HPQuant is the institutional quant platform from Henan Putihrai Sekuritas. Eight integrated research modules across signal generation, risk management, regime classification, and event analytics — with Garuda Alpha as our flagship long-only momentum strategy.
Each module is a self-contained research tool with its own data pipeline, methodology, and dashboard. Garuda Alpha is the flagship long-only strategy; the rest power signal generation, risk pricing, regime classification, and event analytics around it.
The flagship long-only quant strategy. Survivorship-safe, walk-forward validated, with seven-indicator regime overlay. CAGR +21.1% · Sharpe 0.99.
Curated research output: daily briefings, periodic reports, methodology deep-dives across all HPQuant modules and IDX themes.
Wilder ATR + chandelier guard-line + Phase 0–7 + Call. The original PBTS signal engine for entry/exit timing.
Five-domain, eleven-indicator severity × velocity stress map. Four-state regime classifier with daily updates.
Six-layer margin engine: Tier 0–4, TM, IA, sector adjustment, MR, HALT flag. Powers institutional sizing.
MSCI Indonesia rebalance calendar + 59 events backtested. Pre-ADD front-run edge: +2.23%/event, 71% hit rate.
Per-account portfolio view: live P&L, exposure decomposition, position-level risk, and quarterly rebalance trade tickets.
Curated event templates: corporate actions, earnings drift, MSCI flow. Standard playbooks per catalyst class.
Top-10 shareholder change tracking, insider filings, ownership-flow signals at issuer level.
Foundational quant education for IDX. Topic-organized briefings on factor investing, regime models, and execution.
HPQuant is not a retail signal feed. It is a research discipline: every claim is reproducible from public data + open code, every parameter is documented, every result is honest measurement.
Survivorship-safe historical reconstruction. Net of cost. No curve-fit. Negative findings reported alongside positive ones.
Every chart, KPI, and signal traces back to public data + Python pipelines. Headlines reproduce to ±0.1pp across rebuilds.
Fixed parameters. No discretionary overrides. Walk-forward validation. Published robustness gate sets. Unit-tested execution math.
Built for Indonesian microstructure: long-only mandate, 0.46% round-trip costs, IDX tick bands, BI/MSCI calendar awareness.
A long-only cross-sectional momentum strategy on the Indonesian Stock Exchange. Validated against a published robustness gate set and seven-window walk-forward analysis.
Canonical factor weighting wins every in-sample window across 7 expanding-window walk-forward tests. Mean out-of-sample Sharpe: +0.81.
Independent published §3.7 gate set: Sharpe, profit factor, drawdown, worst rolling 12-month, win rate, trades-per-year, benchmark-beat. Five of seven cleared.
Engine + factor + overlay tests validate execution math, signal computation, and regime classification at every code change. Headline reproduces to ±0.1pp.
HPQuant is for institutional clients of PT Henan Putihrai Sekuritas. Login to access full module suite, dashboards, downloadable thesis documents, and the live Garuda Alpha section. Data as-of 2026-06-03 · current regime: NEUTRAL (gross 1.00×).