We combine rigorous quantitative research with modern technology to deliver insights, interactive tools, and original indices that inform institutions, investors, and policymakers, bridging global financial engineering with local market realities.
Global Markets is our testing ground for derivatives pricing frameworks tailored to the realities of developing and emerging markets. From equity and currency options to guaranteed exchange rate options on foriegn etfs, we are modeling how these contracts improve market efficiency, transparency, and resilience.
With a focus on market innovation, we have developed a concentrated market cap weighted index for the Jamaican stock market to serve as the foundation for our Jamaican Volatility Index currently in development, as well as a suite of quantitative strategies that leverage factors such as value, growth & momentum.
Celeraq conducts original research into derivatives pricing, volatility dynamics, and market structure. Our publications, simulation tools, and conceptual models are designed to inform investors, institutions, and policymakers and to advance the development of regional capital markets.
Emerging markets often face unique challenges, including higher volatility, less liquidity, and limited access to sophisticated financial instruments. By adapting global financial engineering principles to local contexts, Celeraq aims to empower institutions and regulators in these markets to broaden product offerings while managing the associated risks effectively which ultimately contributes to market stability and growth.