Precision Quantitative Trading.
Mastering the financial markets through rigorous data science, advanced algorithms, and disciplined execution.
Proven Track Record
A snapshot of our market presence, capital deployment, and educational impact.
Our Core Pillars
We combine academic rigor with practical market experience across three main disciplines.
Managed Quant Solutions
Deploying our proprietary, institutional-grade models to scale and hedge external investment accounts. Connect with our desk to explore customized portfolio strategies privately.
Quant Trading
Fully automated execution systems operating across multiple asset classes with sub-millisecond latency.
Trading Masterclass
Bridging the gap between retail and institutional trading. Learn to build your own quant infrastructure.
Ready to Build Your Quant Edge?
Our Trading Masterclass provides the exact blueprints we use to develop algorithmic systems. Enrollment is selective and limited.
About PS Quants
Founded on the principle that data outlasts intuition, we are a global team of mathematicians, engineers, and market practitioners. We mainly manage our private family fund using rigorous quantitative methods for investment.
Operating from trading desks in several countries with a total manpower of 22 elite professionals, we trade regularly in the commodities market alongside our core equity strategies.
Our Philosophy
At PS Quants, we strip away the emotional noise of the market. Every decision, from entry to exit, is dictated by statistically validated models. We treat trading not as an art, but as a rigid engineering problem.
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Risk First
Capital preservation dictates model sizing.
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Edge Through Tech
Superior infrastructure yields superior execution.
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Continuous Iteration
Alpha decays. Constant research is our lifeblood.
Data Pipelines
Market Microstructure
Algorithmic Execution
What We Do
Bridging the gap between institutional quantitative research and independent execution.
Elite Candidate Training
We instruct carefully vetted, qualified candidates in the most innovative and statistically rigorous stock market investment techniques available today.
Portfolio Hedging
We develop and impart advanced hedging methodologies, allowing traders to mathematically isolate alpha and mitigate downside risk in volatile environments.
Independent Account Scaling
We equip independent traders with the exact proprietary frameworks, software, and strategic insights necessary to systematically manage their own private investment accounts.
Paul
LEAD QUANT
Engineering Precision in the Markets
An International Mathematical Olympiad Trainer and Electrical Engineer, our Lead Quant brings over 20 years of battle-tested market experience to PSQ. Following a highly successful career as a Plant Head and Head of Engineering—managing large-scale operations, projects, and maintenance in the chemical industry—he applied his profound analytical acumen to the financial markets.
Today, he leads a 22-member team to actively manage a private fund and trading accounts by developing, debugging, and optimizing advanced algorithmic models. Rather than relying on traditional technical analysis, his investment systems are deeply rooted in rigorous mathematical and quantitative frameworks. These sophisticated capital strategies leverage supply-demand dynamics, mean reversion, and advanced hedging Portfolios, Futures & Options (F&O), Commodities, and predominantly Global Stock Markets.
Active Trading Domains
Business Ventures
- Founder, PaulMaths
- Partner, NHPC Engineering
- Principal, Private Quant Fund
Proprietary Trading
Our primary mandate is managing our private family fund using advanced quantitative investment methods. Operating from international trading desks in several countries with a dedicated team of 22, we regularly deploy capital across global commodities, equities, and derivatives using systematically derived alpha models.
Core Strategies
Statistical Arbitrage
Exploiting mean-reverting behavior in correlated asset pairs and baskets across multiple timeframes.
Momentum & Trend
Systematic participation in prolonged market regimes using dynamic position sizing and volatility targeting.
Market Making
Providing liquidity in fragmented markets, capturing the bid-ask spread while managing inventory risk.
[SYSTEM] Initializing Alpha Engine v4.2...
[DATA] Connecting to WebSocket: CME_GROUP_FEED
[AUTH] Connection Secured. Latency: 0.8ms
Technology Stack
- Python & C++ Core
- AWS Infrastructure
- Pandas, NumPy, Scikit-learn
- Proprietary Backtester
Institutional Inquiries
Interested in our liquidity provision services or custom model deployment?
Study Materials
Expand your quantitative trading knowledge with our open-access library of guides, research papers, and technical models.
Intro to Market Microstructure
A comprehensive 40-page guide explaining order book dynamics, liquidity provision, and high-frequency trading concepts.
Python for Retail Traders
A 4-part video mini-series walking you through setting up pandas, NumPy, and basic data visualization for stock prices.
Mean Reversion Blueprint
An open-source Jupyter Notebook demonstrating a statistically robust mean-reversion strategy on S&P 500 constituents.
Risk Management Calculator
A plug-and-play Excel sheet to calculate exact risk parameters and optimal position sizes based on your account balance.
The Psychology of Ruin
An article on the cognitive biases that destroy traders, featuring statistical evidence on why discretionary systems fail.
API Connection Boilerplate
Ready-to-use boilerplate code in Python and C++ to connect directly to major cryptocurrency exchange websockets.
Sample Resource Detail
This is a placeholder page. In a fully functional environment, this page would dynamically load the specific PDF, video, or notebook you clicked on.
Resource Title Placeholder
Published by PS Quants
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def calculate_position_size(capital, risk_pct, stop_loss_dist):
risk_amount = capital * risk_pct
position_size = risk_amount / stop_loss_dist
return position_size
Quant Trading Masterclass
Due to the rigorous nature of our curriculum, Masterclass enrollment is highly selective. Candidates must pass a comprehensive evaluation prior to being accepted into the 12-hour intensive program.
*Booking secures your mandatory evaluation. The Masterclass tuition is $9,900 (non-returnable) and is charged only upon formal acceptance.
What You Get
12 Hrs Live Training
Intense, high-level interactive sessions tailored to elite candidates.
Risk Frameworks
Custom spreadsheets and templates to calculate precise position sizing.
Private Network
Join an exclusive discord of vetted, high-performing independent traders.
Performance Review
Direct feedback on your personal trading plan and emotional baselines.
"The initial Round 1 evaluation exposed flaws in my psychology I didn't even know existed. The Masterclass then completely rebuilt my risk frameworks. The $9,900 tuition was easily recouped within a single fiscal quarter."
— Sarah T., Independent Trader
Admissions & Curriculum
Round 1: Candidate Evaluation
3 HRS MAX • $150 NON-RETURNABLE FEE
A mandatory 1-on-1 online assessment to evaluate your psychological resilience, financial capacity, and overall investment intuition. The $150 evaluation fee for this 3-hour session is strictly non-returnable.
Round 2: The Masterclass Begins
12 HRS MAX • $9,900 NON-RETURNABLE TUITION
Intensive training focusing on identifying market structure shifts and utilizing high-probability indicators effectively.
Trading & Investment Theory
Master the foundational terminology and core concepts of global financial markets.
Money & Risk Management
Position sizing math, calculating optimal risk-reward ratios, and defensive strategies to protect capital.
Frequently Asked Questions
Do I need coding experience for the class?
Is the evaluation fee refundable?
Career Opportunities
Join an elite, remote team of quantitative traders, researchers, and engineers operating in global markets.
Proprietary Trader (2 Openings)
Role Overview
We are actively seeking two (2) exceptional traders with profound knowledge in High-Frequency Trading (HFT) and long-term stock market investments.
Target Markets
- US Stock Markets
- Indian Market
- Indonesian Market
- Global Commodities
Requirements
- Proven, verifiable track record of profitability.
- Deep understanding of market microstructure, technical analysis, and risk management.
Onboarding
Selected candidates will undergo a mandatory 3-day specialized training and systems integration period.
To apply, please submit your resume, track record proof, and a brief introduction to: p2ramanujan@gmail.com
Terms of Service
Last updated: April 2026
1. Agreement to Terms
By accessing our website at psquants.com, you agree to be bound by these Terms of Service...
Privacy Policy
Last updated: April 2026
1. Information We Collect
We only collect information about you if we have a reason to do so...
Risk Disclaimer
Warning: High Risk Warning
Trading foreign exchange, cryptocurrencies, equities, and derivatives on margin carries a high level of risk...
Contact Us
Whether you are an institution inquiring about liquidity services or a prospective student, our team is ready to assist you.
Website
www.psquants.com