IBEX

Where Data Becomes Conviction

Empirical Research. Audited Performance. Institutional Clarity

The Ibex Quantitative Research Division publishes verified insights that define the new frontier of AI-driven market intelligence — from live broker data to comparative analysis versus elite hedge funds.

Access Full Institutional Report Subscribe to Monthly Insight Bulletin

Quantitative Intelligence Briefs

From Analysis to Alpha.

The Ibex Quantitative Research Division publishes a continuous series of briefs covering:

Volatility Conversion Models — How Ibex transforms turbulence into structured opportunity.
Comparative Hedge Fund Studies — Ibex VII vs Renaissance Medallion, Citadel, Two Sigma.
Latency and Liquidity Research — Execution efficiency under 10ms, slippage <0.12 pips.
Capital Efficiency Dynamics — Risk utilization <1.5% per trade; compounding alpha curves.

Benchmark Intelligence Dashboard

Quantitative Dominance — Measured and Proven.

Every execution cycle in Ibex VII is timestamped and verified through FIX-tag traceability. The entire decision chain from signal recognition to order fill averages 8.2 ms, recorded via atomic clock synchronization.

Risk-Adjusted Performance & Equity Analytics

Risk-Adjusted Metrics Sharpe · Sortino · Calmar

Source: Ibex_VII_Comprehensive_Investor…

Equity Curve (from $10K) Ibex VII vs Benchmarks

Animated compounding; Ibex VII (deep cyan) vs muted gray benchmarks.

Weekly Comparative Heatmap Outperform vs sector benchmark

Week −3

Week −2

Week −1

Week 0

Macro

Equities

Vol / Derivs

+4%

+1%

−2%

+9%

+11%

+3%

−4%

+5%

+6%

+1%

−8%

+4%

+13%

+5%

+7%

Green = outperform vs sector benchmark, red = underperform.

Latency is not just speed — it’s risk control in motion.”
— Quantitative Infrastructure Division

Live Data Validation

Audited. Replicated. Trusted

All Ibex VII research originates from real trading environments, not simulations.

Live executions at AXI, Alchemy, and ATC under full brokerage audit.
FIX-tag logs (11, 17, 35 = 8) ensuring order lineage.
Zero-drawdown validation windows — up to 8.09% gain in 6.1 hours under live market turbulence
Institutional Performance Repor…

All execution data is archived through a triple-verification system:

Strategic Research Themes

Defining the Future of Systematic Finance.

Structural Volatility Era (2025–2029): Why instability is the new alpha frontier.
Nonlinear Market Regimes: Reactive AI vs predictive fragility.
Institutional Liquidity Microstructure: How AI navigates fragmented order books.
Quantum Reflex Models: Next-phase AI frameworks under design by Ibex Labs.