αQuant7Alpha
founding members · advisors · accountability

an institutional product, an institutional team.

The founding and advisory team brings over fifty years of Wall Street experience across capital markets, model risk, model validation, derivatives, options trading, and federal risk supervision — drawn from institutional banking, top-tier hedge funds, and Big-Four risk practices. Advisors contribute domain expertise in personal capacity; advisor cards remain in skeleton form while written consent is collected from each and go live as consents land. Capital flows are unaffected — Quant7 never custodies funds, by design.

Founder & advisory board

one operating principal · four personal-capacity advisors

Founding advisors contribute domain expertise in personal capacity. Their participation does not constitute endorsement by, or affiliation with, current or former employers. Advisors hold no operational role at Quant7 Alpha, LLC and have no access to client capital, signals, or platform infrastructure.

Founderlive
Haneef R. Haqq, MBA
Founder and Lead Developer

Twenty-plus years of industry experience including twelve years on Wall Street. Federally Commissioned U.S. Risk-Management Examiner and former supervisory-agency capital-markets subject-matter expert. Former Global Point-of-Contact for Citi's global prudential supervisory relationship; former member of Citi's Digital Asset Working Group and ABA representative. Deep specialization in capital markets, model risk, and model validation — consulting clients have included Citi, JP Morgan Chase, Goldman Sachs, Morgan Stanley, U.S. Bank, MUFG, and Mizuho. Currently Head of Credit Risk for the U.S. operations of a $400B FBO. MBA · GARP FRM Member · Certified Blockchain Expert™.

After two decades inside institutional risk — examining banks at the federal level, advising the largest G-SIBs through their hardest regulatory moments, and building capital-markets and model-validation frameworks at trillion-dollar institutions — I kept seeing the same gap: the discipline that protects institutional capital was never available to individual traders. Quant7 is what fixing that gap looks like — SR 11-7 model-risk framework, agent-supervised execution, audit-grade attribution. At a price point where it can actually reach people.

leads
Advisorconsent pending
[ADVISOR 01 NAME]
Advisor, Macroeconomic & Rates Strategy

Two decades of macroeconomic and credit research across top-five US banks. Expertise in rates, credit cycles, and regime classification.

contributes
placeholder · named advisor live pending consent
Advisorconsent pending
[ADVISOR 02 NAME]
Advisor, Derivatives & Volatility

Senior options trader at a top-tier multi-strategy hedge fund. Expertise in volatility surfaces, options market structure, and derivatives risk.

contributes
placeholder · named advisor live pending consent
Advisorconsent pending
[ADVISOR 03 NAME]
Advisor, Trading Operations & Execution Infrastructure

Senior trading-operations leader at a top-three US bank. Expertise in execution infrastructure, order-routing systems, and operational risk.

contributes
placeholder · named advisor live pending consent
Advisorconsent pending
[ADVISOR 04 NAME]
Advisor, Risk Governance & Audit Architecture

Former Managing Director at a Big-Four firm. Expertise in financial-services risk governance, SR 11-7 model-risk management, and audit-grade controls.

contributes
placeholder · named advisor live pending consent

discipline as a service.

The founding team is one identity. The advisory bench is another. Compliance posture is the third. All three belong on this page.

  • SR 11-7 risk-management aligned (fit-for-purpose model risk framework)
  • CFTC-regulated execution lane for S7 prediction-market positions (via Kalshi)
  • Self-custody architecture for digital-asset venues — capital never leaves the user's wallet
  • Trade-scope API keys only · never withdrawal scope · AES-GCM encrypted at rest

The product · audited state

full performance →
master scoreboardevery USD figure on this site traces here
as of 2026-05-16
calibration· backtest
+$15,840,000
net p&l · USD
annualized2.40
profit factor2.81
win rate+65.8 %
max drawdown-8.4 %
configurations cleared96 of 96

audit window 2025-05-14 → 2026-05-13

forward test· paper · live data
$ — pending
net p&l · USD
annualized
profit factor
win rate
max drawdown
configurations cleared0 of 96

14-day rolling · public verification gate

live· owner account
$ — pending
net p&l · USD
annualized
profit factor
win rate
max drawdown
configurations cleared0 of 96

activates when founding cohort signs on · owner account routes real trades

audit window 2025-05-142026-05-13·calibration data: tick-replay·forward test & live: launching with founding cohort