01
Global Signal Generation
ML-powered cross-sectional ranking across 6,000+ tickers spanning 13+ global equity markets, driven by a proprietary regime-aware feature set.
ML-Native Systematic Alpha
The systematic alpha engine for global equity allocators.
Risk appetite ≠ Risk tolerance.
One sets our direction. The other triggers our controls.
GanIQ delivers disciplined, ML-driven systematic alpha across 13+ global equity markets, built for institutional partners who value reliability, rigour, and repeatable outcomes.
The Engine
Systematic infrastructure built for today's markets.
Many systematic strategies still rely on linear factor models and mean-reversion frameworks designed decades ago. Market structure has evolved. Systematic infrastructure should too.
GanIQ was designed from the ground up as ML-native systematic infrastructure: a disciplined, data-driven signal engine developed on proprietary observational histories, continuously validated and regime-aware.
A Cross-Sectional Alpha Engine Across 13+ Markets
02
Regime-Filtered Allocation
Dynamic allocation between equities and cash based on regime signals, preserving capital in adverse conditions and deploying when edge is highest. No leverage. No derivatives. Systematic, model-driven allocation.
03
Cross-Sectional Risk Architecture
Every position sized by signal confidence, cross-sectional rank, and portfolio context. Proprietary risk filters and portfolio-level analysis. Risk is embedded in the signal, not layered on after the fact.
04
Walk-Forward Validation
Signals validated on real market data across multiple market cycles - bull, bear, sideways, and crisis. What does not survive costs and regime changes in testing does not go live.
Edge & Validation
An ML-native, data-driven approach to systematic alpha.
The Market
GanIQ
Statistical factor models
vs
ML-discovered, adaptive signals
Single-market focus
vs
13+ market cross-sectional architecture
Equal weighting
vs
Confidence-scaled, regime-conditional sizing
Static annual retraining
vs
Continuous walk-forward validation
Derivatives overlays for risk
vs
Cash as the risk instrument — clean, scalable
Large teams, legacy infra
vs
Lean, first-principles, built for speed
Global equity markets offer substantial scope for systematic strategies deployed with discipline and rigour. Sustainable alpha increasingly accrues to firms that process signal systematically, adapt to regime change, and size positions with precision.
GanIQ is built for that mandate: institutional-grade infrastructure, global market coverage, and a focus on reliable, repeatable outcomes across market cycles.
Partnership & Opportunity
Two partnership paths. One objective: prove the engine, then scale it.
The most rigorous way to evaluate a systematic strategy is to run it. We work with partners willing to allocate test capital or seed investment under a clearly defined performance and reporting framework.
Test Capital Partners
Allocate test capital under a clearly defined performance and reporting framework. Live validation is the most credible due diligence.
Seed Investors
For investors backing a functioning ML-native quant firm: live signal generation, 40M+ market observations supporting research & validation, and institutional-grade backtesting. Seed capital to accelerate model development, infrastructure scale, and global market expansion.
Inquiries
Institutional-quality systematic alpha requires the right architecture, the right data, and the discipline to let validated models drive decisions.
If you are a hedge fund, AMC, or investor evaluating systematic global equity exposure, we welcome a conversation.
Email Suren directly: suren@ganiq.io
NISM Research Analyst (Cert. No. NISM-202600099788)
Track Record & Founder
40M+
market observations supporting research & validation
13+
global equity markets
6,000+
tickers in signal universe
14+
years institutional finance experience
1
focus - systematic, repeatable alpha
0
derivatives overlays · no leverage
Founded by an institutional finance professional with 14+ years across market risk, global equities, and systematic strategies.
Suren, Founder, GanIQ · ex-Lehman Brothers · ex-Nomura · NISM Research Analyst (Cert. No. NISM-202600099788)
Deep experience across institutional market risk, derivatives, global equities, and big data analytics. The perspective to understand what allocators require, and the technical depth to build it.
GanIQ brings together allocator experience and ML-native systematic infrastructure.
GanIQ is the first commercial application of research developed by 11A MINDS, an applied AI research company focused on capital markets.