Consistent Alpha, Powered by AI & Quantum Analytics

Founded by a former Managing Director of the Portfolio Management Group of BlackRock in New York, HedgeSPA delivers institutional-grade, graph-theoretic investment analytics. Achieve double-digit outperformance with meaningfully improved drawdown profiles—without relying on leverage or concentrated country or sector bets.

Explore Our Research Read Our Newsletter

Performance Snapshot

Positive alpha across 5 distinct market regimes.

~2
Sharpe/Info Ratio
>10%
Typical Annual Alpha (Unleveraged)
-75%
Max Drawdown vs. Benchmark
< 0.1%
Probability of Winning by Pure Luck

The Institutional Dilemma, Solved

The choice between legacy providers and unproven disruptors no longer needs to be a compromise.

Your Strategic Challenge

Adopting AI is imperative, but the path is fraught with risk. Do you partner with an expensive incumbent, potentially cannibalizing your client relationships? Or bet on a novel startup without proven technology or institutional experience?

Meanwhile, the market demands consistent alpha, robust reporting, and full regulatory compliance—all while controlling for drawdowns.

The HedgeSPA Solution

We provide the proven AI engine of a disruptor with the institutional rigor you require. Our Core Platform is a white-labeled, full-stack operating system for asset management.

Outcome: You launch and manage outperforming investment products—from asset selection and automated rebalancing to compliant reporting—while we handle the complex technology.

Discover Our Solution

How The AI Engine Helps

A complete suite of AI tools powered by graph theory, machine learning, and scalable cloud architecture.

Big Data Fabric

Automated ingestion and structuring of global market, fundamental, economic, and alternative data for a true investment edge.

Self-Calibrating AI

Proprietary machine learning models that continuously learn from prediction errors and adapt to new market regimes.

Graph-Theoretic Analytics

Model markets as dynamic networks to identify non-obvious relationships and hidden systemic risks.

Proactive Drawdown Control

Stress-test portfolios in real-time using forward-looking scenarios, potentially reducing drawdowns by up to 75%.

Full Automation

From signal generation to execution and reporting. Monitor vast asset universes for sentiment shifts and ESG criteria automatically.

Institutional Pedigree

Technology validated by top-tier scientific publications and a 6+ year track record. Built by former BlackRock leadership.

Ready to Deploy Proven AI?

Schedule a private demo to see how the HedgeSPA Core Investment Platform can be tailored to your firm's specific assets, liabilities, and investment mandate.

HedgeSPA: Where your goals drive our mission.

Contact: enquiries@hedgespa.com

In case your browser blocks email links, please email us directly at enquiries@hedgespa.com.

AI-Powered "Operating System" for the Buy-Side

We've built the OS for AI-empowered investing and digital assets

Foundational infrastructure for asset managers, hedge funds, and institutional investors, enabling buy-side firms to build their own intelligent investment solutions. Our battle-tested AI-powered operating system is already deployed at scale, providing the computational foundation for next-generation buy-side financial institutions.

The Evolution of Buy-Side Automation

From legacy systems to AI-powered infrastructure - the complete transformation journey for asset managers and institutional investors

Past

  • Semi-manual processes
  • Isolated legacy systems
  • Reactive decision-making
  • Limited scalability
→

Present

  • AI-powered automation
  • Integrated platform
  • Predictive analytics
  • Cloud scalability
→

Future

  • AI-powered OS for buy-side
  • Public market sleeve portfolios
  • Private market digital assets
  • Institutional tokenization

Total Solution Suite

Five comprehensive solutions powered by our core AI/Graph Neural Network engine, delivering institutional-grade performance across all asset classes, public markets and private markets.

1

Manufacture & Manage Investment Products

A full-stack platform to build and run investment strategies—from alpha generation and portfolio construction to automated reporting and investor portal updates, managing meaningful AUM by licensed asset managers.

  • Alpha generation & backtesting with ability to accommodate your own "secret sauces"
  • Portfolio first-time construction and automated on-going rebalancing
  • Auto collection of free structured/unstructured data integrated with subscription sources
  • Automated generation of rebalancing, company research and more than 20 portfolio reports
  • Auto trade execution & confirmation capture
  • Secure investor portal updates (embeddable via iFrame with end-investor security)
  • Fully API-enabled with both easy & professional UIs
2

Distribute Investment & Insurance Products

AI-powered distribution platform with high-accuracy product recommendations for complex financial profiles, enabling compliant digital and in-person sales, in deployment at tier-1 global bank.

  • AI recommender for investor profiles with 50+ fields
  • At/Near 100% in-sample accuracy for compliance clarity
  • "Add-on" coverage triggers specified by customize rules
  • Ability to partially retrain models with new customer behavior
  • Digital sales channel enablement with local language support
  • Customizable product catalog by region or segment
  • (Beta) Local-language AI Chatbot for front-line conversational interaction
3

White-Label Investment Strategies

Immediately deployable, institution-grade strategies, already white-labeled by top-tier US investment bank, with regulated ISIN notes forthcoming.

  • Selected Portfolio Indices listed on Bloomberg
  • Single Market Strategies: Greater China and Hong Kong, Taiwan, Korea, US (Broad Market), US (Tech & Biotech), Japan, Australia
  • Multi-Strategy: Multi-market Alpha, with Auto Stop-Loss Triggers as client options
  • Arbitrage Strategies: Treasury Arbitrage, Crypto Arbitrage
  • All strategies showing statistically significant and consistent alpha
  • (Forthcoming) ISIN notes for regulated distribution
4

Private Market Investment Projects

Proprietary AI/graph engines solving complex stochastic optimization problems for large-scale real assets projects, such as in renewable energy.

  • AI/Graph engine for stochastic optimization
  • DCRNN/MARL control of chemical processes
  • 2-3X efficiency gains in renewable energy generation
  • FEED (front-end engineering & design) project in Scotland with government support
  • 100MW+ scale production deployments in discussion
  • Hydrogen derivatives production (methane, methanol) for blending with traditional fuels to meet post-2030 legal requirements
  • Compartment structure can be easily replicated for other private investment projects

AI/Graph Neural Network Real-Time Stochastic Control/Optimization Engine

5

Digital Assets & Tokenization

End-to-end tokenization platform for creating, managing, and trading digital assets, from paper-backed tokens to fully digital assets.

  • Paper assets issued in Luxembourg coupled with utility tokens for simpler distribution
  • Convertible-style financing for producers (precious metals, oil/gas)
  • Transition financing for renewable energy
  • USD 100M+ in assets pledged as collateral
  • Secured custody at free port facilities
  • (Beta) Direct digital assets based on smart contracts
  • (Forthcoming) Closed-end funds as tradable tokens
  • (Forthcoming) Custody & trading with institutional security

OS for Buy-Side: Your Complete AI Infrastructure

Just as the Big Techs provide cloud infrastructure for the tech industry, we provide AI infrastructure for the buy-side. Build or customize your own intelligent investment analytics platform on our proven operating system seeded by over 10 years of R&D grants.

Core AI/Graph Engine

Self-calibrating machine learning models for predictive analytics, automated portfolio construction/rebalancing, and real-time market regime detection. Continuously learns from live market data, including unstructured data such as news and social media.

Graph Intelligence Layer

State-of-the-art graph theory applications modeling financial markets as dynamic networks. Identify systemic relationships and hidden structures in complex, high-dimensional financial datasets. Continuously compute your best next moves.

Quantum-Ready Architecture

Certain highly complex computations are built with quantum-ready libraries for exponential scaling. Ready for quantum advantage as hardware matures, with GPU-based, fully-compliant quantum simulation capabilities today.

Testimonial

Here's what the head of a billion-dollar team has to say about our team:

I've known [Company Founder] Bernard for more than three decades through our Stanford circles, and one thing has always stood out: he brings professionalism and dedication to everything he touches. With his résumé, he could have taken any number of easy, comfortable paths — but he chose the harder road with the one thing he is passionate about. That says a lot. In January 2024, I asked him — still happily based in California — to fly to Hong Kong to chair the AI session at an annual event co‑hosted by Stanford Business School Chapter of Hong Kong and S&P Global. He showed up, delivered exactly the kind of thoughtful leadership I expected… and somehow never really left. When Bernard commits, he commits all the way to the end.

EL

Edan Lee

Company Strategy Advisor; Managing Director, Leading PE Manager of Asian Sustainability Assets

Innovation That Redefines the Possible

Our investment analytics are built upon peer-reviewed research published in top-tier scientific venues. This rigorous academic foundation bridges theoretical innovation with practical financial engineering applications.

Ph.D.s

Advanced STEM Degrees
from Top Global Universities

CFAs

Team Members with CFAs
and Similar Credentials

25+

Peer-Reviewed Publications
Top-Tier Scientific Venues

6

Authored Books
Industry & Academic Texts

Built on Decades of Tireless Scientific Research

From early financial engineering to cutting-edge quantum computing applications, our research has consistently advanced the field of quantitative finance.

2023-2025

Quantum Computing & Sustainable Finance

Pioneering research at the intersection of quantum computing simulation, graph neural networks, and sustainable finance applications including green hydrogen production and tokenization.

Quantum Computing Graph Neural Networks Sustainable Finance MDPI Journals

Key Output: Practical quantum algorithm testing on GPU simulators, AI-driven green hydrogen optimization frameworks.

2018-2022

Graph Theory in Portfolio Construction

Developing practical applications of graph theory for portfolio construction and predictive modeling on continuously updating financial datasets.

Graph Theory Portfolio Optimization Time Series Analysis IEEE Proceedings

Key Output: Graph cut algorithms for portfolio segmentation, time-constrained predictive modeling frameworks.

2010-2017

Sovereign Wealth & Market Microstructure

Research on sovereign wealth management, market microstructure analysis, and the application of advanced statistical methods to understanding market dynamics and liquidity.

Sovereign Wealth Market Microstructure Liquidity Analysis Policy Research

Key Output: Sovereign wealth investment frameworks, flash crash analysis methodologies, extreme event modeling.

2000-2009

Foundational Risk Management

Foundational work in risk management methodologies, hedge fund analytics, financial derivatives, and the development of industry-standard compliance frameworks.

Risk Management Hedge Fund Analytics Financial Derivatives Industry Standards

Key Output: Textbooks on investment analytics, contributions to FAS 133/IAS 39 compliance standards.

Selected Publications

Peer-reviewed research spanning quantum computing, graph theory, sustainable finance, and traditional financial engineering.

Journal Article

Spectral Graph Compression in Deploying Recommendation Algorithms on Quantum Simulators

MDPI Computers, August 2025 | Quantum Computing, Graph Theory

Novel approach to compressing financial correlation graphs for efficient quantum circuit simulation, reducing computational complexity while preserving key portfolio relationships.

View Publication →
Journal Article

Green Hydrogen Production, Transportation, Securitization and Tokenization using Graph-Neural-Network AI-Automated Control

International Journal on Advances in Intelligent Systems, 2023 | Sustainable Finance, AI

Applying graph neural networks to optimize green hydrogen supply chains and create novel financial instruments for renewable energy project financing.

View Publication →
Conference Proceedings

Building Socially-Impactful Domain Knowledge Applications Using Graph Neural Networks

Springer Nature, November 2023 | Graph Neural Networks, Applications

Framework for applying graph neural networks to socially impactful domains including sustainable finance and renewable energy project evaluation.

View Publication →
Conference Proceedings

Proceedings of IEEE Quantum Week

IEEE Quantum Week, September 2023 | Quantum Finance

Exploring practical applications of quantum computing in portfolio optimization and risk management scenarios using current quantum simulators.

View Abstract →
Book

Investment Analytics: Theory and Practice

World Scientific, 2019 | Finance, Education

Comprehensive textbook bridging theoretical quantitative finance with practical investment applications, used in graduate programs globally.

Learn More →
Book Chapter

Proceedings of the Joint BIS/ECB/World Bank Conference on Strategic Asset Allocation

Macmillan, 2010 | Central Banking, Asset Allocation

Contribution to seminal central banking publication on strategic asset allocation methodologies for sovereign institutions.

View Chapter →

Core Research Domains

Interdisciplinary research at the intersection of finance, computer science, and sustainable technology.

Graph Theory & Network Analytics

Applying graph-theoretic methods to model financial markets as dynamic networks, identifying systemic relationships and hidden structures in complex financial datasets.

Quantum Financial Engineering

Exploring quantum algorithms for portfolio optimization, risk management, and financial modeling using current quantum simulators and near-term quantum hardware.

AI & Machine Learning in Finance

Creating self-calibrating machine learning models for predictive analytics, automated portfolio construction, and real-time market regime detection.

Sustainable Finance & ESG

Developing AI-driven methodologies for ESG integration, green bond valuation, and sustainable project financing using alternative data and machine learning.

Research Partnerships & Collaborations

Collaborating with leading academic institutions, research centers, and industry partners to advance financial innovation.

Stanford University
Imperial CollegeLondon
Princeton University
Cambridge University
Singapore ManagementUniversity
FraunhoferInstitute
ACM
IEEE
Springer-Nature
IARIA
World Scientific
MDPI
World Bank
Asian DevelopmentBank
Stanford University
Imperial CollegeLondon
Princeton University
Cambridge University
Singapore ManagementUniversity
FraunhoferInstitute
ACM
IEEE
Springer-Nature
IARIA
World Scientific
MDPI
World Bank
Asian DevelopmentBank
20+ Global Partners
7+ Countries
30+ Joint Projects
30+ Years Collaboration

Our research has been presented at venues including the American Economic Association, Joint Statistical Meetings, IEEE Quantum Week, and featured in collaborations with official institutions such as the World Bank and the Asian Development Bank, with awards from central banks and leading industry associations globally.

"True advancement occurs at the intersection of deep scientific understanding and engineered real-world applications. The Company's research programme exemplifies this union, and it is where our efforts are focused."

Professor Anthony G. Constantinides

Company Science Advisor, Fellow of Royal Academy of Engineering, Elected to US National Academy of Engineering

1. Executive Summary

Key Insights for Institutional Investors

As the current U.S. administration reaches its two-year mark, deeper structural forces are increasingly dictating policy direction over partisan political cycles. Institutional actors are implementing coordinated, multi-year frameworks to address persistent structural challenges.

  • Interest Rate Paradox: Aggressive Fed cuts in 2026 followed by sharp reversal toward 5%+ yields by 2028-2029
  • Elevated China Risk: Trade vulnerability assessment raised with potential 10%+ contraction in China-sensitive sectors
  • Structural Policy Shifts: Domestic consumption rebalancing, global security recalibration, and alternative fiscal approaches
  • Cross-Asset Implications: Sector divergence in equities, non-linear yield trajectory, and currency regime risks

The coming years present both significant challenges and opportunities for discerning investors who can separate structural trends from cyclical noise and position accordingly. Those who successfully adapt their analytical frameworks may achieve substantive alpha generation through informed positioning in policy-supported sectors.

Figure 1: Global Economic Landscape

Global Economic Landscape
Illustration of structural policy impacts across global markets

2. Macroeconomic Analysis

2.1 The Monetary-Fiscal Policy Paradox

The Federal Reserve faces a complex set of competing pressures that will likely produce a distinctive two-phase interest rate cycle. During 2026, economic slowdown signals and political imperatives for growth support should prompt aggressive easing measures.

Figure 2.1: U.S. Inflation Indicators & Fed Policy Path (Jan 2024–Jan 2026)

U.S. Inflation Indicators
Source: U.S. Bank, BNP Paribas. CPI YoY trending downward through 2025, with slight January 2026 uptick.

Beginning in 2027, fiscal dynamics are poised to reassert their dominance over monetary policy. The scale of Treasury issuance—potentially exceeding $2 trillion annually—threatens to overwhelm traditional buyer demand. These supply pressures will coincide with renewed inflationary impulses from sustained tariff pass-through effects and structural labor market tightness.

2.2 Elevated China Trade Vulnerability

China's position in the global trading system faces unprecedented stress, warranting an escalation of our risk assessment from medium-high to high. Multiple converging factors drive this reassessment:

  • Potential comprehensive 25% tariffs across all Chinese imports
  • Accelerated supply chain relocation initiatives gaining momentum
  • Technology decoupling in semiconductors, AI, and green energy
  • Domestic challenges including property sector adjustment and demographic transitions

3. Scenario Analysis (2026-2029)

Managed Structural Adjustment
 50–60% 

Base Case: Gradual demand moderation through selective tariffs, measured geopolitical retrenchment with regional burden-sharing, targeted deregulation in energy and industrial sectors.

Market Implications: Sticky inflation (3-4% range), neutral rates 3.5-4.5%, moderate equity volatility with sector divergence favoring defense, energy, and domestic industrials.

Accelerated Realignment
 25–35% 

Downside Scenario: Aggressive across-the-board tariffs exceeding 25%, rapid cuts to non-defense discretionary spending, sharper-than-anticipated geopolitical shifts.

Market Implications: Elevated inflation potentially exceeding 5%, substantial supply chain disruption, emerging market stress in Asia, currency volatility with short-term dollar strength.

Stabilization & Moderation
 10–15% 

Upside Scenario: Tariff moderation through negotiated settlements, greater regulatory stability, partial re-engagement with traditional allies.

Market Implications: Lower volatility, easing inflation toward 2-3% target, stronger corporate investment, support for selective risk assumption in technology and renewable energy.

Figure 3.1: Global GDP Forecasts for 2026

Global GDP Forecasts
Source: BNP Paribas, S&P Global. U.S. GDP growth projected at +2.9%, above potential and higher than 2025's +2.3%.

4. Cross-Asset Implications

4.1 Equity Market Dynamics

The equity landscape will be characterized by pronounced sectoral divergence across all scenarios:

Figure 4.1: Sector Performance Divergence (2024–2026 YTD)

Sector Performance Divergence
Source: UBS, BNP Paribas. Defense and Energy sectors show relative strength, while Consumer and Technology face headwinds.

4.2 Fixed Income Considerations

Fixed income markets face a complex environment given the anticipated non-linear trajectory of Treasury yields:

Figure 4.2: U.S. Treasury Yield Curve Evolution (2024–2026)

U.S. Treasury Yield Curve Evolution
Source: U.S. Bank, UBS. Illustrates the two-phase rate cycle: easing in 2025–2026 followed by potential steepening in 2027–2029.

Strategic Asset Allocation Framework

Asset Class Strategic Allocation Key Considerations
Equities
45-50%
 Emphasize quality, low volatility factors, policy-aligned sectors
Fixed Income
25-30%
 Shorter duration, inflation protection, barbell approach
Commodities
10-15%
 Inflation hedging, geopolitical risk mitigation
Alternatives
10-15%
 Infrastructure, private credit, hedge funds
Cash
5-10%
 Optionality for dislocations, scenario pivots

5. Regional Vulnerability Assessment

Figure 5.1: Regional Risk Map

Regional Risk Map
Multi-dimensional assessment of regional vulnerabilities and opportunities

5.2 Detailed Regional Analysis

China: Elevated Risk Assessment

The combination of high trade exposure to U.S. markets, ongoing technology decoupling, and domestic economic transitions creates a uniquely challenging environment. While China retains substantial policy tools and domestic market scale, export-oriented sectors face structural headwinds that will require significant adaptation.

Japan & South Korea: Nuanced Position

High trade exposure creates vulnerability to tariff developments, while security dependence ensures continued alignment with U.S. strategic priorities. This dual position creates both challenges and opportunities—particularly in defense industrial cooperation and technology supply chain participation.

ASEAN: Crossroads of Opportunity

Several member states are positioned to benefit from manufacturing relocation away from China, but this transition requires substantial infrastructure investment and policy coordination. Dollar sensitivity remains elevated across the region, creating vulnerability to both U.S. monetary policy developments and potential currency volatility.

6. Portfolio Strategy Recommendations

6.1 Strategic Principles

  • Policy-Aware Allocation: Map portfolio exposure to institutional policy priorities rather than transient political developments
  • Resilience Building: Maintain liquidity, preserve optionality, and implement extreme downside protection
  • Scenario Flexibility: Maintain capacity to pivot across base, downside, and upside cases as conditions evolve
  • Cross-Border Balance Management: Account for both currency volatility and geopolitical concentration risks

6.3 Implementation Considerations

Portfolio Review Cadence

  • Monthly: Policy implementation review and portfolio rebalancing
  • Quarterly: Scenario probability updates and risk factor assessment
  • Semi-Annually: Strategic allocation assessment and framework adjustment
  • Annually: Complete framework reassessment and strategic realignment

7. Conclusion

The 2026-2029 investment landscape will be fundamentally shaped by structural U.S. policy adjustments that transcend normal political cycles. Institutional actors are implementing coordinated frameworks to address long-standing economic and strategic challenges, creating a distinct market regime characterized by persistent elevated volatility, structural sectoral divergence, emerging currency regime risks, and heightened cross-border complexity.

Successful navigation of this environment requires moving beyond traditional political analysis to understand institutional policy architectures and their implementation pathways. Portfolio construction should emphasize resilience, optionality, and alignment with durable policy directions rather than transient political developments.

Download Complete Report

Access the full 2026-2029 Market Outlook with detailed analysis, charts, and data sources.

Download PDF Report

Ready to Build the Best AI-Powered "OS" for The Buy-Side?

HedgeSPA = Rigorous Research × Cutting-Edge AI × Your Talent

Founded by a former BlackRock MD who decided the Buy-Side needed a new AI-powered Operating System (OS). We're the secret sauce behind some of the biggest buy-side institutions' smartest moves. Think of us as the tech startup that buy-side institutions actually listens to.

Why This Isn't Your Typical Job

Get Real. Make Impact. Level Up.

Traditional Jobs

  • Coffee runs
  • Spreadsheet work
  • Watching from the sidelines
  • "Learning opportunities"

HedgeSPA Career

  • Contributing to real portfolio decisions
  • AI-powered analytics
  • Building actual systems
  • Getting published in top scientific journals

Available Positions

Join our team and build the future of finance

Quantitative Finance Engineer

Turn data into decisions for global investors

You will be responsible for:

  • Building trading models that make real money
  • Analyzing patterns in billions of market data points
  • Protecting portfolios from market volatility
  • Translating complex mathematics into client insights

Technical Requirements:

Python/R Big Data Analysis Statistical Modeling

Ideal candidates enjoy solving complex problems, excel in mathematical reasoning, and appreciate systematic optimization approaches.

Specific Roles:

Machine Learning Specialist Pure/Applied Mathematician/Computation Scientist Financial Mathematics Specialist Process/System Engineer Web3 Specialist

Fintech Developer

Build the operating system of institutional finance

You will be responsible for:

  • Designing tools that simplify complex financial workflows as a full-stack developer
  • Building robust platforms handling substantial transaction volumes
  • Developing data pipelines that connect diverse systems
  • Implementing security measures for financial data protection

Technical Requirements:

JavaScript/React Java/C++ SQL Cloud Infrastructure

Ideal candidates continuously seek better technical solutions, value clean architecture, and enjoy making complex systems work seamlessly.

Specific Roles:

C++ Developer Java Developer with Docker Front-end Javascript Developer with REACT Unix Admin/Security Specialist Enterprise Python

Career Paths at HedgeSPA

Six distinct career trajectories our team members have pursued
The Capstone-to-Leader Path

Praveen

NUS Electrical Engineering

Built innovative solutions for his capstone project, gained experience at major financial institutions, and returned to HedgeSPA as Tech Team Lead.

Demonstrates our commitment to hiring and promoting talented professionals for substantial roles
The Undergraduate Superstar

Jenny

Cambridge Computer Science / PolyU

Worked with us during her undergraduate studies and published two papers in top-quartile computer science journals, continuing to collaborate from the UK.

Shows that meaningful research publication is possible during early career stages
The Math-to-Money Converter

Colin

HKU Quantitative Finance / Oxford

Developed trading strategies that earned recognition in academic papers submitted to top-tier financial mathematics journals, proving quant research has real impact.

Illustrates how quantitative research translates to real financial applications
The AI Finance Hacker

Kelly

HKUST / University College London

Worked on government AI sandboxes to ensure regulatory compliance, then applied this experience to transform AI language interfaces into powerful financial tools.

Highlights the intersection of AI innovation and financial regulation
The Bridge Builder

Gabriel

Cambridge University

Translated complex mathematical models into practical tools that real financial professionals can use, making quantitative finance accessible and actionable.

Shows the value of translating theoretical models into practical applications
The Global Grant Master

Sharon

HKU / Peking University

Helped secure UK R&D funding that established our global expansion, demonstrating how innovative ideas can secure substantial institutional investment.

Demonstrates that your work can fundamentally shape a company's strategic direction

Compensation and Development

Competitive Compensation Package

Includes market-competitive salary and employee stock options, providing actual ownership in what you build.

Professional Development

  • Opportunities to publish in respected scientific journals
  • Direct mentorship from former BlackRock leadership
  • Professional connections with global reach
  • Technical skills highly valued by leading financial institutions

Meaningful Work Impact

Your contributions directly influence real financial systems and decisions.

Your Contribution
Technical work
→
Real Portfolios
Investment systems
→
Financial Impact
Tangible results

Application Process

Submit your application materials for consideration
1

Curriculum Vitae

PDF format preferred, focus on content over formatting

2

Academic Transcript

Demonstrate your learning capability and academic performance

3

Code Samples

Examples of your technical work and problem-solving approach

4

Cover Letter

Explain your interest and relevant experience

Submit materials to:

In case your browser blocks email links, please email us directly at recruitment@hedgespa.com.

Frequently Asked Questions

Is finance experience required?
No prior finance experience is required. We provide comprehensive training in financial concepts and institutional practices. We value strong analytical ability and technical skills, which we consider more important than prior finance knowledge.
Can I work on both quantitative and development tracks?
Yes, many of our most successful team members work across both domains. We value interdisciplinary approaches and encourage team members to develop skills in both quantitative finance and technical development.
What is the application timeline?
We review applications on a rolling basis and typically provide an initial response within two weeks. For candidates who advance, our aim is to complete the interview process within approximately four weeks, with flexibility to accommodate academic schedules and other personal commitments.
Will there be an audition component after I am short-listed?
For applicants who are unable to submit professional-quality work products for us to evaluate, we may include a structured audition period that involves completing simple but practical tasks drawn from our LIVE client issue queue. This supports our commitment to selecting team members based on demonstrated merit and practical capability. Since the audition is an evaluative stage, you should expect that not all candidates will move forward. This way, all applicants are assessed consistently and without exception to ensure a fair, equitable, and supportive process.

"I've spent more than two decades trading and managing capital for ultra‑high‑net‑worth families, and I can say with confidence that HedgeSPA's training is exceptionally strong. It's demanding by design, and those who succeed show real capability. While I'm not here to poach talent, careers do naturally evolve — and when they do, I'm always interested in meeting well‑trained professionals, and will be glad to review the résumés of successful HedgeSPA alums."
— Galen Murphy, Incoming Board Member and Lead Shareholder, Wealth and Asset Manager for Ultra‑High‑Net‑Worth Individuals

Professional Opportunity

This position involves meaningful technical work that influences real financial systems, not peripheral administrative tasks. You will work on substantive projects alongside experienced professionals who have operated at the highest levels of institutional finance.

If you are prepared to move beyond observational roles and begin building substantive financial technology systems, we invite you to apply.

In case your browser blocks email links, please email us directly at recruitment@hedgespa.com.

Connect with Our Team

Engage with leading quantitative researchers, explore collaboration opportunities, or discuss how our R&D foundations can benefit your organization. We're building the "OS" for the Buy-Side through rigorous research and innovative applications.

Sales & Tech Inquiries

API access & platform integration

Career Opportunities

Join our research-driven team

Industry Partnership

Applied research initiatives

Dedicated Contact Channels

Connect with the right team for your specific inquiry. We maintain specialized channels to ensure your questions reach the most appropriate experts.

Sales & Technical

For API integration, technical support, platform access, and development partnership inquiries.

Primary Contact

salesnsupport@hedgespa.com

Response Time

Within 24 hours for urgent technical issues

Scientific User Guide

Scientific User Guide published by the Publisher of Nobel lectures

Careers & Talent

For internship applications, full-time positions, and questions about joining our research team.

Primary Contact

recruitment@hedgespa.com

Application Review

Initial review within 5-10 business days of submission

Required Materials

CV, transcript, code sample, project portfolio

Industry Partnership

For business collaborations, applied research projects, and partnership opportunities.

Primary Contact

enquiries@hedgespa.com

Response Time

Within 2-3 business days

Business & Deployment Hub

Central District, Hong Kong SAR

Preferred Contact Methods

For detailed inquiries, please email the appropriate team directly. We've streamlined our communication channels for faster response times.

Direct Email Contacts

We've found that direct email communication provides the clearest and most efficient way to handle inquiries. Please use the email addresses below based on your specific needs. All emails are monitored during business hours (Monday-Friday, 9:00 AM - 6:00 PM HKT).

Technical & Sales Inquiries

For API documentation, technical support, platform access questions, and sales-related discussions.

salesnsupport@hedgespa.com

Careers & Recruitment

For job applications, internship opportunities, and questions about joining our research team.

recruitment@hedgespa.com

Partnerships & General Inquiries

For business collaborations, research partnerships, media inquiries, and other general questions.

enquiries@hedgespa.com

What to Include in Your Email

  • Clear subject line indicating the purpose of your inquiry
  • Your name and affiliation (university, company, or institution)
  • Specific details about your question or proposal
  • Relevant background information
  • Any timeline considerations or deadlines

Our Global Centers

Connect with our teams across key locations worldwide.

HK
Hong Kong
Business & Deployment Hub

Primary deployment center focusing on quantitative finance, AI applications, and Asia-Pacific market analytics. Our largest team with full facilities.

Address:

Unit 1806, 78-90 Wing Lok Street,
Sheung Wan, Hong Kong

+852 6143 3758

SG
Singapore
Technology & Development Center

Specialized in platform development, API architecture, and Southeast Asia market research. Houses our core engineering and technical teams.

Address:

12 Woodlands Square, #05-70,
Woods Square Tower 1,
Singapore 737715

+65 9183 1492

ED
Edinburgh
Research Laboratory (Under Establishment)

A strategic collaboration center for visiting scholar programs and theoretical research, pioneering partnerships with the University of Edinburgh and other top institutions in the UK and the EU.

Future Address:

Bayes Centre, 47 Potterrow,
Edinburgh, EH8 9BT,
United Kingdom

Opening Q2 2024

Frequently Asked Questions

Common questions about contacting our team and collaboration opportunities.

How much does the minimum deployment cost?
Our deployment is often designed to replace the equivalent workload of at least one to two junior full‑time staff, often resulting in net savings to your organization. The exact cost depends on your specific requirements and integration needs.
Do you offer API access to your models?
Yes, we offer API access to our models for subscribers as well as qualified research partners. Access is typically granted after signing subscription agreements or through our partnership program.
What should we include in a collaboration proposal?
Please include the following in your proposal: 1) Objectives and key questions to address 2) Targeted outcomes and success criteria 3) Timeline and expected deliverables 4) Required resources, data, or system access 5) Go‑to‑market, deployment, or publication plans 6) Team composition and relevant expertise 7) Financial considerations or budget framework 8) How the proposed collaboration aligns with your strategic and commercial goals as well as ours.
(Applicable to researchers only) What types of research collaboration do you typically engage in?
We have existing collaboration on: 1) Joint academic research projects with universities, 2) Industry-academia partnerships for applied research or proof-of-concept (POC), 3) Visiting scholar programs, 4) Post-graduate supervision and mentorship, 5) Access to our research datasets for qualified research projects, and 6) Co-authoring papers targeting top-quartile scientific publications.

"The most impactful research bridges academic rigor with practical application. We welcome commercial as well as research collaborations that push the boundaries of financial technology."
— W. Bernard Lee, Ph.D., CFA, Founder & Chief Executive Officer

View Career Opportunities Explore Our Research