FQ
Exploring global markets through rigorous research, quantitative models, and technology-driven trading systems.
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Markets are noisy, adaptive systems. Firth Quant studies them the way a scientist studies any complex system — with careful measurement, falsifiable hypotheses and the discipline to be proven wrong.
We are a research-driven firm built around a simple conviction: durable results in markets come from the combination of mathematics, high-quality data and robust engineering — not from intuition, narrative or leverage.
Our focus is quantitative research and systematic trading: building models grounded in evidence, executing them through reliable technology, and treating risk as a first-class engineering constraint.
About Firth Quant →02
Statistical modelling and hypothesis-driven analysis of market data.
Rule-based systems designed around measurable market behaviour.
Order book dynamics, liquidity and short-horizon market signals.
Research, backtesting, validation and disciplined portfolio construction.
Exposure measurement, scenario analysis and systematic controls.
Market data pipelines, research tooling and execution infrastructure.
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Data analysis
Tick-level market data, cleaned, aligned and stored point-in-time.
Statistical research
Hypotheses tested with out-of-sample rigour and multiple-testing control.
Model development
From linear models to machine learning, with complexity earned, not assumed.
Automated execution
Event-driven systems that turn model intent into orders at controlled cost.
System architecture
Research and production built on the same code paths and the same data.
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In electronic markets, the sequence in which events are observed and acted on is resolved at timescales far below human perception. We design systems with time treated as a measured, engineered quantity — from the physics of the network to the cost of every instruction.
Tick-to-trade · event path
Conceptual · No timings impliedIngress
Packet arrives
Decode
Parse venue protocol
Book
Update order book
Signal
Evaluate model
Risk
Pre-trade checks
Encode
Build order message
Egress
Order leaves
Every stage is deterministic, measured and independently testable. The risk stage sits on the critical path by design: no order can bypass pre-trade limits, however fast the rest of the system becomes.
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Study market structure and data without a conclusion in mind. Measure what is actually there — distributions, regimes, frictions — before asking what it means.
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State a specific, falsifiable claim about market behaviour and the economic or mechanical reason it should hold. No rationale, no research.
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Test out-of-sample, account for every variant tried, include realistic costs and try hard to break the result. Most ideas should — and do — end here.
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Deploy only what survives, at sizes risk controls allow, then monitor live behaviour against expectation and retire models that drift.
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Continuous, fragmented, venue-rich markets with transparent order books — a natural laboratory for microstructure research.
Deep cross-sections and long histories suited to factor research, statistical relationships and execution cost analysis.
Centralised, highly liquid contracts across rates, indices and commodities, with term structures that encode market expectations.
The largest market by turnover, with decentralised liquidity and macro-driven dynamics that reward careful execution.
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Quantitative researchers, software engineers and data specialists work side by side on problems where rigour is rewarded and every result is tested.
Get in touch
Whether you are exploring a research collaboration, a partnership or a career, we would like to hear from you.
