T
Infrastructure forrigorous research.
Technology is how research becomes reliable. We build systems that make results reproducible, data trustworthy and execution controlled — from the first experiment to the last order.
Reproducible
Every result traceable to exact data, code and parameters.
Deterministic
Simulation and production share code paths and event ordering.
Observable
Every service emits metrics, traces and structured logs.
Fail-safe
Independent limits and circuit breakers default to flat.
T.00
Decision, risk and routing — cleanly separated.
Market Data
Venue feeds · reference data
Normalise
Sequencing · clock alignment
Research Store
Point-in-time · versioned
Models
Signals · forecasts · sizing
Risk Gate
Pre-trade limits
Execution
Scheduling · routing
Venues
Order entry · fills
- Monitoring & independent risk services observe every stage
Δt
Where microseconds matter.
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.
- 0.33 nsOne clock cycle of a 3 GHz processor
- 1 nsLight travels ≈ 30 cm in a vacuum
- 1 µs≈ 3,000 cycles of a 3 GHz processor
- ≈ 5 µsLight through 1 km of optical fibre
- 1 msLight through ≈ 200 km of optical fibre
- 100–400 msDuration of a human blink
Tick-to-trade · event path
Conceptual · No timings implied- RX
Ingress
Packet arrives
- DEC
Decode
Parse venue protocol
- BOOK
Book
Update order book
- SIG
Signal
Evaluate model
- RISK
Risk
Pre-trade checks
- ENC
Encode
Build order message
- TX
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.
T.01
Research Infrastructure
A research workflow built for scale and reproducibility: versioned data, versioned code and deterministic experiment runs, so any result can be traced back to exactly what produced it.
- 01Columnar storage for tick-level history
- 02Parallel experiment orchestration
- 03Experiment lineage and audit trail
T.02
Raw feeds from different venues disagree on format, timestamps and conventions. Normalisation, clock alignment and gap detection turn them into a single coherent view of the market.
- Feed normalisation across venues
- Timestamp alignment and sequencing
- Data quality checks at ingest
Illustrative Abstract renderings of each market's data structure; not market data.
T.03
Quantitative Models
From linear models to gradient-boosted trees and neural networks, the method follows the problem. Simpler models are preferred until complexity demonstrably earns its place out-of-sample.
- 01Statistical and econometric models
- 02Machine learning with strict validation
- 03Model risk and decay tracking
T.04
Execution Systems
Execution translates model intent into orders while minimising cost and information leakage. The architecture separates decision, risk and routing so each can be tested and reasoned about independently.
- 01Event-driven, low-latency design
- 02Smart order routing concepts
- 03Simulation parity with production
T.05
Risk & Monitoring
Independent risk services observe every position and order in real time, enforce limits before orders leave the system, and surface anomalies to humans quickly and clearly.
- 01Pre-trade and post-trade controls
- 02Real-time exposure dashboards
- 03Automated circuit breakers
Get in touch
Built by engineers who care about correctness.
Interested in the systems behind quantitative research? Talk to us about engineering roles or research collaboration.