Precision
in Every
Market Regime.
BTM QUANT Technology deploys institutional-grade quantitative strategies across volatility and equity indices — 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 by generating daily Long or Short signals (close-to-close) on a client-selected universe of assets, including equities, futures, fixed income, commodities, and digital assets. The engine processes market data and cross-asset factors to produce clear, actionable directional signals at each market close, enabling disciplined positioning for the following trading session. By combining factor-based models, volatility-adjusted scoring, and embedded risk controls, BTM delivers a consistent, rules-based approach to capturing market opportunities on both the long and short side, with a focus on repeatability, transparency, and superior 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.
Visionary 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 & COOIs an operations and marketing specialist with experience supporting financial and technology‑driven companies across Europe. Her background in digital marketing, project coordination, and client management strengthens BTM QUANT’s operational structure, where she contributes to execution workflows and investor communications with clarity, precision, and a strong service‑oriented approach.
LinkedIn ProfileThe Quant Factory
Where mathematical hypotheses are forged into institutional-grade execution engines. Our factory never sleeps, continuously evolving through systematic refinement.
Signal Distillation
We process petabytes of market noise to isolate high-probability volatility signals. It’s not about having more data, but about the purity of the extraction.
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.
Four Systematic
Strategies
Four systematic strategies applied exclusively to the S&P 500, VIX, Nasdaq 100, and VXN, each exploiting a distinct market inefficiency through systematic quantitative models, independently managed and designed to enhance portfolio diversification.
Captures short-term dislocations in the S&P 500 following sharp drawdowns, dynamically adjusting exposure based on prior-day stress signals.
Identifies momentum exhaustion in volatility markets, capturing reversals following extended directional moves and crowded positioning.
Uses sentiment, volume, and market internals to detect overextended positioning in the Nasdaq 100 and adjust exposure accordingly.
Adapts exposure to Nasdaq volatility based on macroeconomic conditions, interest rate expectations, and cross-asset signals.
Cumulative
Returns
Simulated backtested performance across all four strategies. 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.
- ETF-wrapped strategies accessible via any brokerage account
- No minimum investment beyond standard ETF lot sizes
- 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.
- White-label ETF structuring
- Full UCITS-compliant vehicle architecture available
- Dedicated institutional reporting: daily NAV, factor attribution, risk metrics
- Co-investment and managed account structures on request
- Custom strategy parameterisation and portfolio integration support
Ready to Deploy
Systematic Alpha?
Or request institutional documentation for your firm.
For qualified investors only. Subject to regulatory restrictions by jurisdiction.