QUANTITATIVE RESEARCH. SYSTEMATIC EXECUTION.

Combining Quantitative Research in US Treasuries with Automated Execution.

QUARTZITE CAPITALBuilt on rules. Guided by research.INTRODUCTION

OUR APPROACH

Markets Move.
The Process Stays Disciplined.

Quartzite is a technology-driven investment platform built around repeatable decisions. Proprietary quantitative models translate market data into a defined set of trading signals.

The platform combines persistent price trends with documented patterns in institutional rebalancing. Positions follow established rules, with the aim of reducing behavioral bias.

STRATEGY / 01

Market Momentum

A quarterly lookback measures price direction. Positions are refreshed monthly according to the strategy’s predefined rules.

Trend following

STRATEGY / 02

Month-end Positioning

A complementary sleeve targets selected days around month end, informed by patterns in institutional rebalancing.

Study recurring flows

TREASURY MOMENTUM / HISTORICAL COMPARISON

Comparison to 10-Year Treasury

How Quartzite’s Treasury momentum program compares with the 10-year Treasury benchmark in our historical analysis. Program results are backtested, not live investor returns.

Quartzite program versus the 10-year Treasury · historical comparison from the investor presentation
Performance measure	QuartziteTreasury momentum program	10-year TreasuryBenchmark
Annualized return CAGR	5.91%	2.43%
Total return	+147%	+48%
Annualized volatility	7.6%	6.3%
Worst calendar year	−2.4%	−15.15%
Down years	5 of 17	4 of 17
2022 return	+10.0%	−15.15%

From June 2010

THE PLATFORM

From Market Data
to Measured Decisions.

A connected process for research, signal generation, execution, and ongoing evaluation.

A CONTINUOUS RESEARCH PROCESS

Evaluate trading costs, slippage, model behavior, and portfolio risk. Use the findings to inform the next research question.

Collect & validate

Normalize market data, check its quality, and align it across time before it enters the models.

Translate into signals

Apply quantitative models and established trading rules to determine target positions.

Check & execute

Run automated pre-trade checks before translating signals into orders.

Monitor & evaluate

Review execution and portfolio behavior, with continuous monitoring and predefined risk responses.

OUR PRINCIPALS

PRINCIPAL

Ishaan Roy

Mathematics & Business · Boston College

Born and raised in New York City. Skilled cellist playing on the Boston College Orchestra. Accomplished golfer and tennis player.

Email: ishaan.roy@quartzitecapitalllc.com