System v4.2 Live

We don't predict.
We solve.

QubitQuant eliminates over-optimized, fragile trading algorithms. By applying rigorous machine learning and an uncompromising commitment to capital preservation, we turn data patterns into predictable, systematic alpha.

Live Performance

0.00%YTD
Sharpe Ratio
0.00
Max Drawdown
0.00%
System Active

Our Mission

"Toeliminateover-optimized,fragiletradingalgorithmsfromthefinancialtechnologylandscapebyapplyingrigorousmachinelearningmethodologiesandanuncompromisingcommitmenttocapital preservation."

Empower Retail Traders

We bring institutional-grade quant concepts and tools to individual traders, providing the education and technology needed to compete.

Minimize Drawdown

Profit is meaningless without survival. Our primary directive is to protect capital through strict risk management and low-correlation strategies.

Research Backed

Every strategy is rooted in data science, not guesswork. We validate our findings with rigorous backtesting and walk-forward analysis.

Institutional Confidence

From retail traders to institutional desks, our algorithms deliver consistent value.

Alex Thompson

Alex Thompson

Retail Trader

Bot: XAUUSD Alpha

"I was skeptical about 'black box' algos, but QubitQuant's transparency is unmatched. The XAUUSD bot has consistently performed through high volatility."

Sarah Chen

Sarah Chen

Fund Manager

Bot: Institutional Suite

"We integrated their correlation models into our risk framework. The reduction in drawdown during the last quarter was significant."

Michael Ross

Michael Ross

Prop Firm Trader

Bot: Mean Reversion v3

"Passed my challenge in 3 weeks using the Mean Reversion bot. The risk management settings are exactly what I needed."

Data-Driven Conclusions

We don't guess. We analyze millions of data points to find hidden correlations and structural inefficiencies.

Correlation Matrix (Daily Returns)

AAPL
MSFT
GOOGL
NVDA
TSLA
AAPL
1.0
AAPL vs AAPL: 1
0.65
AAPL vs MSFT: 0.65
0.58
AAPL vs GOOGL: 0.58
0.45
AAPL vs NVDA: 0.45
0.32
AAPL vs TSLA: 0.32
MSFT
0.65
MSFT vs AAPL: 0.65
1.0
MSFT vs MSFT: 1
0.72
MSFT vs GOOGL: 0.72
0.55
MSFT vs NVDA: 0.55
0.41
MSFT vs TSLA: 0.41
GOOGL
0.58
GOOGL vs AAPL: 0.58
0.72
GOOGL vs MSFT: 0.72
1.0
GOOGL vs GOOGL: 1
0.48
GOOGL vs NVDA: 0.48
0.38
GOOGL vs TSLA: 0.38
NVDA
0.45
NVDA vs AAPL: 0.45
0.55
NVDA vs MSFT: 0.55
0.48
NVDA vs GOOGL: 0.48
1.0
NVDA vs NVDA: 1
0.62
NVDA vs TSLA: 0.62
TSLA
0.32
TSLA vs AAPL: 0.32
0.41
TSLA vs MSFT: 0.41
0.38
TSLA vs GOOGL: 0.38
0.62
TSLA vs NVDA: 0.62
1.0
TSLA vs TSLA: 1
-1.0
+1.0

Our Algorithms

Proprietary strategies engineered for different market conditions and risk profiles.

Mean Reversion

Capitalizes on extreme price deviations, betting on a return to the average.

YTD Return
+24.5%
Risk Profile
Medium

Trend Following

Identifies and rides established market trends using multi-timeframe analysis.

YTD Return
+42.1%
Risk Profile
High

Statistical Arbitrage

Exploits pricing inefficiencies between correlated assets in real-time.

YTD Return
+18.2%
Risk Profile
Low

The Team Advantage

Balanced expertise: 50% Financial Theory, 50% ML Engineering.

Financial Analyst

Focus: Alpha & Risk

Provides deep market structure knowledge, ensures trade logic is financially sound, analyzes macroeconomic risk factors, and defines acceptable drawdown limits.

ML Engineer

Focus: Robustness & Scale

Develops proprietary ML models for pattern recognition, builds the backtesting infrastructure, and engineers the high-speed, production-ready trading systems.

Ready to trade on
scientific principles?

Join the waitlist for our retail signals or contact us for institutional licensing.