About
A quantitative research operation in Saddle Brook, New Jersey.
Axis Technologies LLC was founded in 2026 to apply quantitative methods to investment research and financial analysis. We develop systematic strategies across equities, ETFs, and options, with a focus on statistical rigor and reproducibility.
Our work is rooted in peer-reviewed academic research. Strategy development begins with published findings in factor models, momentum, statistical arbitrage, and post-earnings drift. We then test each implementation against realistic transaction costs, survivorship bias corrections, and multiple-testing adjustments before considering it for deployment.
We operate from Saddle Brook, New Jersey.
What We Focus On
Systematic Strategy Research
Momentum, mean-reversion, post-earnings drift, and volatility arbitrage strategies. Each implementation is validated through walk-forward backtesting with anti-overfitting controls before consideration.
Financial Modeling and Valuation
Discounted cash flow analysis, comparable company screening, WACC sensitivity modeling, and three-statement financial models constructed from SEC filings.
Risk Management
Kelly-criterion position sizing, drawdown controls, regime-aware allocation, and real-time portfolio monitoring across multiple strategy allocations.
Quantitative Screening
Earnings quality, free cash flow yield, and relative valuation metrics across equities and ETFs. Screens are built in Python with automated data pipelines.
Principles
No zero-cost backtests
Every backtest includes realistic transaction cost models. Strategies tested without costs are rejected at the infrastructure level.
No cherry-picked results
We maintain a registry of every strategy tested. Sharpe ratios are deflated for the total number of trials, not reported from the best run.
No lookahead bias
Data access is gated chronologically. Features are computed using expanding or rolling windows only. No future information leaks into signals.