About QuantHQ

What is QuantHQ?

QuantHQ is an AI-powered market intelligence platform that delivers real-time market regime probability signals through a REST API. We use ensemble Hidden Markov Models (HMMs) to analyze major market indices and provide quantitative traders, algorithmic traders, and fintech developers with regime detection signals designed to support risk management and strategy development.

The Problem We Address

Quantitative traders and portfolio managers need reliable signals to detect when market conditions shift between bullish, bearish, and neutral regimes. Traditional momentum indicators often lag or produce false signals. Hidden Markov Models offer a probabilistic approach to regime detection, but implementing robust HMM ensembles requires significant technical expertise and computational resources.

Our Approach

QuantHQ operates an ensemble of Hidden Markov Models trained on historical data from major US equity indices including SPY, QQQ, DIA, IWM, and VTI. Our system:

• Provides daily regime probability outputs (bullish, bearish, neutral)
• Uses multiple HMMs per index for statistical robustness
• Delivers signals via fast REST API (sub-500ms response times)
• Includes historical data back to January 15, 2015
• Returns structured JSON responses with rhoT signals

Who Can Benefit

Our API is designed for:

• Quantitative Analysts: Integrate regime signals into systematic trading models
• Algorithmic Traders: Build regime-aware trading algorithms
• Portfolio Managers: Implement dynamic asset allocation based on market conditions
• Fintech Developers: Add market intelligence features to applications
• Research Teams: Access structured regime data for backtesting and analysis

Our Technology

QuantHQ's regime detection engine uses ensemble Hidden Markov Models, a statistical approach that identifies hidden market states from observable price data. Our implementation focuses on:

• Multiple HMMs per asset for consensus-based signals
• Walk-forward methodology to avoid lookahead bias
• Clean, normalized historical data without survivorship bias
• RESTful API architecture for seamless integration
• Bearer token authentication for security

Transparency and Limitations

We believe in honest communication about what our system provides:

• Regime signals are probabilistic, not predictive guarantees
• Performance depends on how users implement signals in their strategies
• Historical backtests shown on our site use walk-forward methodology
• Past performance does not guarantee future results
• Market regime detection is one tool among many for risk management

Our Mission

Our mission is to democratize access to sophisticated financial machine learning tools that were once reserved for institutional desks. We believe every quantitative builder deserves access to intelligent signals, real-time data, and production-grade models — all delivered via beautiful APIs.

Whether you're building a hedge fund, an automated trading strategy, or an intelligent investing app, quantHQ empowers you with tools that adapt, learn, and evolve with the markets.

What We Build

• Market Regime API — Probabilistic daily regime classification using ensemble HMMs for SPY, QQQ, DIA, IWM, VTI, and more
• Multi-Factor Stock Ranking API (Coming Soon) — AI-powered equity rankings generated from advanced non-linear models trained on a blend of endogenous and exogenous factors. Designed to uncover hidden alpha across sectors and regimes.

Our Philosophy

We believe the future of markets will be increasingly shaped by intelligent automation. But true signal is rare — and difficult to access. At quantHQ, we're obsessed with delivering that signal: minimal noise, maximum insight.

Our approach blends statistical rigor with practical deployment — every API is designed with real-time applications in mind, from execution overlays to adaptive macro frameworks.