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Quantitative Research Firm

Precision Analytics
for Financial
Decision-Making.

We deliver institutional-grade quantitative research, proprietary data products, and analytical tools that give hedge funds, asset managers, and banks a measurable edge.

Volatility Surface
RMSE: 0.0024
Strike Price SVI Parametrization Time to Maturity
Project Spotlight

Illiquid Credit &
Distressed Pricing

A Tier-1 Family Office needed to mark a portfolio of distressed aviation bonds where no observable market depth existed. We constructed a bespoke pricing engine using:

  • Bayesian inference from similar liquid tranches
  • Recovery rate modeling based on aircraft collateral depreciation curves
  • Monte Carlo simulation of default intensity
Simulation Engine
Monte Carlo (N=50)
Mean Price
75.24 pts
T=0 T=Maturity
Density
Product Categories

Specialized Data Solutions

Deep domain expertise across key financial verticals, delivered as actionable intelligence.

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Bank Analytics

Comprehensive metrics for community and regional bank analysis including deposit stability, loan quality, and capital adequacy signals.

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Index Products

Custom indices and factor-based benchmarks built on fundamental data with Bayesian priors for medium-term alpha generation.

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Macro Intelligence

Economic regime indicators, cross-asset correlation signals, and supply chain shock propagation models using graph theory.

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Structured Products

Cash flow modeling for ABS/MBS, exotic option pricing engines, and volatility surface fitting with SVI parametrization.

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Credit & Underwriting

Credit risk scoring, default probability models, and recovery rate estimation for illiquid and distressed instruments.

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Custom Solutions

Don't see what you need? We build bespoke data products and analytical tools tailored to your specific requirements.

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Why DataFrame Labs

Built for Institutions

We combine deep quantitative expertise with the agility of a focused firm. No bureaucracy, no off-the-shelf solutions. Just rigorous, tailored analytics delivered on your timeline.

About Our Team

Speed & Agility

Rapid iteration cycles. Weeks, not quarters. We deliver working prototypes fast and refine based on your feedback.

Deep Expertise

Team of practitioners with experience at top-tier hedge funds, banks, and research institutions. We speak your language.

Modern Technology

Cloud-native infrastructure, robust APIs, and production-grade code. No legacy systems or technical debt.

Custom Solutions

No cookie-cutter products. Every engagement starts with understanding your specific needs and constraints.

Trusted by Leading Financial Institutions

Hedge Fund
Asset Manager
Regional Bank
Insurance Co

Client names withheld for confidentiality

Methodology

Transparent. Robust. Verifiable.

We don't deliver black boxes. We deliver documented code and mathematical proofs. Our pricers are built to integrate into your existing risk systems.


        

Ready to transform your analytics?

Whether you need a custom pricing engine, proprietary data feed, or strategic quantitative guidance, we're here to help. Let's discuss how DataFrame Labs can support your objectives.

Serving hedge funds, asset managers, and financial institutions globally