Quantum Grid Capital is seeking seed funding to complete the development of its fully automated quantitative trading system — a multi-asset, multi-broker, AI-augmented algo engine built on proprietary order-flow and Fibonacci structure logic. In return, early backers receive meaningfully better terms than any investor who enters after the algo goes live.
A fully production-ready algorithmic trading system — autonomous, scalable, and live across multiple asset classes and brokers. The core strategy logic is already built and battle-tested on MES/ES equity index futures. What remains is the engineering to make it industrial-grade.
A multi-timeframe pullback strategy combining Order Flow (DOM) analysis with Fibonacci structure detection across three timeframes (60R / 12R / 4R). Three entry paths, four volatility regimes, a strict 61.8% close gate, and a disciplined three-stage exit ladder. Targeting 25–50% baseline annual performance.
Extending the core algo beyond MES/ES futures to cover crypto derivatives (BTC, ETH), index options, and additional equity indices across European, US, and Asian market sessions. The team spans two continents by design — Nicolas Quinquis based full-time in Tokyo covers Asian session hours; Sorin Alexandrescu operates from Europe, covering EU and US overlap. Each new instrument and market session requires calibration of vol regime parameters, Fib zone tolerances, and liquidity windows.
A broker-agnostic execution layer and an AI-driven signal filtering pipeline. The execution layer normalises API differences across brokers for redundancy and best execution. The AI pipeline adds a regime classification layer on top of the rule-based engine — improving selectivity without compromising the core logic.
€15,000 per month for 12 months. Every euro is allocated to one purpose: completing the algo. The budget covers development resources, infrastructure, and the founder's living costs — because this requires 100% focus, not a side-project.
Target completion: 6 months. Budgeted runway: 12 months. The gap is not pessimism — it's honesty. Scalability, cross-asset calibration, multi-broker API integration, and AI pipeline development each carry genuine unknowns. Twelve months of runway means we solve them properly, not just fast.
Broker-agnostic execution layer. Multi-instrument framework. Cloud deployment pipeline. Monitoring infrastructure.
Port core strategy to crypto derivatives and additional futures. Calibrate vol regimes and Fib parameters per instrument.
Train and integrate the regime classification model. Signal scoring layer. Walk-forward validation across all instruments.
Go live on all instruments. Live performance monitoring. Buffer for unexpected problems, edge cases, and iteration.
Standard fund investors pay market-rate fees. Development-stage backers who make the algo possible receive materially better terms — locked in for the life of their investment. With a target return of 25–50% annually, the fee difference compounds significantly over time.
Quantum Grid Capital Management Limited (QGCM) is registered in Gibraltar (Inc. 123200). Four specialists spanning business development, quantitative trading, financial technology, and cross-market operations across Europe and Asia.
Financial IT and software engineering across Fixed Income trading desks at UBS, Merrill Lynch, Royal Bank of Scotland, BNP Paribas, and Natixis. Architect of the QGC DOM Algo — the proprietary order-flow and Fibonacci strategy at the core of the fund. Leads business development and technology strategy from Europe.
Based full-time in Tokyo, Nicolas covers Asian market session operations and business development across Asia-Pacific. His presence in Japan provides the team with direct access to Asian trading hours, local market relationships, and on-the-ground insight into Asian equity and derivatives markets.
Software engineering and systems development. Contributes to the core algo codebase, infrastructure build-out, and the multi-broker API integration layer. Focused on scalability, execution reliability, and the technical backbone that keeps the system running 24 hours across all market sessions.
Software engineering with a focus on quantitative systems and data pipelines. Contributes to the AI signal pipeline, volume profile and order flow data integration, and the monitoring infrastructure. Works alongside Ionut on the technical delivery of the expansion layer and production deployment.
The fund is registered in Gibraltar under the Financial Services Act 2019 and administered by Abacus Fund Administration Limited. Banking through Turicum Private Bank. The legal infrastructure is live — only the algo needs to be finished.
sorin@quantumgrid-capital.com