Who Quark is, what we build, who we serve, and where we're going. This page is the public-facing strategic overview — intended for prospective partners, institutional licensees, and due-diligence reviewers. Full internal financial projections and unit economics are maintained separately and shared under NDA.
Quark is a quantitative research platform that delivers proprietary regime-classification, tail-risk, and structural-shift signals to retail traders, independent quant developers, and institutional allocators. We publish finished signals — not raw data, not advice — via email digests, a monitoring dashboard, and a REST/webhook API.
Our underlying framework draws on advanced mathematical techniques from applied mathematics, stochastic processes, information geometry, and topological data analysis. The specific methodology is proprietary; the outputs are intentionally straightforward to consume (a regime label, a crash probability, a defensive-blend number).
Bloomberg, Refinitiv, Kensho — deep analytics, but priced out of reach for individual traders, small RIAs, and early-stage quant funds. No regime-detection products at retail price points.
TradingView alerts, newsletter stock picks, basic screeners — rely on elementary technical analysis (MAs, RSI, MACD). Everyone has access, so there's no edge. Regime shifts, tail-risk, and factor-structure breaks are typically invisible at this tier.
Institutional-grade mathematical rigor, retail-accessible price points ($5 to $299 / month plus Custom). Signal delivery, not fund management — no capital requirements, minimal regulatory exposure, and full audit trail on every signal we publish.
Methods from mathematical physics, stochastic analysis, and topological data analysis are published in journals but rarely commercialized. We shorten the academic-to-product lag by running our own research pipeline in-house and shipping the results as paid signals.
| Tier | Price | Delivery | Intended for |
|---|---|---|---|
| Regime Alert | $5 / month | Weekly email | Casual investor wanting a sanity check |
| Market Pulse | $20 / month | Live dashboard + alerts | Active retail trader monitoring positions daily |
| Research Reports | $49 / month | Daily email + dashboard | Semi-professional trader, RIA, finance student |
| Signal Feed | $299 / month | REST API + webhooks | Quant developer, algorithmic trader, small fund |
| Institutional | Custom | Dedicated integration | Multi-manager fund, family office, prop desk |
The Signal Feed ($299) and Institutional tiers come with a published service-level agreement (99.5% monthly uptime, documented incident-response commitments, service-credit schedule). See API documentation for endpoint reference, webhook semantics, and response schema.
We do not compete with institutional terminals on breadth; we compete on specific-signal depth at accessible price points. Our differentiation isn't speed-of-execution or data firehose volume. It's this:
| Customer type | Why Quark fits |
|---|---|
| Individual retail trader using systematic methods | Regime signal at a price point that makes sense against a four-figure portfolio. |
| Independent RIA / small family office | Orthogonal risk signal you can layer onto existing allocation decisions without changing custodial relationships. |
| Small quant fund / prop shop | API-delivered physics-adjacent signals that are genuinely uncorrelated with factor-model and ML-based alpha sources. |
| Institutional allocator | Custom integration, SLA-backed delivery, dedicated support. We don't manage money — you can use our signals without counterparty risk. |
| Researcher / student | Research reports tier gives you daily regime calls plus monthly deep-dives; a useful primary source for academic work. |
Quark delivers generalized quantitative signals to all subscribers identically. No personalized advice, no fiduciary relationship, no custody of client funds, no trade execution on behalf of subscribers. This matches the established structure of data-and-analytics providers (S&P Global Market Intelligence, Quandl, FactSet) rather than investment advisors.
Published signal claims are gated by the Harvey et al. (2016) multiple-testing threshold (t-statistic > 3.0). Signals that fail replication are retracted publicly. We maintain a register of prospectively-tested hypotheses so future claims can be evaluated against pre-registered thresholds rather than post-hoc fits.
The platform runs on redundant infrastructure with automated monitoring, error detection, and self-healing for common failure modes. Production uptime target is 99.5% monthly, backed by a service-credit schedule in our published SLA.
No single model is load-bearing. We run a large ensemble of independent strategies and publish aggregate behavior rather than any one model's output. If one strategy degrades, the ensemble degrades gracefully; we don't hide individual model performance in the monitoring dashboard.
| Horizon | Milestone |
|---|---|
| 3 months | First paying subscriber. First working-paper posted to a preprint server. Numerai tournament entry producing positive Alpha. |
| 6 months | 50+ total subscribers. $500+ MRR. First Signal Feed ($299) subscriber. First conference submission. LLC formation. |
| 12 months | 200+ subscribers. $2,000+ MRR. First institutional inquiry. Backtesting-as-a-service MVP. Live 6+ month signal track record. |
| 18–24 months | Managed-account partnership launched. Institutional data-licensing pipeline. Multi-asset coverage expanded. |
Subscribers sign up at quarkresearch.cc/#products.
Press, due-diligence, and partnership inquiries:
hello@quarkresearch.cc.
Institutional licensees requesting pricing or an NDA copy of the full internal plan:
same address with subject line prefix Institutional:.