Proprietary Trading · Est. 2025

Mathematics-driven
research in every trade

RFQ is a math research and technology company where engineers and researchers work as one team — solving complex problems and trading on the world's financial markets.

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2025 Founded
Multi-Asset Coverage
Systematic Trading style
Global Markets
SPY↑ +0.42%
QQQ↑ +0.61%
IWM↓ -0.18%
GLD↑ +0.09%
TLT↓ -0.33%
XLF↑ +0.55%
VIX↓ -1.2%
ES1↑ +0.38%
NQ1↑ +0.54%
RTY1↓ -0.22%
SPY↑ +0.42%
QQQ↑ +0.61%
IWM↓ -0.18%
GLD↑ +0.09%
TLT↓ -0.33%
XLF↑ +0.55%
VIX↓ -1.2%
ES1↑ +0.38%
NQ1↑ +0.54%
RTY1↓ -0.22%

About RFQ

A multi-asset quantitative trading firm

RFQ provides liquidity across global markets while building advanced computing environments for research, modeling, and risk management. We develop the technical infrastructure that drives innovation in modern financial markets.

We invest systematically across a diversified portfolio of multi-factor strategies, with a disciplined focus on downside protection. Each strategy is carefully designed to capture opportunity across asset classes while remaining resilient through periods of market volatility.

Our work is guided by a long-term commitment to the stability and integrity of global markets.

Entity type
Pure proprietary — no external investors
Markets
Global equities, futures & derivatives
Trading style
Systematic, multi-factor, technology-first
Base
Bangalore, India
Status
Active

Philosophy

Ethics beyond compliance

Our internal standards of conduct go well beyond what regulation requires. We believe in fair, transparent markets — and that belief shapes everything we do, from how we conduct research to how we engage with the broader market ecosystem.

We are conscientious market participants, and this philosophy influences every aspect of how we operate.

Core belief
Fair and transparent markets for everyone
Standards
Internal code of ethics exceeds regulatory requirements
Approach
Research-driven, disciplined, long-term

Strategy

How we trade

RFQ operates systematic strategies across multiple asset classes, with rigorous backtesting and production-grade execution infrastructure at every step.

△
Statistical arbitrage

Systematic identification and exploitation of mean-reverting price relationships across correlated instruments.

■
Multi-factor strategies

Diversified portfolio construction blending alpha signals with disciplined risk budgeting and factor exposure management.

◆
Downside protection

Every strategy is fortified with protective measures designed to navigate market volatility and adverse regimes.

○
Advanced infrastructure

Purpose-built computing environments for research, modeling, and risk — fully deployed on AWS with PostgreSQL data management.

●
Systematic backtesting

Every strategy is rigorously tested across multiple market regimes before any live capital deployment.

★
Options & derivatives

Active research into volatility surfaces, index options, and derivatives strategies across equity and index markets.

Markets

Instruments we trade

We operate across a curated set of highly liquid instruments with strong statistical properties across global markets.

US Equities
Equity Futures (ES, NQ, RTY)
Exchange-Traded Funds
Sector ETFs
Index Futures
Pairs & Spreads
Factor-based Long/Short Equity
Index Options & Derivatives

contact@rfquant.com

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The information provided on this website is for educational purposes only and should not be construed as investment advice or a recommendation of any particular security, strategy, or investment product. No part of this content constitutes an offer or solicitation to buy or sell any security or investment. Offerings may only be made available to certain sophisticated investors through the formal delivery of confidential offering documents and accompanying materials. Past performance is not indicative of future results.