Carlos Morales is the founder of Quant Solvings, a quantitative research practice focused on factor investing in equity markets. He holds a Master’s degree in Stock Market and Financial Markets from the Instituto de Estudios Bursátiles (IEB), where his work centered on factor research, portfolio construction and systematic strategy design.
Carlos has worked at the intersection of quantitative finance and applied research, contributing to projects in profitability, liquidity, solvency and asset management analysis, as well as the development of quantitative models for institutional decision-making.
As a Portfolio123-Verified Coach, Carlos has guided more than forty individual and institutional clients through the design and operation of their own systematic frameworks. He is a frequent guest on industry channels, including The Money Runner, Skull Sessions and Portfolio123.
Beyond coaching, Carlos provides technical consulting to institutional investors and high-net-worth individuals on custom factor models, risk frameworks and systematic processes.
Investment decisions at Quant Solvings are anchored in academic and empirical research. Every factor used in a framework must be supported by evidence across regions, time periods and microstructure conditions.
In systematic investing, a good outcome can come from a poor process, and a poor outcome from a sound one. The practice focuses relentlessly on the quality of the process — its design, validation and operation — rather than on results in any single period.
A strategy that performs spectacularly in-sample is almost certainly overfit. The aim is to build frameworks that behave acceptably across a wide range of plausible market conditions, not to maximize any backtested metric.
Every framework begins by defining what the worst plausible outcome looks like, and only then asks what an attractive return could be. Position sizing, concentration limits and drawdown controls are designed before performance objectives.
The coaching program is structured so that clients leave with a complete, repeatable workflow they can run, monitor and improve independently. Quant Solvings is a teacher and a technical partner, not a recurring service the client is expected to depend on.
A selection of interviews and features on quantitative investing, factor research and systematic strategy design.
THE MONEY RUNNER (OFFICIAL)
Carlos joins David Nelson to discuss factor investing, momentum, rebalancing, and the role of data and technology in systematic investing.
Watch the interview
SKULL SESSIONS | INVESTOR INSIGHTS
Maj Soueidan and Carlos discuss systematic risk control, factor-driven processes, the role of low-volatility approaches, and the case for probability over conviction.
Read & watch the session
PORTFOLIO123
Portfolio123 hosts Carlos for a discussion of uncorrelated frameworks, diversification, machine-learning applications in quantitative finance, and work with family offices.
Watch the interviewBegin with a 30-minute introductory conversation to assess fit, scope and approach.
Request an introductory consultationOr write to: c.morales@quantsolvings.com