conditions deteriorate.

Improved re-entry discipline Maintain process integrity without forcing trade timing..

How the risk
layer is built

We turn historical risk data into a continuously updated context. Weighted inputs are standardized to surface recurring patterns in risk appetite and risk-off behavior.

Multiple historical risk inputs INPUTS

Combine & standardize BUILD

Pattern Discovery STRUCTURE

Regime Identification CONTEXT

RADIANT QUANT INTELLIGENCE LAYERS
A continuous risk context for existing strategies

OUTPUT

Look beneath
the stability

Big events in nature do not appear suddenly. A storm or an earthquake requires specific conditions to accumulate over time before surfacing. These accumulations are measurable. What about financial markets?
Radiant Quant measures this accumulation.
We track formation, not the event.

STORM

Empowered with numbers

10+

Intelligence System

20+

Years of historical data

72K

Composite Metrics