dPdX builds technology for market finance.

At the intersection of AI, data science, and quantitative finance, we solve problems for institutions and corporates.

Our software platform has helped corporates, startups, and asset managers build and execute quantitative strategies.

It combines large language models, complex data workflows, and quantitative finance to turn unstructured information into strategies and hedges that can be acted on.

  • ETF design in QIS format

    Designed an investment framework for an ETF provider, using LLMs to capture requirements, research, structure, and iterate across proprietary QIS workflows.

  • Hedging complex exposures

    Helped corporates hedge complex risk exposures through quantitative methods, applying LLMs to analyze paperwork, model risk, and surface the structures needed for precise hedges.

  • Fixed income portfolio optimization

    Enabled financial software providers to integrate with our engine to model, hedge, and optimize portfolios of over-collateralized fixed income securities.

For platform access requests, inquiries, or more information, contact us at contact@dp-dx.com.