Hephaestus Quant

We're a small quantitative research group at TU Delft. Started in Fall 2025 with a handful of people who wanted to do factor research properly, with real methodology, not stock-picking dressed up in quantitative language.

The group builds research infrastructure (Kernel: currently sec master and clean data; backtest engine and more planned), studies factor-based investing, and tries to understand market regimes. We're small by design: a few people working on hard problems with high standards is more useful than a large group producing surface-level work.

Location

TU Delft, Netherlands

Founded

Fall 2025

Size

Small core group. We don't publish a number because it changes.

Focus

Factor models, regime analysis, risk decomposition, backtesting infrastructure

Software

Kernel: research stack; sec master and clean data now, backtest engine etc. planned

Capital

Members invest independently. We don't manage money as a group.

Not a social club, not a stock-picking group, not a fund. We don't run pitch sessions or portfolio competitions. There's no group portfolio and no consensus-driven investment process.

Hephaestus Quant produces methodology and research tools. What members do with that in their own accounts is their own business.

Greek god of the forge. The craftsman, not the warrior. We liked the idea of naming a research group after the figure who builds the tools rather than the one who uses them. It seemed honest about what we actually do most of the time: infrastructure work.