Financial Science for Global Equities
Arthik Quant delivers market-neutral, multi-factor portfolios, cross-sectional equity factors, and institutional research tooling across global equity markets.
Trusted by quantitative teams and independent researchers.
What We Offer
Multi-Factor Portfolios
Market-neutral equity strategies combining orthogonal cross-sectional factors for robust risk-adjusted performance.
Cross-Sectional Factors
Equity alpha and risk factors: quality, value, momentum, size, low-vol, liquidity and microstructure.
Active Risk Overlays
Regime-aware overlays to modulate exposure and protect against drawdowns in equities.
1.8–2.4
Strategy Sharpe (target)
0.00–0.10
Beta to NIFTY 50 (target)
DM + EM
Global Equity Universe
Daily
Updated Data Feeds
Targets are illustrative and not guarantees. See Terms & Privacy for details.
Ready to validate and deploy?
Explore historical equity factor data and request live portfolio weights via API.