Cross asset research
Research experience across FX, commodities, equities, and fixed income futures using economic fundamentals, statistical methods, machine learning, NLP, and alternative data.
About Linero
Built from quantitative markets research and software engineering.
Linero applies quantitative research and engineering discipline to work that must be reproducible, reviewable, and practical to use.
The practice
Independent research across markets, models, and systems.
Linero is an independent quantitative research and consulting practice. Its work spans systematic research, portfolio construction, regime and risk modelling, backtesting, and the data infrastructure required to move analysis into repeatable use.
Financial engineering and software discipline are applied together, with emphasis on clear assumptions, reproducible analysis, practical implementation, and useful handover.
Experience applied
Experience in research, risk, data, and software.
Portfolio and risk
Signal evaluation, portfolio construction, regime modelling, risk management, and the implementation choices that separate a forecast from a usable process.
Research systems
Backtesting frameworks, data pipelines, transaction cost modelling, performance attribution, and monitoring designed as one connected research workflow.
Software and product
Earlier work in software engineering and product leadership brings production discipline, maintainability, and practical handover into the analytical work.
Leadership
Linero was founded by Kartik Agarwal, whose background spans quantitative markets research, software engineering, and product development.