Flagship · Institutional · Coming Soon

Where institutional risk meets modern infrastructure.

Gamma Quant is the platform we always wanted and never found. Full XVA suite, GEX analytics, portfolio risk and systematic backtesting — rebuilt from the ground up for the modern quant desk.

Built by a quant with 10+ years at leading investment banks. Every model is documented. Every assumption is disclosed.

Coming Soon

Platform Capabilities

Enterprise-grade risk analytics, rebuilt for the modern desk.

Full XVA Suite

CVA, DVA, FVA, MVA, KVA — computed consistently, with full Greeks and sensitivities.

  • CVA/DVA with bilateral credit risk
  • FVA with funding curve bootstrapping
  • MVA for initial margin
  • KVA with capital cost modelling

Analytics & Risk Engine

Portfolio risk, GEX flow analysis, and systematic backtesting — in one coherent platform.

  • GEX gamma exposure analytics
  • Portfolio VaR/CVaR/Stress Testing
  • Systematic strategy backtesting
  • Scenario analysis engine

Why Gamma Quant?

"The tools that exist either cost a Bloomberg subscription or lack the rigour. Gamma Quant is neither."

For the Modern Quant Desk

Whether you're running a prop desk, managing an asset portfolio, or building systematic strategies, Gamma Quant provides the rigour and transparency that institutional quants demand.

Pricing: Pricing by arrangement. Contact us for institutional and desk licensing.

Institutional rigour, modern infrastructure.

Gamma Quant is in development. Register your interest and we'll be in touch when it's ready.