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Agents for quantitative research and financial data science.
Sharpe helps traders go from idea to profit in minutes with AI, bundling petabytes of market data with high-performance infrastructure. Sharpe helped a top 5 quant firm find $10m+ of profit within a few hours of deployment.
Sharpe is an AI research agent for quantitative finance that explores large datasets, applies rigorous statistics, and provides publication-ready Jupyter notebooks with cited data and reproducible code.
Sharpe functions as an AI research agent that analyzes petabyte-scale datasets in quantitative finance, uses rigorous statistical methods, and outputs reproducible, publication-ready Jupyter notebooks containing cited data and code.
Who it’s for: Quantitative researchers, data scientists, quants in financial institutions, hedge funds, and academic researchers requiring scalable data analysis and reproducible research artifacts
Vivek is a co-founder of Sharpe. Vivek spent 2 years at Palantir Technologies, where he worked across the commercial business, and later help found and lead a team to aid the development of AIP. He studied Computer Science and Philosophy at Dartmouth College, where he did research on applications of language models.
Dan is the co-founder of Sharpe. Previously, Dan worked at Jane Street, where he built capital allocation optimizations used in production to invest billions of dollars of assets, as well as an options tool used to execute >$100m of trades annually. He has published multiple first-author publications in high-impact venues like NeurIPS and CoRL. Dan moonlights as a botanist and published a best-selling botanical textbook on carnivorous plants while studying at Dartmouth College.
CTO of Sharpe & former high-frequency trading engineer - I like to fly (and jump from) small aircraft, build rockets with kitchen chemicals, visit vulnerable endpoints, and play poker - Born in New Zealand, raised in Scottish Highlands.
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Formerly “January”, “Lumenary” · why startups rename →
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