Theo Quant is built by a group of hedge fund managers who don't believe markets can be reliably predicted. We engineer strategies around discipline, not conviction: arbitrage over directional bets.
Three strategies. One all-weather portfolio.
RELATIVE-VALUE FRAMEWORK ACROSS DIGITAL ASSETS
HIGH-FREQUENCY MULTI-VENUE CAPTURE
CROSS-MARKET INFRASTRUCTURE ARBITRAGE
The founder series sets out how Theo Quant thinks about risk, backtest rigour, and the execution realities that separate a research result from a deployable strategy.
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Jackson Wong on risk-neutral quantitative trading and why systematic process supersedes prediction in fast-moving market regimes.
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An analysis of backtest rigor, execution friction, real-world slippage, and the architecture required to isolate tail risk.
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On engineering systems designed for multi-decade resilience across changing market structures rather than exploiting transient cycles.
Read full articleJackson Wong served on the Evaluation Committee for the BAPaper2025 Grand Final, a business strategy competition run by the Hong Kong Federation of Business Students for over 40 years. This year's theme: the FinTech revolution for SMEs.
21 November 2025
Theo Quant was selected as one of the approved companies under the Home and Youth Affairs Bureau's Youth Start-up Internship Programme 2026, through Cyberport Hong Kong, chosen from over 300 applicants and 4,000 CVs received.
April 2026
The first cohort of the Theo Quant Summer STEM Internship Program began in 2026. Over seven weeks, interns build their own quant research projects from the ground up, across strategy development, data pipelines, and execution infrastructure.
July 2026
Further materials, including the offering memorandum, are available to qualified investors on request.
