Quant team validates strategies across 30+ global markets
A quantitative research team used Gilito's backtesting engine to validate their proprietary strategies across international markets, discovering significant alpha in previously unexplored regions.
30+
Global markets validated
6 weeks
Instead of 6 months
+40%
Higher returns in new markets
2
New products launched
The challenge
Apex Research, a 5-person quant team, had developed proprietary momentum and factor-based strategies that performed well on US equities. However, validating these strategies across international markets required data from multiple vendors, custom infrastructure for each exchange, and months of engineering work. The team estimated it would take 6 months and $200K+ to build the infrastructure needed to test across 30+ global markets.
The solution
The team used Gilito's API to access strategy performance data across global markets, comparing their proprietary signals against Gilito's ranked strategies for the same assets. They used Gilito's multi-asset coverage to identify which markets showed the strongest signals for their strategy types, and used the backtesting results to calibrate position sizing across regions. The webhook integration allowed them to monitor strategy performance in real-time across all target markets.
The results
Within 6 weeks (not 6 months), Apex Research had validated their strategies across 30+ markets and discovered that their momentum approach generated 40% higher risk-adjusted returns in European mid-caps than in their original US large-cap universe. The team launched two new international strategy products based on the findings.
“Gilito's backtesting depth across global markets saved us months of infrastructure work. We found alpha where we weren't even looking.”
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