- Alpha
- Momentum
- Signal
- Backtest
- Liquidity
- Sharpe
- Risk
- Portfolio
- Drawdown
- Position
- Strategy
- ML
- Volatility
- Market
- Data
- Return
- Precision
- Analytics
- Regime
- Edge
- Execution
- Slippage
- Correlation
- Factor Model
- Risk Budget
- Exposure
- Signal Quality
- Portfolio Health
- Alpha
- Momentum
- Signal
- Backtest
- Liquidity
- Sharpe
- Risk
- Portfolio
- Alpha
- Momentum
- Signal
- Backtest
- Liquidity
- Sharpe
- Risk
- Portfolio
- Drawdown
- Position
- Strategy
- ML
- Volatility
- Market
- Data
- Return
- Precision
- Analytics
- Regime
- Edge
- Latency
- Order Flow
- Microstructure
- Validation
- Out-of-Sample
- Regime Shift
- Risk Control
- Quant Research
- Alpha
- Momentum
- Signal
- Backtest
- Liquidity
- Sharpe
- Risk
- Portfolio
Quantitative Edge for Systematic Traders
ML-powered signals. Walk-forward validated. Risk-first by design. Built as Bulgaria's first quant trading SaaS.
The Platform
Where Data Science Meets Disciplined Trading
QuantBulgaria is a professional quantitative trading platform delivering ML-powered signals across global equity markets. Our signal engine synthesizes momentum, mean-reversion, volume confirmation, and macro regime data into a single composite score — generating long-only entries with a walk-forward validated edge.
QuantBulgaria is the first quant SaaS platform built in Bulgaria, designed to give systematic traders institutional-grade tooling with transparent assumptions and repeatable research workflows.
Risk management is not an afterthought. Every position carries a hard -1.5% stop-loss, an 8-day maximum hold, and a VIX-based market regime filter. Post-slippage backtesting confirms robust performance across multiple market regimes.
Risk Framework
Hard Stop-Loss
-1.5% maximum loss per position, enforced automatically at entry
Maximum Hold Period
8-day limit prevents capital from being tied up indefinitely
VIX Regime Gate
No new positions during elevated volatility regimes
Validated Performance
Walk-Forward Backtested Results
All headline figures are from the 60-month walk-forward out-of-sample window (2020-2026) across the full S&P 500 universe. Costs are fully modeled: 0.05% slippage per side + 0.01% commission per side (0.12% round-trip friction).
Sharpe Ratio
Risk-adjusted return after slippage and commission
Profit Factor
Gross profit divided by gross loss over 3,253 closed trades
Win Rate
Profitable trades out of 3,253 walk-forward signals