VertiMax builds point-in-time data, cost-aware backtesting, and reproducible risk analytics for institutions that treat research as production software. No discretionary overlay, no narrative — the machinery between a signal and its auditable record.
Access is granted on a discretionary basis to institutional investors and the managers who run systematic mandates.
Point-in-time ingestion, a cost-aware event-driven backtester, and reproducible risk analytics in a single auditable environment.
PlatformWorking notes on signal decay, survivorship bias, transaction costs, and backtesting discipline. Informational, not advice.
ResearchRegulatory status, limitations of hypothetical results, and data provenance. The fine print is the first thing we show.
ComplianceFounded VertiMax in 2019. Previously ran a systematic equities desk; sets the research direction and stays close to the platform.
Owns the engineering that makes the platform auditable — point-in-time ingestion, the backtesting engine, and reproducible risk analytics.
Leads factor research, with a focus on survivorship bias, transaction costs, and the half-life of signals.
Builds drawdown decomposition and regime-conditioned risk budgets for the managers who use the platform.
Responsible for versioned, point-in-time market data and the revision history that keeps backtests honest.
Runs onboarding and compliance review for the institutions and allocators the platform serves.
“Their point-in-time discipline changed how we treat restatements across the book. The infrastructure reads like it was built by people who have actually run money.”
“Cost-aware backtesting, done properly, is hard to find. Survivorship bias and turnover become things you can interrogate rather than assume away.”