Investment strategies deployed by Quintium Analytics, LLC are proprietary and original. They cover a wide range of variations of standard and wholly non-standard methods in a variety of asset classes. Examples, generally characterized, include statistical arbitrage based on non-linear rather than linear metrics; agent-based modeling of complex systems; detection of phase- (or regime-) transitions in markets. All strategies are adaptive and presume non-stationarity of markets. Positions average close to market-neutrality. Measures of risk are based on non-Gaussian distributions.