Precision
in Every
Market Regime.
BTM QUANT Technology deploys institutional-grade quantitative strategies across equity indices and commodities, engineered for alpha generation in any market environment.
A Core Ecosystem
Incubating Alpha.
BTM (Beat The Market) is a systematic, quantitative investment framework designed to outperform benchmark indices through disciplined, data-driven execution. The platform generates daily Long or Short signals (close-to-close) across a client-defined universe of assets, including equities, futures, fixed income, commodities, and digital assets. Each signal is derived from the integration of market data and cross-asset factors, producing clear and actionable positioning for the next trading session. At its core, BTM combines factor-based models, volatility-adjusted scoring, and embedded risk controls within a fully systematic process. This structure enables consistent execution across changing market regimes while maintaining transparency and repeatability. Our philosophy recognizes a fundamental reality of markets: improbability is not impossibility. In a system with vast numbers of observations, rare events are not anomalies—they are inevitable. This perspective is often misunderstood as the Law of Large Numbers, but the distinction matters: while averages stabilize over time, unlikely events continue to emerge. BTM is designed to operate within this duality—capturing opportunities created by short-term dislocations, while remaining anchored to statistically robust behavior over the long run. The result is a disciplined approach to both long and short positioning, with a focus on repeatability, transparency, and strong risk-adjusted returns.
Research Focus
We follow a rigorous, research-led approach that uses structured methods to reduce risk and eliminate emotion from decision-making. By continuously refining our insights and adapting to new information, we stay agile and deliver strategies that are durable, effective, and built for long-term performance.
Algorithmic Edge
Innovation is our base rate. We excel at designing non-linear strategies where advanced math decodes market psychology, finding Alpha where traditional models find noise.
Radical Transparency
Trust is our primary asset. We cement deep, long-term institutional alliances through an uncompromising commitment to data integrity and ethical moral standards.
Research-Driven Leadership
Combining decades of quantitative expertise and institutional banking precision to redefine systematic trading.
Juan Antonio Sanz Sanz, PhD
Founder & CEOIs a quantitative researcher with extensive experience designing and managing systematic investment models across major European financial institutions. His background in applied mathematics and volatility modeling shapes BTM QUANT’s data‑driven approach, where he leads the development of the firm’s daily‑rebalanced, volatility‑based strategies.
LinkedIn ProfileElsa Segura
Founder & COOProfessional with a background in Law, Finance, and Marketing, bringing over a decade of experience in tax consultancy, business strategy, and operational management. At BTM Quant, she leads operations, legal and regulatory framework, and strategic business development, ensuring that quantitative innovation is translated into solid, scalable solutions in full compliance with current regulations. Specialized in taxation, corporate vehicle structuring, and regulatory compliance applied to investment structures.
LinkedIn ProfileThe Quant Factory
Where mathematical hypotheses are forged into institutional-grade execution engines. Our factory never sleeps, continuously evolving through systematic refinement.
Quantitative Excellence
We filter market noise to reveal high-probability volatility signals, focusing on quality, not quantity.
Evolutionary Testing
Every strategy undergoes a «Survival of the Fittest» protocol. We simulate decades of tail-risk events in seconds to ensure only the most resilient algorithms reach production.
Autonomous Execution
Once forged, our agents execute with zero-latency discipline. Cold, calculated, and immune to the emotional biases that compromise traditional trading.
Systematic Strategies
BTM Quant manages independent systematic strategies powered by proprietary quantitative models, with each strategy engineered to exploit specific market inefficiencies while contributing to diversified and resilient portfolio exposure across global markets.
Systematic strategy on the S&P 500 that predicts short-term returns using market data and cross-asset correlations, with models continuously updated through an iterative learning process to adapt to changing market regimes.
Quantitative VIX strategy leveraging market data and cross-asset relationships to forecast short-term performance, refined iteratively to remain responsive to evolving market conditions.
Systematic trading approach on the NASDAQ 100 that generates short-term forecasts from multi-asset signals, using an iterative learning framework to adjust to shifting market regimes.
Adaptive quantitative strategy on the VXN that models short-term returns through cross-asset correlations and continuously improves via an iterative learning process.
A systematic strategy on crude oil (WTI/Brent) that forecasts short-term returns using market data and cross-asset relationships, with models continuously updated through an iterative learning process to adapt to evolving market regimes.
A systematic strategy on OVX (oil volatility) that forecasts short-term returns using market data and cross-asset relationships, with models continuously updated through an iterative learning process to adapt to changing market regimes.
Cumulative Returns
Past performance is not indicative of future results.
Why BTM QUANT
Built on rigorous research, institutional infrastructure, and a singular focus on systematic alpha generation.
Daily Signal Generation
Proprietary models process prior-day data every evening for next-day directional signals — no discretionary override, no emotion.
Structural Diversification
Four independent strategies across volatility and equity indices designed for low cross-correlation alpha.
Secure Capital Structure
Implemented through regulated and segregated investment vehicles, ensuring maximum operational transparency and immediate liquidity for the investor.
Institutional Architecture
Risk management embedded at every layer: position sizing, drawdown limits, and volatility-adjusted control.
White Label Structure
Branded or white-label solutions for wealth managers and family offices seeking systematic edge.
Built for Every Investor
Whether you are an individual seeking systematic alpha or an institution demanding rigorous process — BTM QUANT delivers.
Retail Investor
Access institutional-grade quantitative strategies previously available only to hedge funds and family offices — now packaged in liquid, exchange-listed ETFs with daily transparency.
- Daily liquidity with intraday pricing on all four strategies
- Clear, documented investment logic — no black box
- Systematic diversification beyond traditional equity/bond allocation
Institutional Investor
For professional investors, asset managers, and multi-family offices requiring rigorous quantitative infrastructure, regulatory-compliant vehicles, and dedicated white-label solutions.
- Dedicated institutional reporting: daily NAV, factor attribution, risk metrics
- Co-investment and managed account structures on request
- Custom strategy parameterisation and portfolio integration support
Choose your plan
Flexible pricing for every type of trader. Monthly or yearly billing.
Signals
Quantitative strategy for a single asset. Trading signals for Desktop & Mobile.
- ✓ Real‑time market signals
- ✓ 1 systematic strategy
Signals Pro
Custom signals for a specific asset. Daily buy/sell signals tailored to your instrument.
- ✓ Personalized daily signals for one asset
- ✓ Dedicated strategy model
- ✓ Direct line to quant team
For firms requiring bespoke implementation.
Asset managers, family offices, and regulated funds engage with us through segregated managed accounts, white‑label structures, or research licensing arrangements.
We work with a small number of partners by design. Engagements begin with a research call and a short due‑diligence exchange.
Institutional Enquiry →- Managed accountsSegregated
- White‑label structuresBranded
- Research licensingBy agreement
- Co‑investmentCase‑by‑case
- Custom reportingDaily NAV
Questions not answered below can be sent to the research desk directly.
We respond within one business day.
Are these signals investment advice?
No. BTM Quant publishes research and systematic signals for informational use. They are not personalised investment advice and should not replace professional consultation. All implementation decisions and outcomes remain with the subscriber.
How are signals delivered?
Signals are generated each evening after market close from prior-day data, and delivered via dashboard and email before the following session. Format is long, short, or flat at the close-to-close level — no intraday triggers.
What assets qualify for Custom Signal?
Any liquid instrument with sufficient price history — typically major equities, futures, FX pairs, and commodities with at least ten years of daily data. We assess feasibility within two business days of receiving a brief, before any build work begins.
Can I cancel at any time?
Yes. Standard memberships cancel immediately with access until the end of the billing period. For Custom Signal, the platform fee can be cancelled at any time; setup fees on completed builds are non-refundable. Institutional engagements are governed by individual agreements.
Who qualifies for the Institutional tier?
Asset managers, family offices, regulated funds, and qualified counterparties. We conduct a short onboarding review to align on objectives, jurisdictional constraints, and reporting requirements before any engagement begins.
Ready to Deploy
Systematic Alpha?
Or request institutional documentation for your firm.
CONTACT INQUIRY FORM
Important Securities Disclaimer
BTMQUANTTECH Limited operates as a publisher. The Site, its content (the «Site Content»), and the information therein do not constitute, nor should they be construed as, advice, guidance, or recommendations regarding any actions or decisions, including investment decisions or the purchase or sale of securities, shares, or other assets. Users acknowledge that the Site Content is general, impersonal and is not tailored to specific individuals or investment programs.
Past performance does not guarantee future results or performance. Results depicted on the site are hypothetical and do not represent returns of an actual investor. No representation is being made that an account will achieve results similar to those shown. The Site Content is provided for informational and educational purposes only.
Investments and strategies discussed on the Site and in the Site Content are speculative and involve significant risks. Investors should seek guidance from professional investment advisors who know their individual and personal situation before undertaking investments. There is no assurance of the success of any strategy or investment, and actual results may differ from projections. Results likewise often differ from investor to investor.
Users acknowledge that the Site Content is not personalized advice and should not replace professional financial advice. Any investment decisions made based on information from the Site or the Site Content are made solely at your own risk. All investments are high risk undertakings. Users acknowledge that site content could be out of date or incorrect. BTMQUANTTECH, its affiliates, and representatives are not responsible for the accuracy, usefulness, or availability of information on the Site, nor for any trading or investment decisions made based on such information. Employees of BTMQUANTTECH and Site contributors may hold or trade positions in securities or commodities mentioned on the Site for their own accounts.
Information in the Site Content is obtained from sources believed to be accurate, including third-party contributors. However, BTMQUANTTECH does not independently verify information provided by third-party contributors and is not responsible for their errors. Likewise, performance data is derived from sources believed by BTMQUANTTECH to be reliable but information provided by third party sources is not guaranteed to be accurate by these sources, or BTMQUANTTECHNOLOGY.