Capo Horn Lab partners with asset managers, hedge funds, and proprietary trading firms. Access institutional-grade portfolio modeling, proprietary research, and exclusive partnership programs.
Built for organisations that demand rigorous quantitative analysis, transparent methodology, and actionable insights.
Leverage our tick-level data pipeline and multi-asset backtesting engine to model portfolio-level strategies with institutional rigour.
Gain early access to our published research, unpublished working papers, and custom research commissioned for your firm's specific questions.
Strategic partnerships for firms that want to integrate Capo Horn Lab's analytical infrastructure into their own research and trading operations.
Our methodology, data, and transparency meet the standards that institutional investors require.
All backtesting is powered by Databento — the same tick-level futures data used by quantitative hedge funds and proprietary trading desks. Every test runs on nanosecond-precision timestamped market data, not interpolated OHLC bars. This eliminates the single biggest source of backtesting error: garbage-in, garbage-out from low-resolution data.
Every strategy undergoes IS/OOS splitting, Monte Carlo simulation, parameter stability testing, and distributional analysis. We do not report a single Sharpe ratio and call it done. Our reports include confidence intervals, sensitivity analysis, and a clear verdict on whether the strategy produces a statistically significant edge.
Every backtest report we produce for institutional partners includes the complete methodology documentation, data provenance, parameter settings, and raw trade logs. You can reproduce every result independently. No black boxes, no proprietary "edge scores" — just open, verifiable analysis.
Institutional partners can commission bespoke research on market microstructure, regime detection, factor analysis, and portfolio construction. Our quantitative team works directly with your analysts to answer specific research questions with the same rigour we apply to every backtest.
Our track record speaks in data points, not narratives.
Interested in partnering with Capo Horn Lab? Reach out to our institutional team for a confidential consultation.