About
Seeking Edge Investment LLC is an independent quantitative research lab focused on systematic equity and options analysis.
Our Mission
We believe institutional-quality quantitative research should be transparent, reproducible, and held to the highest standards of statistical rigor.
Seeking Edge bridges the gap between academic factor research and practical portfolio construction — with real execution costs, real implied volatility surfaces, and real out-of-sample validation.
Team
Hongyi Gu
Founder & Lead Researcher
Quantitative researcher with background in statistical modeling, options pricing, and systematic portfolio construction. Columbia University.
We're growing
Interested in joining? Reach out below.
Research Principles
Radical Transparency
Every model, assumption, and result is published. No black boxes. Predictions are time-stamped before evaluation.
Out-of-Sample Rigor
No look-ahead bias. No in-sample cherry-picking. Every metric reported is from held-out test periods.
Real Execution Costs
Backtests include evidence-based bid-ask spreads from 282 real options chain observations. No frictionless assumptions.
Reproducible Research
Full pipeline code, data sources, and parameters are documented. Results are independently reproducible by any practitioner.
What We Deliver
Published Research
Peer-review-ready papers on factor models, options pricing, and portfolio construction. Pre-registered and time-stamped.
Signal Dashboard
Interactive access to live predictions, conviction tiers, and vol-edge metrics across 46 US mega-cap equities.
API Access
RESTful API for programmatic access to signals, portfolio weights, and regime data. Sub-50ms median latency.
Technology Stack
Get in Touch
Institutional inquiries, research collaborations, or API access requests.
contact@seekingedgeinvestment.comSeeking Edge Investment LLC · New York, NY · All research is for informational purposes only.