We build the risk models and portfolio analytics that let emerging fund managers and RIAs operate with the precision of a large fund, at a fraction of the cost of building it in-house.
The risk infrastructure that institutional funds run (VaR modeling, systematic strategy design, drawdown attribution, scenario analysis) exists because they have dedicated quant teams. Those teams cost millions to build and years to develop.
You don't have that. And hiring a full-time quant analyst isn't justified at your current scale. The result: risk exposure that isn't fully quantified, performance that can't be cleanly attributed, and decisions made on intuition where data should be driving.
The gap isn't in your strategy. It's in your infrastructure. The models exist. The methodologies are established. What's been missing is access to someone who can build them for a firm your size, at a price point that makes sense, and deliver them in a form your team can actually use.
That's the problem Artemis Quantitative was built to solve.
Quantitative infrastructure built in Python, documented fully, and delivered in a form your team can use, present to LPs, and build on.
You need risk analytics and performance reporting that goes beyond what your custodian provides, without building a quant infrastructure or hiring a full-time analyst to run it.
You're managing significant capital with a lean internal team. Institutional risk infrastructure and portfolio analytics, built once, maintained on retainer, and delivered at the level your capital deserves.
You're raising or deploying capital and need to demonstrate quantitative rigor to LPs and prospects. We build the risk frameworks and analytics that let you present with confidence from day one.
We review your current portfolio, investment mandate, risk tolerance, and reporting needs. We identify the specific analytical gaps that need to be addressed and define a clear scope for what gets built.
We develop the quantitative models and analytics infrastructure in Python, tailored specifically to your portfolio's strategy, asset classes, and reporting requirements. Every model is documented, tested, and validated before delivery.
Models go live. We walk through every output with your team, ensure the results are being interpreted correctly, and offer a fractional retainer for ongoing monitoring, updates, and additional model development as your strategy evolves.
Fixed scope, fixed fee. A defined deliverable (VaR model, backtesting framework, or risk dashboard), built, tested, and handed off fully documented.
Ongoing monthly retainer. We act as your embedded quant analyst, running monthly risk reports, updating models, and developing new analytics as your portfolio evolves.
We build the infrastructure and train your team to maintain and extend it, ensuring long-term independence without sacrificing the quality of the initial build.
We'll assess your current analytics setup, identify the gaps that are costing you precision, and outline exactly what a tailored engagement would look like. No pitch. No commitment.