Build real, factor-driven investment strategies with structured coaching and quantitative consulting — powered by Portfolio123 tools and workflows.
Quant · Factor Investing Coach · Consultant
P123-Verified CoachWhether you're learning to build strategies or need institutional-grade quantitative support, Quant Solvings has you covered.
A structured, multi-level curriculum that takes you from factor investing fundamentals to advanced ML-driven strategies — all inside Portfolio123. 1:1 sessions tailored to your pace and goals.
Working with institutional investors and ultra-high-net-worth individuals to develop custom quantitative tools, risk models, and systematic investment frameworks tailored to their specific technical challenges.
Start where you are. Leave with a clear, repeatable workflow you can run live and improve over time.
Master the basics of factors, universes, ranking systems, and going live.
Turn a working strategy into something you can trust under real conditions.
Rigorous validation, explainability, stress testing, and live operations.
Beginner to advanced in a single structured curriculum — from foundations to institutional-quality workflows.
Four simple steps from first contact to running your own systematic strategies.
We assess your experience level, discuss your goals, and find the right coaching tier for you.
Follow a step-by-step path with 1:1 video sessions, practical exercises, and research materials.
Construct real strategies inside Portfolio123 with proper backtesting, OOS validation, and risk controls.
Launch your strategy with confidence — and continue improving with a clear, repeatable workflow.
Real feedback from investors who have worked with Carlos.
Quantitative researcher, systematic trader, and founder of Quant Solvings.
Carlos holds a Master's in Stock Market and Financial Markets from IEB and has built his career at the intersection of quantitative finance, factor investing, and systematic strategy design. He has worked on financial research including profitability, liquidity, solvency, and asset management analysis, as well as quantitative model development for institutional decision-making processes.
As the founder of Quant Solvings, Carlos works with retail and institutional investors to develop robust, factor-driven investment systems on Portfolio123. He is also a verified P123 coach and an active contributor to the quantitative investing community, known for combining deep technical knowledge with a practical, results-oriented approach.
Beyond coaching, Carlos works with institutional investors and ultra-high-net-worth individuals on the development of custom quantitative tools, risk frameworks, and systematic investment models. All services are educational and technical in nature — Quant Solvings does not provide regulated financial advice.
Verified performance from live brokerage accounts running systematic factor strategies built on Portfolio123.
Past performance is not indicative of future results. These figures represent returns from live brokerage accounts and are shown for informational and educational purposes only. They do not constitute investment advice or a guarantee of similar outcomes.
David Nelson sits down with Carlos Morales to break down factors, momentum, and why rebalancing may be the only "free lunch" in finance — exploring how data, discipline, and technology are reshaping the future of investing.
Watch the InterviewMaj Soueidan explores Carlos' quant investing philosophy: from losing 30% on his first investment to building factor-driven systems, the role of momentum and low volatility, mixing AI with traditional models, and why betting on probabilities beats relying on judgment.
Read & Watch the Session
Portfolio123 sits down with Carlos after his custom-built model achieved a 50% return in a single month. Carlos discusses building uncorrelated strategies, managing risk through diversification and strategic hedging, AI and machine learning in quant finance, and his work with family offices and funds.
Watch the InterviewOriginal quantitative research on factor investing, portfolio construction, and systematic strategies.
This paper compares two approaches to combining value and momentum factors in U.S. equities: integrated ranking versus separate sleeves. Using long/short dollar-neutral portfolios over 2000–2026, the study finds that maintaining independent factor portfolios delivers superior risk-adjusted returns (Sharpe 0.168 vs 0.157), substantially lower drawdowns (−17.5% vs −26.6%), and outperforms by 52 basis points annualized when volatility-matched — driven by preserving the negative correlation between the two factors.
Read Paper (PDF)This paper explores the application of multinomial logistic regression for dynamic factor timing across Size, Value, Momentum, Quality, and Low Volatility factors. Using macroeconomic, sentiment, momentum, and valuation indicators with backward selection, the model dynamically adjusts portfolio weights based on predicted relative factor performance. Out-of-sample results show the Hierarchical Portfolio achieves a Sharpe ratio of 0.74 and 13.51% annual return, outperforming both equal-weighted (0.67) and Sharpe-optimized (0.68) static benchmarks.
Read Paper (PDF)Typically 1 to 3 sessions per week depending on your schedule and goals.
Yes. After every session you will receive assignments so you can apply what you learned.
You should know basic fundamentals like balance sheets and P&L statements.
Recommended: Backtest plan for beginner, Portfolio for intermediate, and Ultimate + AI for advanced.
Yes. You can trade manually or connect strategies directly to your brokerage account.
No. This is investing coaching focused on building and improving strategies, not platform onboarding.
To ensure a smooth and respectful coaching experience for all clients, the following policy applies to all coaching sessions.
Coaching sessions may be cancelled and refunded only if the cancellation is made at least 24 hours before the first scheduled coaching session. Cancellations made less than 24 hours in advance are non-refundable.
If a client does not attend a scheduled coaching session without prior notice, the session will be considered delivered and fully charged.
Sessions may be rescheduled at no additional cost provided that notice is given at least 2 hours before the scheduled session time. Rescheduling requests made with less than 2 hours' notice may be treated as a no-show.
In the event of unforeseen emergencies or exceptional circumstances, please contact me as soon as possible. Such cases will be reviewed on a discretionary basis.
Book a free introduction call to confirm fit, pick your level, and map your first session.
Schedule a Free Intro Call