Quantiply

Quantiply

Quantiply was founded in 2015 by Costas Kellas, who brought a background in computational statistics to the systematic equity space. The firm operates from Miami, placing it outside the traditional quant hubs of Greenwich and Chicago, and structures its research around the ingestion and monetization of alternative data. The firm runs a fundamentally driven quant equity book, blending statistical arbitrage with medium-frequency directional strategies. The investment process relies on natural language processing, computer vision, and time-series forecasting applied to non-traditional sources — web traffic, supply-chain sensors, and consumer transaction panels. The fund targets liquid, global developed-market equities, with no stated concentration in any single sector. The strategy is capacity-constrained by design, typical of managers who depend on proprietary data pipelines where crowding destroys the alpha signal. Team size and assets are not publicly reported, consistent with a below-the-radar operator that raises selectively from family offices and fund-of-funds rather than institutional consultants. The firm's Miami location gives it access to the growing pool of allocators relocating to South Florida. Quantiply has not disclosed adjacent vehicles or philanthropic entities. Quantiply's structural differentiator is its data-acquisition process. Rather than licensing commoditized alternative datasets from vendors, the firm builds its own web-crawling infrastructure, treating the raw internet as a sensor network. This creates a moat around data that is hard to replicate and harder to arb away — but it also makes the strategy technologically fragile and demanding to scale.