Om Singh
Chief Operating Officer
Oversees operations, compliance and talent. Brings a strong record in operational and compliance management.
Mathematics Driven Alpha
Capital hedged by design.
A systematic derivatives platform where every position carries its hedge from the moment it is opened, so the portfolio is built to hold up in rising, sideways and falling markets alike.
10 to 15+ years
of historical backtesting behind every model and strategy before it is implemented in the live market
2020 · 2022 · 2025
Stress-tested through the Covid crash, the inflation shock and the high-volatility period, all mandatory test periods
Live since 2026
Proprietary capital trading the model and strategy, tracked against simulation results
100% rules-based
No discretionary overrides, indicators, black-box signals, AI bots, high-frequency trading or manual decisions
Philosophy
We would rather be right for a decade than exciting for a quarter.
Most investors are offered a narrow menu: fixed income that barely clears inflation, or equity exposure with 30–50% drawdowns. Quantecko was founded to offer something in between, with returns that come from structure and discipline, not from prediction.
Mathematical structure
We do not rely on market forecasts. We engineer portfolios where outcomes are a mathematical function of price, time and volatility, embedded at the moment of entry.
Consistent return
We aim for steady, repeatable returns rather than occasional large wins. Positions are built to earn across rising, sideways and falling markets, with drawdown limits set at portfolio level and enforced by the system.
Protection is built in, not bolted on
Hedges are embedded in the structure of every position. They are never optional and never removed to chase return.
Evidence before capital
A strategy earns client capital only after years of simulation and a period of live trading with our own money. Research never stops after launch.
Approach
From hypothesis to live capital, in five gates.
Every strategy follows the same path. A model that fails any gate goes back to research. Nothing reaches investors on the strength of a backtest alone.
Gate 1
Hypothesis
A repeatable pattern in index behaviour, stated precisely enough to be proven wrong.
Gate 2
Mathematical research
The pattern is modelled formally and documented in an internal white paper.
Gate 3
Fifteen-year simulation
Up to 15+ years of historical data backtesting, including the 2015, 2020, 2022 and 2025 crises.
Gate 4
Live implementation
Trading begins with proprietary capital through our in-house execution platform.
Gate 5
Six-month observation
Live results must track simulation closely before external capital is considered.
Independent of indicators. Our models do not rely on technical indicators, AI trading bots, black-box signals or manual trading techniques. Indicator-driven approaches broke down in 2020 and again in 2025; our rules did not need to change.
Portfolio design
One portfolio, built to perform across market movements.
We call it ICC: income, correction and crisis. Index markets spend their time in one of these states, and the portfolio is constructed to be positioned for each, with capital protection as the overriding goal.
Outcome = f(price, time, volatility)Drag to rotate
Gain zoneHedge floor
Schematic of a hedged structure. Not fund data.
Income
Rising markets
Positions carry positive delta so the portfolio participates when the index trends upward.
Delta positive
Correction
Sideways markets
Positive theta earns the passage of time when the index moves within a range or corrects up to -20%.
Theta positive
Crisis
Falling markets
Volatility exposure is neutralised so a sudden spike does not compound losses. Dips become a disciplined buying opportunity.
Vega neutral
Dual trade. Margin collateral is held in US Treasury bills, so idle capital earns a T-bill yield alongside the model return. Returns are compounded monthly.
See how we test it →Research & risk
Tested in the years that broke indicators.
Before a strategy trades, it has to survive the worst periods in recent market history. Since going live, we compare actual results with simulated ones every month.
Stress-test record
Each model is run through every one of these periods in full, with hedges and costs applied as they would have been live.
2020Covid crash: fastest bear market in modern historySurvived
2022Inflation shock: S&P 500 down 20% in a yearSurvived
2025Tariff volatility: indicator-based models failedSurvived
2026Live trading with proprietary capital, tracked against simulationOngoing
Shared privately
Track record and fund terms
In line with private-fund practice, we do not publish performance. Verified investors receive the full research pack after an introductory call.
- Seven-plus years of month-by-month simulated results for each model
- 2026 live results with a reconciliation against simulation
- Drawdown, Sharpe ratio and benchmark comparison versus the S&P 500 Total Return Index
- Fund structure, liquidity terms and fees
Available to accredited investors and qualified institutions only. Simulated results have inherent limitations.
Infrastructure
Institutional plumbing from day one.
Capital is held with independent counterparties, and the firm's own technology handles research, execution and risk. Where an appointment is still in progress, we say so.
Prime broker & custody
Interactive Brokers
Segregated custody with portfolio-margin trading permissions.
Fund administrator
Prism Accounts LLC
Independent, third-party NAV calculation and investor reporting.
Fund structure
Delaware LP In formation
Two-entity structure: a management company as general partner and the fund LP.
Execution
Proprietary platform
In-house trading application with pre-set risk parameters and real-time position monitoring.
Simulation
MesoSim.io
Institutional options backtesting software with real-time and historical data across major indices, available from 2012.
Audit
Independent auditor Appointing
Annual audited financial statements for the fund.
Team
A lean team, aligned with the people it invests for.
Quantecko's founders trade their own capital in the same strategies offered to investors. The firm operates from Irving, Texas.
AR
Adil R
Fund Manager & Chief Risk Officer
13+ years building financial products from concept to live operation.
A
Alam
Chief Investment Officer
Develops and runs the firm's quantitative strategies, with a multi-year record of trading them independently and authoring the underlying model research.
Technology advisor
Twelve-plus years building low-latency trading software.
Legal advisor
Seven-plus years in securities fund formation, taxation and compliance.
Who we work with
Built for patient, sophisticated capital.
We work with a deliberately small number of investors. Each relationship begins with a conversation about objectives and risk tolerance, not a pitch.
Family offices
Single- and multi-family offices
A diversifying allocation with defined drawdown limits, designed to sit alongside equity and fixed-income holdings.
- Direct access to the portfolio manager
- Monthly reporting from an independent administrator
Private investors
HNI and UHNI accredited investors
Institutional-grade risk management at an accessible minimum, without the multi-million-dollar entry barrier of most hedge funds.
- Quarterly liquidity with notice
- Founders invested alongside you
Institutions
Seeders, endowments and allocators
An emerging manager with a documented process, a live record that tracks its simulation, and capacity to scale in deep index-options markets.
- Full transparency on methodology
- Founding-partner and seed arrangements considered
Investor relations
Begin with a conversation.
Tell us a little about yourself and what you are looking for. A member of the founding team will reply personally.
Email
tech@quantecko.com
Headquarters
6428 Riviera Drive
Irving, Texas 75039, United States
Irving, Texas 75039, United States
Presence
United States · India
Hours
Monday to Friday, 8:00 am – 6:00 pm CT