Quant Lambda is not a product built to sell signals.
It is a system built to explain markets.
About the project
What Quant Lambda is
An independent quantitative research project focused on understanding how information flows translate into real market behavior. A research framework designed to measure, model, and test how news actually moves markets.
What it is not
Not a content platform. Not a signal service. Not a black-box indicator.
The problem
Financial markets react to information long before it becomes obvious on price charts.
Most traders focus on:
Headlines, price movement, volatility
Very few systems measure:
Information strength, temporal intent, expected behavioral impact
Quant Lambda exists to close that gap.
The system
At its core, Quant Lambda transforms unstructured news into structured, testable data. Every news item is evaluated by sentiment direction, impact strength, asset relevance, and temporal intent (proactive vs reactive).
This allows users to model information pressure, study lag effects between news and price, and validate strategies on real market data.
Quant Lambda is configurable intelligence — not a fixed model.
Alex Senkevich
Founder of Quant Lambda · Independent Research Engineer
I design and build complex analytical systems at the intersection of quantitative research, data engineering, and market behavior modeling. My focus is on problems where information is noisy, incentives are misaligned, and decisions have real financial or strategic consequences.
I am particularly interested in market microstructure, information asymmetry, strategy robustness, and systems that explain reality instead of hiding it behind abstractions.
Quant Lambda exists because I wanted to build a system that explains markets instead of simplifying them. This project is not a side experiment — it is the result of years of engineering, research, and real trading constraints.
Research & Consulting
Quant Lambda is both a product and a research laboratory.
In parallel with Quant Lambda, I work on applied research and consulting projects that require deep technical thinking, strategic reasoning, and the ability to operate under uncertainty. I enjoy solving problems where requirements are unclear, data is noisy, and decisions have real financial or strategic consequences.
Areas: news-driven trading strategies, market behavior modeling, system architecture for analytical platforms, data-driven decision frameworks.
I don't build hype-driven products.
I build systems that explain why markets behave the way they do, allow hypotheses to be tested (not assumed), and give serious users tools they can reason about.
Quant Lambda is an ongoing project, continuously evolving through research, experimentation, and real-world feedback.