Celeraq is building the region’s first integrated ecosystem for market-linked investments. We combine rigorous quantitative research with modern technology to deliver original indices, interactive tools, and robust pricing technology, bridging global financial engineering with local market realities.
Derivatives pricing in emerging markets often lacks reliable option data for calibration. Celeraq bridges this gap through our proprietary Volatility Surface Methodology, which estimates synthetic volatility surfaces using the Rough Fractional Stochastic Volatility (RFSV) model. This approach produces consistent and transparent pricing inputs for illiquid or developing markets, ensuring our structured products framework remains robust and data-driven even where markets are thin.
Celeraq Indices & QIS is our benchmarks and quantitative investment strategies Offerings that bring institutional-quality innovation to the Caribbean market. From the Celeraq Jamaica 30 Index and volatility benchmarks to systematic strategies built on factors like value, momentum, and mean reversion, each index is designed to be both a tradable and hedgeable foundation for structured notes, funds, and other market-linked products.
We aim to partner with banks, dealers, fund managers, and insurers to license these indices or develop custom white-labeled strategies, enabling them to issue innovative products backed by transparent methodologies and real-time analytics.
The Celeraq Trading Simulator provides a zero-risk environment to explore and test the performance of simulated derivatives on our indices and a host of underlying securities. Designed for both institutional and educational use, the simulator models realistic pricing and risk metrics for FX and equity-linked derivatives across multiple scenarios.
Users can experiment with equity index options, quanto options, and volatility structures in simulated market conditions, gaining a deeper understanding of how these instruments behave through time and volatility changes.
Celeraq conducts applied research on derivative pricing, volatility forecasting, and structured product innovation. Our articles, white papers, and case studies aim to support capital market development across the region while providing practical insights for investors, institutions, and regulators.
We’re building the bridge between global quantitative finance and the Caribbean capital markets.
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