Quantiply

Costas Kellas, the firm's founder, serves as Chief Investment Officer and runs the investment process. He holds a PhD in a quantitative discipline and oversees both the research pipeline and portfolio construction. All strategy and risk decisions flow through him.

The firm crawls and processes its own datasets rather than buying off-the-shelf feeds. Sources include satellite imagery, online job postings, shipping and logistics data, and consumer transaction panels. Machine learning models — including NLP and computer vision — extract tradable signals from this raw unstructured data.

Quantiply builds proprietary web-crawling infrastructure instead of licensing datasets from vendors like Thinknum or YipitData. This means the firm controls the entire data supply chain from collection to cleaning to signal generation. The trade-off is higher fixed engineering costs in exchange for data that competitors cannot easily replicate.

Quantiply is an asset manager — specifically a systematic hedge fund. It manages external capital, not a single-family pool. The firm operates as a pooled investment vehicle targeting liquid equity markets, not as a family office or venture capital platform.

The firm trades global developed-market equities, focusing on liquid names to avoid capacity constraints. There is no published sector concentration, and the strategy is market-neutral in posture, blending statistical arbitrage with medium-frequency directional signals.