Framework

Main QuantJourney Framework

AI-Agent-Native Investment Infrastructure: MCP Access to IBOR, PMS, Risk and Research

TL;DR We built two MCP servers that let Claude and other AI agents query QuantJourney’s real investment infrastructure - market data, IBOR/PMS portfolio…

May 26 • Jakub

How Portfolio Managers Actually Work - and What Has to Run Underneath

This is part of an ongoing series making QuantJourney's architecture visible.

May 25 • Jakub

Service Identity at QuantJourney: Securing a Buy-Side Microservice Platform

This post is part of a broader effort to make QuantJourney’s architecture more visible.

May 24 • Jakub

The Buy-Side Platforms: Owning the Truth

Every fund, prop office, family office, and asset manager eventually faces the same strategic question:

May 6 • Jakub

The Hidden Problem in Buy-Side Platforms: Which Investment State Is True?

QuantJourney Framework

May 5 • Jakub

Investment Memory: Why Most Portfolio Systems Lie to You

<link: https://quantjourney.substack.com/p/designing-a-real-portfolio-management>

Apr 30 • Jakub

Moving Beyond Correlation – Hunting Alpha with Lead-Lag & Granger Causality

TL;DR Contemporaneous correlation tells you how to hedge, not where to position - directional alpha requires a non-zero lag.

Apr 22 • Jakub

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