Stochastic Systems is a quantitative consulting firm. We design and build proprietary data pipelines, alternative-data research tools, and portfolio analytics for family offices, hedge funds, and institutional allocators.
From CFTC positioning data and SEC Form 4 insider flow to risk-parameterized portfolio construction — we architect the systems that institutions use to make decisions.
Live Models
A transparent window into our computational environment. These modules — covering macro positioning, insider flow, and risk-weighted allocation — demonstrate the structural integrity behind our analytical platforms.
Normalizes CFTC structural data to track deep divergence dynamics between commercial producers and speculative capital.
High-velocity Form 4 extraction displaying corporate accumulation pipelines, highlighting deep value buys versus routine sells.
Computes absolute-return asset-weight models aligned to precise risk parameters using dynamic covariance metrics.
Enterprise Deployments
For institutional partners requiring exclusivity. We architect dedicated alternative-data pipelines, rigorous out-of-sample testing frameworks, and embed analytical logic directly inside native trading and research systems.
Automated visual extraction, unstructured financial-filings parsing, and high-velocity web sockets for real-time market data.
Rigorous frameworks mapping strategy survival rates and mitigating distribution-decay variables.
import pandas as pd import numpy as np from scipy.optimize import minimize # Institutional Configuration Matrix def calc_alloq_alpha(returns, cov_matrix): """ Bespoke execution parameters. Implements asset concentration safeguards and maximum drawdown constraints. """ n_assets = len(returns) args = (returns, cov_matrix) # Hard threshold boundaries (0% to 20% max weight) bounds = tuple((0, 0.20) for _ in range(n_assets)) return minimize(portfolio_volatility, n_assets*[1./n_assets,], args=args, method='SLSQP', bounds=bounds, constraints=constraints)
Initiate
Speak with our engineering partners about custom quantitative architecture, alternative-data pipelines, or institutional access to our research workspace.