We fell in love with the markets. Then we saw how hard data told a different story to what everyone believed. So we built a research firm to test those beliefs - rigorously, transparently, and without bias.
Based in Poznań, Poland, PolQuant combines quantitative research with the technology to apply it. We serve serious market participants who demand evidence, not narratives.
Who We Are

March 2026
We examine whether companies reporting deeper losses experience different short-term return patterns across 2 million observations.

February 2026
An empirical evaluation of the SMA(20) crossover signal using 28 years of U.S. equity data.

February 2026
An analysis of the relationship between volatility and future returns in U.S. small- and mid-cap equities.