Leaping Ahead in Finance
Cutting-edge Quantitative Research
At Quants Infinity, we specialize in developing cutting-edge algorithms and AI solutions aimed at revolutionizing the way you manage your portfolios with advanced risk management.
Who We Are
Quants Infinity is not just another research firm — we are a quantitative intelligence house redefining how markets are understood.
Headquartered in São Paulo, Brazil, we bring together elite quantitative researchers, data scientists, and AI engineers to build proprietary models that decode the hidden drivers of financial markets. Our focus spans global macroeconomic analysis, event-driven risks, and the precision pricing of derivatives, enabling our clients to see opportunities and threats before they appear on the radar of conventional research.​
Technology and Research Heritage
Leading-Edge Innovation in Finance
Our foundation is built on over a decade of R&D in partnership with Quants Technologies, Inc. in the United States, where we pioneered nonlinear AI kernels — models designed to capture the structural complexities of financial systems that linear models cannot. Unlike common machine learning tools that regress to the mean, our kernels detect nonlinear dependencies, regime shifts, and asymmetric risk distributions.
Delivered on a high-performance cloud infrastructure, the platform can process terabytes of market data in real time, stress-test complex derivative structures, and adapt to evolving conditions with the speed and precision required by today’s global institutions.
Value Proposition
Our edge lies in the science of nonlinear expectations.
Markets are not linear, and neither are we. Our framework isolates seasonal patterns, trend formations, and transient shocks, while mapping the probability space of events that could rupture pricing structures in equity, fixed income, FX, or commodity derivatives. We do not just identify volatility — we price it, structure it, and provide a forward-looking roadmap of risk and opportunity.
By translating complexity into a quantifiable edge, Quants Infinity gives portfolio managers, hedge funds, and institutional investors the ability to capture risk premiums where others see uncertainty, and to build strategies that are both adaptive and resilient.
Services and Applications
Quants Infinity delivers a full spectrum of quant-driven solutions designed for professional investors and global institutions:
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Event Risk Models – Anticipate market-moving shocks from elections, central bank actions, and geopolitical events with probabilistic forecasts and scenario analysis.
Derivative Pricing and Risk Tools – Value complex contracts under nonlinear risk conditions, uncover mispricings, and optimize hedging overlays.
Portfolio Stress Testing – Simulate tail events and regime shifts across multi-asset portfolios, with insights into cross-asset contagion and liquidity risk.
Alpha Discovery Engines – Use nonlinear kernels to uncover hidden patterns in global markets, identify structural anomalies, and design systematic trading strategies.
All services are delivered through a scalable, cloud-native platform that integrates seamlessly into institutional workflows.
Quants Infinity is not just a research provider; we are a strategic partner equipping clients with the intelligence, infrastructure, and quant firepower to thrive in the most uncertain and complex financial environment in history.
