About
Quantitative Partners is a specialised advisory boutique serving a selected circle of clients in Luxembourg's financial industry, translating academic quantitative approaches into robust workflows.
Expertise
We create value for our clients by uncovering blind spots in existing workflows, integrating research-backed model components, and enabling continuous improvement.
- Independent, rigorous model and workflow reviews
- Surfacing hidden conceptual and quantitative blind spots
- Grounded in academic validation standards
- Testing consistency, soundness, and fitness-for-purpose
- NAV, valuation, and risk-model assessments
- Optimising data integration and coding practices
- Portfolio construction, allocation, valuation, forecasting models
- Econometrics plus machine-learning frameworks
- Python, MATLAB, R, Stata, C++, Docker
- FactSet, Bloomberg, Preqin, Infront integration
- Bayesian methods, Monte Carlo scenario simulation
- Backtesting, monitoring, transparent documentation
- External quantitative R&D sparring partner
- Proprietary datasets and experimental methodologies
- Testing hypotheses, structural risks, return drivers
- Independent, academically grounded pre-submission reviews
- Third-party verification mitigating model risk
- Literature reviews, research digests, tailored workshops
Insights
We monitor financial markets closely and share perspectives on the developments most relevant to our clients' portfolios.