Analytical infrastructure for institutional portfolios.
Stryde builds analytical infrastructure for emerging fund managers who need institutional-quality output without building an in-house quant team. We handle factor attribution, risk decomposition, performance reporting, data reconciliation, and strategy backtesting, delivering finished work, not software you have to learn.
Our clients are hedge funds, RIAs, family offices, and fund of funds managers who need to produce LP-ready analytics and reporting without the overhead of a full-time quantitative team.
We embed with your operations. You send us your data, and we build and maintain the analytics infrastructure around it: custom dashboards, automated tear sheets, factor models, risk reports, and reconciliation workflows. Everything is built in Python, tailored to your fund, and delivered on your schedule.
No SaaS logins. No self-serve dashboards you have to figure out. We do the work and deliver the output.
Stryde grew out of 7 years of building quantitative systems across equities, options, and multi-asset portfolios spanning US, Singaporean, and Indian markets. After seeing how much time emerging managers spend on manual reporting and analytics that should be automated, we built the infrastructure to handle it for them.
If you're running a fund and spending too much time on reporting and analytics, we should talk.
vedant@stryde.capital