About us

Our Mission

Quantpedia’s mission is to process financial academic research into a more user-friendly form to help anyone who seeks new quantitative and algorithmic trading strategy ideas.

Who we are

Our team consists of experienced members with a financial, mathematical and business background combined with members with a strong IT and technical knowledge.

Our team

Radovan Vojtko

CEO & Head of Research

Former Portfolio Manager at Tatra Asset Management (the biggest asset management company in the Slovak Republic with 2.5bln EUR AUM), managed over 300+mln EUR in several quantitative funds (focused on multi-asset CTA/trend-following strategies, market timing and volatility trading). Since 2015 CEO of Quantpedia.

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Martin Adam

Chief Technology Officer

A versatile IT engineer/architect with 15+ years of experience, having held a variety of senior positions, helping all sorts of companies from startups to multinational corporations, from fintech to aviation, from Vienna to London.

Maria Siranova
– Senior Research Consultant

Assistant Professor at University of Economics, Researcher at Slovak Academy of Sciences, Bratislava, Slovak Republic

Matus Padysak
-Senior Quant Analyst

Academic research validation, QuantConnect code builder

Peter Spireng
– Senior Quant / IT Developer

15+ years of IT experience, Senior Developer / Architect / Consultant

Filip Kalus
Quant/IT Developer

QuantConnect code builder, former FX trader

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Dominik Cisár
Quant Analyst

Academic research validation

Matúš Ján Lavko
Quant Analyst

Academic research validation

Jakub Jamnický
– Product Manager

Visual product maker, the site editor

Daniela Hanicova
Risk & Product Manager

Risk Reporting & Product Development

Ivana Dragonová
Quant Analyst

Academic research validation

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Paula Tekulova
Quant Analyst

Academic research validation

Ladislav Ďurian
Quant Analyst

Academic research validation

Jakub Hlavacka
– Junior Quant/IT Developer

QuantConnect code builder

René Atyafi
IT Developer

 Back-End Developer

Our Clients

Find out more in References

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