About
Systematic strategies. Institutional discipline.
Axis Technologies LLC was founded in 2026 to apply quantitative methods to investment research and financial analysis. We develop systematic strategies with a focus on statistical rigor and out-of-sample validation.
Our investment process is grounded in rigorous empirical research. We test each implementation against realistic transaction costs, survivorship bias corrections, and multiple-testing adjustments before considering it for deployment.
What We Focus On
Systematic Strategy Research
Strategies validated through out-of-sample backtesting with anti-overfitting controls across multiple asset classes.
Financial Modeling & Valuation
Fundamental analysis, comparable screening, and valuation models from financial data in analyst-ready format.
Risk Management
Disciplined position sizing, drawdown controls, regime-aware allocation, and real-time portfolio monitoring.
Quantitative Screening
Systematic equity screening across quality, value, and growth dimensions with automated data pipelines.
Principles
Realistic cost modeling
Every backtest includes transaction cost models calibrated to historical spreads and market impact. The engine requires a cost configuration to run.
Full trial transparency
A registry tracks every strategy tested. Sharpe ratios are deflated for the total number of trials, not reported from the best run.
Chronological data access
Data access is gated to prevent lookahead. Features are computed using expanding or rolling windows only.