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Adaptive Research
Forecasting frameworks designed to identify evolving relationships across market data, volatility, and ETF price behavior.
AI-assisted systematic trading research
Researching adaptive market systems for disciplined decision-making.
Petanque Partners develops AI-based quantitative research infrastructure, ML forecasting models, and risk frameworks for liquid markets, with a focus on ETFs, volatility behavior, and systematic short-credit strategies.
Approach
Built at the intersection of machine learning, markets, and risk discipline.
Our work combines statistical research, machine-learning experimentation, and practical trading constraints. We focus less on discretionary prediction and more on repeatable systems that can be tested, monitored, and improved over time.
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Systematic Process
A rules-driven workflow for translating research into monitored model outputs, scenario analysis, and actionable trading logic.
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Risk First
Risk management is treated as core infrastructure: sizing, drawdown control, regime awareness, and operational documentation.
Focus Areas
What we study
Selected areas of research and infrastructure development.
Liquid ETF and index markets
Volatility forecasting and regime detection
Short-credit strategy design
Machine learning forecasting experiments
Monte Carlo and stress-testing workflows
Model monitoring and risk documentation
Contact
For research, partnerships, or general inquiries.
Petanque Partners is available for conversations with institutional investors, research partners, and market-technology collaborators.
contact@petanquep.com
2248 Broadway, #1695, New York, 10024-5805 New York, USA
This website is for informational purposes only and does not constitute investment advice, an offer to buy or sell securities, or a solicitation of any transaction, of any kind.