Systematic trading, engineered to spec.
Algos, indicators, backtesters, risk engines, and execution infrastructure — built privately for quant traders and desks. You own the code. You run the strategy. I handle the engineering.
> All charts, logs, and flow animations shown here are illustrative. Real systems are private to each client — no parameters, vendors, or performance data are ever disclosed publicly.
You have the edge. You need it coded, backtested, and productionised.
Clean execution infrastructure, custom indicators, in-house risk systems.
Prove a thesis with rigorous backtests before risking capital on it.
Custom indicators and multi-signal confluence logic built from scratch — not re-skinned TradingView templates. Designed for your instrument, timeframe, and thesis.
Classifier models that filter candidate signals against historical data. Reduces false positives, improves signal-to-noise, keeps entries honest.
Volatility-adjusted sizing, hard drawdown rules, kill-switches, per-trade and per-day limits. Risk is a first-class citizen, not a retrofit.
Walk-forward backtests with proper out-of-sample splits, transaction cost modelling, and honest slippage. Results you can actually trust.
Hardened deployment pipelines with alerting, health checks, and run-book documentation. Your strategy, running on your infrastructure — auditable and yours.
Optional monthly engagements for parameter reviews, regime detection, and strategy iteration as market conditions shift.