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Welcome to Quantext
Description
Quantext provides quantitative modeling software and professional services for applications ranging from portfolio simulation and risk management to insurance and litigation support. Geoff Considine founded Quantext in March 2002 to provide these and related services. He has worked on developing portfolio modeling tools for various applications for more than ten years, and clients include a range of large and mid-sized firms. Before founding Quantext, he was VP for Advanced Development at e-Acumen, a venture-funded firm that provided trading and and risk management platforms to large energy firms. Earlier in his career, he worked on a trading floor developing trading systems and strategy at Aquila Energy, then the second largest trader of electricity and gas in the United States.
Quantext's client list includes individual investors, financial advisors, portfolio managers, large corporations, agencies of the United States government, other consulting firms, and law firms. Our clients are both domestic and abroad.
Before entering trading and risk management, Geoff worked for NASA for seven years and holds a Ph.D. from the Department of Astrophysical, Planetary, and Atmospheric Sciences at the University of Colorado at Boulder. While at NASA, Geoff worked extensively on problems of statistical forecasting and simulation and published papers in a range of international scientific journals. This work included non-linear/non-parametric regression, Monte Carlo simulation, and extensive research on Fourier methods, wavelets, and other time-space decomposition methods. These academic methods led to development of financial modeling products, such as the use of Spectral Monte Carlo methods for portfolio simulation and calculation of Value-at-Risk.
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