About Dataframe Labs

Research built around the decision.

Dataframe Labs is a quantitative research company for financial institutions. We build custom models, analytics, and research for banking institutions and investment managers through focused engagements, not an off-the-shelf platform.

How we work.

Each engagement begins with the decision that needs evidence. From there we build the method, the assumption register, the validation, and the documentation, so the result can be defended by the people who have to sign off on it.

The name is a nod to the data.frame, the table at the centre of most quantitative work. Most of what we do comes down to getting the table right, stating what was assumed about it, and showing the working.

Documented model codeInputs, transformations, tests, and what the model is not designed to do.

Review-ready figuresUnits, source or derivation, and a table behind every chart.

Methodology notesMethod before results. Definitions before performance.

TransferOwnership, update path, and reproducibility so your team can run it.

Who we work with.

Two primary audiences, four domains. Deeper paths for corporate treasury and institutional allocators follow as the work does.

Banking institutions

Finance, treasury, risk, and ALM teams working on interest-rate risk, deposit behavior, stress testing, liquidity, and credit. Usually Balance Sheet and Credit questions.

Investment managers

Hedge funds, asset managers, and structured credit teams working on factor research, bespoke indices, securitized credit, and macro. Usually Equity, Credit, and Macro questions.

How an engagement can be scoped.

Engagement shape follows the decision, the evidence, the constraints, and the intended use. We do not publish pricing, and we scope to the question rather than to a product.

Focused analytical sprintA bounded question, a few weeks, a review pack.
Custom model buildDocumented code, assumption register, validation.
Research projectMethod note, figures, and the data behind them.
RetainerStanding capacity for recurring questions.
Research and data partnershipShared datasets and joint method work.

Team.

The people who do the work.

Team details

Team profiles are being prepared and will be published once confirmed. In the meantime, get in touch and we will tell you who would work on your question.

What we will not claim.

We do not publish client names, testimonials, performance figures, or operating claims that cannot be defended. Examples of work are labelled Illustrative Example until the facts behind a real engagement are cleared for publication. Capabilities are areas of work we can scope, and their status is shown as it stands.