Behind the Algorithms
We don't guess. We build from obsessive research.
Every HTQ quant starts the same way: deep-dive research until we understand the signal structure cold. Then we build. Then we tune. Then we let the data decide what ships.
10
Live Algorithms
7,000+
Tickers Evaluated Daily
5,000+
Crypto Coins Tracked
24/7
Continuous Tuning
The Process
How We Build Quants
No templates. No copy-paste screeners. Each algorithm is built from primary research, not backtested curve-fits. Deep Value started by watching all 86 Keith Gill videos and reconstructing his exact decision framework. Catalyst started with a decade of earnings surprise data and every post-earnings drift pattern in the S&P 500. Outlier started by mapping every IV curve before every catalyst date across 3,000+ tickers. The methodology matters more than anything else.
1
Primary Source Research
We start with the original thinkers. Keith Gill's 86 videos for Deep Value. Warren Buffett's shareholder letters for Oracle. Actual 13F filings for Institutional. We don't read summaries. We read the source, build timelines, and extract the decision framework ourselves.
2
Signal Extraction
Every thesis gets decomposed into measurable factors. What specific data points would have flagged GME in July 2020? What combination of FCF yield, insider buying, and short interest creates the signal? We find the structure behind the intuition and turn it into scoring logic.
3
Universe-Scale Validation
Every algorithm runs against 7,000+ tickers daily. Not a curated watchlist. The full investable US market plus 5,000+ crypto coins. This is where bad signals die. If the scoring only works on 50 hand-picked stocks, it's overfitting. Our thresholds are calibrated against the entire universe every single run.
4
Continuous Tuning
Algorithms are never finished. We review score distributions, adjust thresholds when market regimes shift, add new data sources as they become available, and upgrade infrastructure with every new subscriber. Last week's alpha decays into noise. We stay ahead of that decay curve.
Independent Research
The Document Libraries Behind Our Quants
We publish the research that powers our algorithms. Not because we have to, but because transparency builds trust. If you're trusting an algorithm with your capital, you should be able to trace its logic back to the original source material.
LIVE
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Powers the Deep Value Quant
The Roaring Kitty Archive
Every Keith Gill video and livestream from 2020 to 2024. Cleaned transcripts, organized chronologically by era, fully searchable. Plus our independent research: timeline reconstruction, data profiling, and squeeze pattern analysis.
86 videos
7 eras
4 research docs
LIVE
View Archive
Powers the Oracle Quant
The Warren Buffett Library
Six decades of shareholder letters, annual meeting transcripts, and the investment decision framework that built Berkshire Hathaway. The exact criteria Buffett used to evaluate moats, management, and intrinsic value, encoded into scoring logic.
48 articles
Always Evolving
Every Subscriber Makes Us Stronger
This isn't a static product. Every new subscriber directly funds better data, tighter signal, and faster infrastructure. Here's what that looks like in practice:
Ongoing
Threshold Calibration
Score thresholds are tuned against live market data. When regimes shift, our gates shift with them. Too tight and we miss setups. Too loose and noise gets through. We calibrate weekly.
With Growth
Premium Data Sources
Every subscriber gets us closer to institutional-grade feeds. More revenue means faster snapshots, richer fundamentals, real-time options chains, and data access that consumer-grade screeners don't carry.
With Growth
Infrastructure Upgrades
Faster compute, multi-region redundancy, sub-second data delivery. The difference between catching a setup at open and seeing it 20 minutes late. We build for speed.
Continuous
New Research Libraries
Every research deep-dive produces a better algorithm and a library our subscribers can study. The institutional flow patterns behind the 13F data are next. More libraries are always in progress.
Who Built This
A solo engineer. No fund mandate.
Built by a solo engineer obsessed with quantitative research. No VC, no fund mandate - just a deliberate attempt to bring institutional-grade scoring to retail. Every algorithm is built from primary research, maintained from a single codebase, and tuned against live market data. The platform exists because the gap between what institutional quants access and what retail traders can access is still enormous. HTQ narrows that gap.
See the algorithms in action.
10 quants evaluating 7,000+ tickers and 5,000+ crypto coins daily. Scores, reasoning, and the data to back it up. Start with one desk or get the full suite.
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