Independent Quantitative Research & Engineering Company
From investment ideas to independently validated, implementable quantitative strategies.
Alpha Stochastic Research (ASR) is an independent quantitative finance research and engineering company. Our work connects financial mathematics, statistics, stochastic modelling, data analysis and scientific computing with systematic strategy development.
Research is not a trading signal by default. Hypotheses are documented, market-data provenance is examined, results are independently challenged, and only approved specifications proceed to implementation, simulation and controlled technical release.
Research rigor · Independent validation · Engineering discipline · Reproducibility
| Stage | Responsibility |
|---|---|
| 01 · Research Team | Frame hypotheses, establish data lineage, investigate candidate signals, and document assumptions and limitations. |
| 02 · Analyst Team | Independently assess statistical validity, backtesting, robustness, bias, risk and implementation plausibility. |
| 03 · Quant Engineering Team | Implement validated specifications in C++, build replay and simulation workflows, verify risk controls, and produce technical evidence. |
| 04 · Risk & governance | Review exposure limits, testing evidence, distribution rights, approvals and readiness for the intended use. |
| 05 · Delivery & monitoring | Provide specifically authorized outputs, integrations and performance attribution; feed evidence back into Research. |
A strategy cannot approve itself across stages. Team Heads coordinate delivery and responsibilities. Quant Associates (QA) are specialist partners linked primarily to the ASR Board Council, participating in review and engineering only where explicitly authorized. Industry and Ambassador teams handle relevant industry relationships, representation and outreach.
| Product / program | Role |
|---|---|
| OrunMila | Market intelligence and quantitative research environment for discovery, data and analysis. |
| ASRQuant | Quantitative modelling, analytical and research tools. |
| QForge | Proprietary internal C++20 engineering and execution-research engine: deterministic replay, simulated execution, Paper Sandbox, risk and technical release evidence. |
| Research Perspectives | Research communication and quantitative market perspectives. |
| Training & FIIDQ | Structured quantitative-finance learning and trainee pathways. |
QForge source access is restricted and does not follow automatically from public product information or ASR membership. Backtests, SIM transport and paper simulations are not authorization to trade live capital.
- Fixed income & interest-rate derivatives: yield curves, swap and bond pricing, DV01, hedging and model risk.
- Derivatives and volatility: stochastic models, simulation, pricing, hedging and calibration.
- Systematic research: signal identification, time-aware data contracts, regime analysis and robust backtesting.
- Risk & portfolio research: tail risk, scenarios, position limits, allocation and attribution.
- Scientific computing: Python/C++, reproducible numerical experiments, independent tests and auditable research artifacts.
| Repository | Focus |
|---|---|
| asr-theory-of-speculation | Historical and computational financial mathematics |
| asr-deep-hedging | Risk-aware derivatives hedging research |
| asr-lsv-operator | Local-stochastic volatility modelling and calibration |
| asr-research-template | Reproducible research structure and scientific review |
| asr-python-package-template | Tested scientific Python package workflows |
Public research code and institutionally restricted company repositories have different access, licensing and contribution requirements. The public GitHub organization profile is not a source-code distribution license.
We recruit selectively for research, analytical, engineering and operational responsibilities. Three official two-month quantitative internship tracks are organized through their respective teams:
| Position | Host team | Focus |
|---|---|---|
| Quant Research Intern | Research | Hypotheses, research data, signal design and documentation |
| Quant Analyst Intern | Analyst | Independent validation, robustness tests, statistical and risk review |
| Quant Engineer Intern | Quant Engineering | C++ strategy implementation, QForge testing, replay and simulation evidence |
Applications, selection, supervision, formal terms and compensation are assessed for each specific opportunity and applicable law. Applying does not create an employment relationship or guarantee admission. The FIIDQ trainee route is distinct from internships and team positions.
Explore careers → · Apply → · Training →
ASR emphasizes documented data provenance, point-in-time correctness, independent testing and review, risk controls, methodological transparency and reproducibility. Strategy publication, proprietary code access, client output and market-data redistribution require separate rights and authorization.
For institutional research, engineering or partnership enquiries, explore ASR Services or email contact@asr-lab.online.
For research enquiries, write to research@asr-lab.online.
LinkedIn · X / @asrQlab · Instagram / @asrqlab · GitHub
© 2026 Alpha Stochastic Research Inc. · Quantitative research & engineering · Research content is not investment advice.