Levered Beta
The market pays you to hold risk. We take that exposure, levered, and we size it so the rest of the book still has room to work.
Fund forming
Quantitative
Quantitative
Investments for an
Intelligent Future
Our strategies are rooted in simplicity and mathematical rigor, creating an edge in an evolving world without sacrificing interpretability. Every basis point remains grounded in our original thesis and the mathematics that made it possible.
Five streams, one book
Each earns in a different regime.
Managed Futures
Trend following in equities, rates, currencies, and commodities. This earns when stocks go down and stay down.
Long Convexity
We own options. We don't sell them. When the market breaks, this pays, and that cash is what we use while everyone else is forced to sell.
Alternate Assets
If it all moves with the S&P, you don't have five strategies. You have one bet. These returns don't need equities to go up.
AI Market Neutral
Artificial intelligence searches the mathematical structure for constructions a desk would miss. What it builds is market neutral: the edge is the fit, not the direction of the market.
The math
Uncorrelated edges do not average. They compound.
Geometric growth
\[ g \approx \mu - \tfrac{1}{2}\sigma^{2} \]
CAGR is the mean minus a variance tax. The same return, with less variance, is a higher compound rate.
An uncorrelated book
\[ \sigma_p^{2} = \sum_{i} w_i^{2}\sigma_i^{2} + \sum_{i \neq j} w_i w_j\,\rho_{ij}\,\sigma_i\sigma_j \]
When the streams do not share a driver, the cross terms fall away. Risk adds in squares, not in a pile.
Sharpe, and the frontier
\[ S_p \approx \bar{S}\,\sqrt{N_{\mathrm{eff}}} \]
Five positive return-risk profiles, structurally uncorrelated, lift Sharpe and CAGR together. Each sleeve pushes the feasible set up and to the left.
The Efficient Frontier
The book shifts the set.
Illustrative. Not a projection.
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Learn more about the fund. No commitment.
A small circle of limited partners
- Accredited investors only
Offered under Rule 506(c), with accredited status verified.
- Intentionally small
Fewer partners keeps the strategy nimble and aligned.
- Alignment first
The best risk-adjusted return for our partners.
- By documentation
Allocations are made only through definitive offering documents.
The Founder
Roman Paolucci
Managing Partner · Quant Guild Capital
Roman began his career at Bloomberg LP as the youngest quantitative researcher in the firm’s history, under Bruno Dupire, pioneer of the local volatility model. His research focused on extracting equity alpha from alternative data and social sentiment, years before those methods became standard practice.
He founded Quant Guild out of a dissatisfaction with academic research and with the way quantitative subjects were taught at the postgraduate level. The guild is now one of the largest learning platforms and communities in quantitative finance, and has trained hundreds of thousands of practitioners in rigorous, research-driven investing.
As Managing Partner of Quant Guild Capital (QGC), he applies that research for a select group of limited partners. The objective is a durable, risk-adjusted return and capital that compounds.
Guild Letters
The weekly letter
A weekly note from Roman’s desk. No account required.
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Monday, October 26
Swinging at Pitches
In Oppenheimer we heard the quote "theory will only take you so far"...time to step up to the plate and allocate some risk.
Read the letter