From LLM-driven signal generation to fully automated fundamental portfolios — we build systematic, institutional-grade strategies for boutique funds, family offices, and serious capital worldwide.
End-to-end quantitative solutions — from strategy research through to live cloud deployment and ongoing institutional support.
Discuss Your Mandate →Built a fully systematic, cloud-hosted fundamental portfolio for a US RIA — running entirely without manual intervention.
The system screens the entire S&P 500 universe, scores each stock using a composite fundamental and martial scoring model, then constructs and rebalances the portfolio each week based on updated scores.
If fundamentals shift or earnings change, the portfolio adapts automatically. Built end-to-end, live on cloud infrastructure, delivering institutional-grade automation to a US advisor client.
Strategy expertise across asset classes and geographies — with global fundamental data access via FMP API.
I'm Sahil Shrivastava — a quantitative researcher and strategist with 4+ years of hands-on experience building systematic trading strategies, options architectures, and quant infrastructure across Indian and international markets.
My work spans the full depth of the field — from delta neutral and credit spread options strategies through futures systems, cycle-based analysis, and proprietary indicators developed entirely from first principles. I hold strong working knowledge of quant infrastructure including speed, latency, and execution architecture.
In recent years I transitioned into international markets, building and trading US500 options strategies and constructing fully systematic fundamental portfolios. I delivered a live, cloud-automated portfolio for J2 Capital, a US Registered Investment Advisor — running entirely without manual intervention, rebalancing weekly based on composite fundamental scores.
At the frontier of my work is LLM-based trading — a system where AI intelligence, not static rules, drives every signal. The model evaluates conditions, simulates on data, and generates trade decisions dynamically. This is not algorithmic trading as most practitioners know it.
Through NextGen Quant Solutions, I work with boutique funds, family offices, and institutions globally who want a genuine quantitative edge — engineered precisely, deployed live, and built to last.
See the ACHQ portfolio in action — 36 positions, composite fundamental scores, weekly rebalance data, and full performance metrics. Submit your details to unlock the complete report.
Whether you need a full quant portfolio, a specific strategy, or ongoing firm support — let's discuss what's possible for your mandate.