§00 · Research technology for systematic investors

A single platform for data, backtesting, and risk — run like a production system.

VertiMax is the research infrastructure quantitative teams use to source and clean market data, test strategies without fooling themselves, and manage risk with the rigor their investors expect — not a pile of one-off scripts.

research session · 2026-08-30 09:41:12 UTC · environment: production
vertimax · research shell — vm run
$ vm run --strategy momentum_carry_v3 --universe us_equities loading data ................ ok (14,208 series · 2014 → 2026) cleaning & point-in-time ...... ok backtest .................... ok (12 yrs · daily) risk analytics .............. ok ────────────────────────────────────────── summary · net of costs annualized return ......... +11.4% volatility (ann.) .......... 9.8% sharpe ..................... 1.12 max drawdown .............. −14.6% turnover (ann.) ........... 3.2x ────────────────────────────────────────── written to /results/mcv3/run_2026-08-29 · 4.2s
universe
us_equities
lookback
12y
rebalance
daily
cost model
taker
sharpe
1.12
drawdown
−14.6%
§01 · What we build

Three layers. One research record.

Systematic investing fails most often not from a bad idea, but from bad plumbing — a dataset that shifted under you, a backtest that flattered you, a risk number nobody can reproduce. We build the plumbing.

01 / DATA

Data infrastructure

One clean, versioned view of every market you trade. Point-in-time correction, corporate actions handled, timestamps you can actually trust — so the number you researched is the number you traded.

point-in-time
02 / BACKTEST

Backtesting engine

A backtester that refuses to flatter you. Survivorship-aware and cost-aware, it is built to answer the only question that matters: would this have worked, after you could have traded it?

cost-aware
03 / RISK

Risk analytics

Ex-ante and ex-post risk in the same pane. Factor exposures, stress scenarios, and attribution you can defend in front of an investment committee — not a number you hand-waved past.

attribution
§02 · Coverage

One source of truth, across asset classes.

Each market has its own idiosyncrasies — settlement, corporate actions, microsecond timestamps. We normalize them into a single research-ready format so your pipeline doesn't branch per asset class.

Asset classDataPoint-in-timeHistoryNotes
EquitiesOHLCV · fundamentals · refsnativedeepcorporate actions & survivorship handled at source
Futurescontinuous & per-contractnativedeeproll calendars you can audit, not a black box
FXspot · forwardsnativedeepfixing-aligned timestamps for executable research
Optionschains · greeks · IVnativebroadsurface construction included
Cryptospot · perp fundingnativebroadexchange-level resolution, funding carried through
Fixed incomecurves · creditnativebroadcurve & carry analytics
Alternativeyour own signalsingestbring-your-own-data with the same governance
§03 · The platform

Built for the way quant teams actually work.

Research is never a single run — it's an argument with your own history. The platform keeps every experiment reproducible, every dataset versioned, every number traceable back to its inputs.

  • Reproducible experiments — every run pinned to exact data and code versions
  • Research as a graph, not a folder of notebooks you'll never open again
  • Collaboration without chaos — shared, audited, conflict-free
  • Cost and capacity models baked in, so live never surprises research
  • APIs that meet you where you already run — Python first, everything else too
  • A full audit trail from hypothesis to production signal
§04 · From the desk

Notes on what we're learning.

§05 · Who we work with

Teams who live and die by their numbers.

We spent years patching together vendor data, an in-house backtester, and a risk model that never agreed. VertiMax is the first stack where the same dataset, the same cost model, and the same attribution feed everything.

Daniel Reyes · Head of Systematic Strategies, multi-strategy asset manager

The point-in-time data alone changed how we build. We stopped discovering, six months into a strategy, that half our history was backfilled. The research finally matches what we could have actually traded.

Lena Hoffmann · Chief Risk Officer, quantitative hedge fund
§06 · People

Founded on a frustration, not a pitch.

Priya Raman spent a decade running research infrastructure inside systematic asset managers, watching the same tragedy repeat: a team's best ideas built on data that had quietly shifted, backtests that flattered, and risk numbers nobody could reproduce a month later.

She founded VertiMax in 2019 on a simple conviction — that the tooling for rigorous quantitative research should be as disciplined as the strategies it produces. No black boxes. No survivorship. Every number traceable to its inputs.

Priya Raman · Co-founder & Chief Executive Officer
PR
Priya RamanCo-founder · Chief Executive Officer
TL
Tomas LindqvistHead of Data Infrastructure
NF
Naomi FischerHead of Risk & Compliance
JW
Jonas WeberHead of Engineering
SA
Sofia AlmeidaQuant Researcher · Execution
RM
Ravi MenonSenior Engineer · Backtesting
§07 · Next step

Bring your hardest dataset.

We'd rather show you the platform running on your own data than tell you about it. Tell us what you trade, and we'll show you the research record you could have.