Independent Quantitative Research & Financial Analytics

Systematic research for sophisticated investors.

Illia Khalipov — independent quantitative researcher, Lausanne, Switzerland. I audit, build and refine systematic trading strategies for family offices and investment boutiques that run their portfolios in-house. Research only — no asset management, no conflicts of interest.

1 Researcher — no intermediaries
2 Regional rate schedules
3 Engagement levels
0 Retainers or hidden costs

01 — Why independent

The case for one researcher

Three years inside an investment fund taught me what institutional research costs — and how little of that cost is the research itself.

Institutional calibre, none of the overhead

Banks and large consultancies bill strategy set-ups at up to seven figures, then charge for every layer between you and the analyst. For a family office running its portfolio in-house, that price has little to do with the value of the research. Hourly research does.

No integration, no exposure

I work outside your organisation, on my own infrastructure and security protocols. No access to your internal systems, no head-count, no added operational or regulatory surface — and you never disclose more than the engagement requires.

Aligned by design

Remuneration is proportional to time spent — never to assets, never to profits. A practice built on a handful of long-term clients only grows if your strategies keep earning. Your interest and mine point the same way.

Direct access, zero hand-offs

You talk to the person who does the work. No account managers, no junior analysts, no outsourcing. Strategies decay with time — a standing research partner keeps them alive, and answers come from the source.

02 — Philosophy

How I work

One researcher. A deliberately small client base. Engagements built to last years, not quarters.

01

Selective by design

Few clients, trusted and long-term. Capacity is reserved, never scaled — depth of attention is the product.

02

Always on call

On call for any task within scope, at any time. Continuous support is part of the engagement, not an extra.

03

Your data, your results

Every deliverable and every dataset remains the exclusive property of the client. The methodology behind them remains mine.

04

Explainable, not exposed

Any model decision can be explained after the fact — in writing or in person, at any time. The principles embedded in a strategy are not disclosed.

05

Priced in hours, not in assets

No retainers, no hidden costs, no percentage of anything. Hourly or per-project remuneration, agreed in writing before work begins.

06

Full attribution

Clients see complete attribution of results — what worked, what did not, and why. The formulas stay proprietary.

03 — Services

Engagement levels & rates

Three levels, exactly as they appear in the engagement contract. Clear scope, clear rates, no retainers. Rates are structured by client region.

Level Included services Gulf & OPEC region Europe & Americas
Level 1 Analysis & Audit
  • Audit of existing strategies
  • Backtesting and validation
  • Parameter optimisation
  • Robustness testing
  • Statistical analysis
  • Full analytical report
CHF 25/h CHF 40/h
Level 2 Development & Integration
  • Strategy improvement or migration
  • Integration into a portfolio
  • Everything in Level 1

Additional tasks — short timeframes, data processing, simulations — CHF 60/h by prior agreement, in either region.

CHF 35/h base CHF 50/h base
Level 3 Custom Design
  • Strategy development from scratch
  • Multi-strategy portfolio construction
  • Audit and design of order-execution algorithms
  • Everything in Levels 1 and 2
CHF 40/h CHF 60/h

Projects are quoted on a fixed estimate of the minimum required time at the applicable hourly rate; work beyond the initial estimate is billed separately. External costs — market data, licences, datasets — are borne by the client. Intellectual property in all deliverables transfers to the client upon payment. Pre-existing methodologies and frameworks remain my property. Introductory rates, reviewed as the practice develops.

04 — Expertise

Scope of work

  • Quantitative analysis of financial time series — equities, ETFs, derivatives, futures
  • Development, backtesting and validation of systematic trading strategies — US equity markets, multi-asset
  • Multi-strategy portfolio optimisation — capital allocation, exposure aggregation, risk management
  • Analytical tooling for financial metrics and risk parameters of derivative structures
  • Optimisation of black-box functions on heterogeneous parameter spaces — proprietary methodology
  • Research reports and analytical materials; back-office, data-processing and monitoring software

Languages

PythonRC++RustVBA

Libraries

NumPyPandasSciPyscikit-learn

Data

SQLNoSQLTransact-SQLRedis

Networks & protocols

UDPTCP/IPFIX 4.xREST APISSH

Infrastructure

Proprietary backtesting frameworksProprietary optimisation frameworksExcel

Research runs on in-house backtesting and optimisation frameworks. No third-party black boxes: every assumption in the pipeline is known, tested and documented.

Outside scope

No discretionary asset management — no management mandate is held. No brokerage services or trade execution on client accounts. No personal investment recommendations within the meaning of the Swiss Financial Services Act (FinSA).

05 — Background

Education

Ongoing

MSc Financial Engineering

WorldQuant University

2021–2023

MSc Mathematics, with distinction

Dnipro National University

2017–2021

BSc Applied Mathematics, with distinction

Dnipro National University

06 — Contact

Begin with a conversation

1

Write

A few lines by email are enough to start.

2

Scope

A short call or written brief — the task, the data, the constraints.

3

Proposal

A fixed estimate: hours, rate, deliverables, timeline.

4

Contract & delivery

A written agreement, then the work begins. Every deliverable is yours.

Direct and confidential. There is no sales funnel — the first reply already comes from the researcher.

Location Lausanne, Switzerland

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