Systematic Macro Intelligence

Qorex.

Battle-hardened quantitative infrastructure for institutional macro analysis. 15 years backtested. 47 signal sources. Sub-12ms latency. Zero compromise on methodology.

15yr Backtest Depth
47+ Signal Sources
<12ms P99 Latency
ECC-256 Encryption
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01 — Investment Thesis

Conviction Through Quantitative Rigor

Markets are noisy. Narratives are cheap. We extract signal from chaos through systematic, battle-tested quantitative processes—not intuition.

Macro regimes are identifiable. Rate trajectories are modelable. Vol surfaces encode information. Position crowding leaves footprints. We built the infrastructure to capture it.

Signal, Not Noise

47 independent signal sources. Proprietary weighting algorithms. Confidence-calibrated outputs with explicit uncertainty bounds.

Regime-Aware

Models trained across 25 years of market regimes. Walk-forward validation. Out-of-sample robustness, not curve-fitting.

Institutional Grade

Built for integration with systematic trading infrastructure. ECC-256 encrypted. Sub-12ms latency. 99.97% uptime SLA.

02 — Model Library

Proprietary Quantitative Models

Six core models spanning rates, FX, volatility, macro regime, flow, and risk domains. Each model battle-tested through live deployment before institutional availability.

We don't sell predictions. We provide probabilistic assessments with explicit confidence intervals—inputs for your decision process, not black-box outputs.

6
Live Models
47+
Signal Sources
25yr
Max Backtest
0.73
Avg Sharpe
QRX-MR-004 LIVE

Macro Regime

Economic regime classification, transition probability modeling, and cross-asset correlation dynamics. The backbone of systematic macro allocation.

30d-180d Horizon
23 Signals
25yr Backtest
0.81 Sharpe
QRX-RM-001 LIVE

Rates Macro

Sovereign yield curve dynamics and rate trajectory modeling across G10 and EM.

1d-90dHorizon
12Signals
15yrBacktest
QRX-FX-002 LIVE

FX Flow

Cross-currency dynamics, carry decomposition, macro-driven flow modeling.

1d-30dHorizon
8Signals
12yrBacktest
QRX-VS-003 LIVE

Vol Surface

Implied volatility dynamics, term structure, and skew modeling.

1d-60dHorizon
15Signals
10yrBacktest
QRX-PF-005 LIVE

Position Flow

Institutional flow analysis, positioning indicators, crowding metrics.

1d-14dHorizon
9Signals
8yrBacktest
QRX-RA-006 LIVE

Risk Attribution

Multi-factor risk decomposition and tail risk quantification.

Real-timeHorizon
42Factors
15yrBacktest
03 — Infrastructure

System Architecture

Five-layer processing pipeline optimized for low-latency signal generation with strict security boundaries at each tier. Built for institutional scale.

API Gateway TLS 1.3 • 50k/s
Encryption ECC-256 • AES-GCM
Model Engine <12ms P99
Signal Aggregation 47 Sources
Time-Series Store 15yr • Tick-Level
99.97%
Uptime SLA
50k/s
Throughput
<12ms
P99 Latency
256bit
Encryption
04 — Methodology

Research Philosophy

We optimize for robustness across regimes, not in-sample fit. A model that works adequately everywhere beats one that works brilliantly in narrow conditions.

01

Outputs Are Inputs

Qorex generates analytical inputs for human decision processes, never autonomous decisions. We augment institutional judgment—we don't replace it.

02

Uncertainty Is Information

Every output includes explicit confidence bounds. We distinguish between what we know, what we don't know, and what we cannot know.

03

Regime Robustness

Walk-forward validation across 25 years of market regimes. Out-of-sample testing is mandatory, not optional. We hunt for overfitting relentlessly.

04

No Black Boxes

Outputs include model version, signal count, and confidence derivation. Proprietary doesn't mean opaque—users understand what produced an output.

05 — Security

Encryption & Access Control

Zero-trust architecture with cryptographic verification at every layer. Security wasn't added to Qorex—Qorex was built around security.

ECC-256 End-to-End Encryption
01ECDH key exchange (secp256r1)
02HKDF-SHA256 secret derivation
03AES-256-GCM payload encryption
04ECDSA request signing
// Encrypted payload
04:8B:7A:2E:F1:C9:3D:56:A8:E4:72:1B:9F:0C:D5:63
2A:E8:41:7B:C6:3F:94:0D:5E:A2:B8:16:73:CF:4A:91

Zero-Trust Architecture

Every request cryptographically verified regardless of origin

HSM Key Storage

Hardware security modules for master key protection

Perfect Forward Secrecy

Ephemeral keys rotated every session

SOC 2 Type II

Compliant infrastructure with continuous monitoring

Institutional Inquiries

For API access, documentation, and integration support.

institutional@qorex.io