Technology
TickMetrix designs, builds and deploys algorithmic trading systems for hedge funds, prop firms and institutional desks — from quant strategy research to sub-millisecond HFT execution infrastructure.
What We Build
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From mean-reversion and momentum to statistical arbitrage and market-making — our quant team designs, codes and validates systematic strategies tailored to your edge.
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Co-located servers at LD4, NY4, TY3 and HK3 with kernel-bypass networking and sub-100 microsecond round-trip execution for latency-sensitive strategies.
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Connect to MT4/MT5, cTrader, FIX API endpoints and major exchanges through a unified execution layer with smart order routing and execution analytics.
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Tick-level strategy validation using 10+ years of institutional-quality data, walk-forward analysis, Monte Carlo simulation and realistic slippage modelling.
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Built-in circuit breakers, position limits, maximum drawdown thresholds and kill switches keep every strategy inside its defined risk envelope.
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Real-time strategy P&L, trade-by-trade attribution, slippage analysis and automated alerts for performance deviation — all in one operations dashboard.
Strategy Expertise
Beginner's Guide
Automated trading bots are software programs that execute buy and sell orders on your behalf, following strategy rules you define. Unlike manual trading they operate 24/7 without emotion, react in milliseconds and manage multiple markets simultaneously.
A well-built bot rests on rigorously backtested strategies, real-time risk controls and low-latency broker connections. It handles position sizing, drawdown limits and automated reporting so you keep full performance visibility.
You do not need a computer science degree. Define your strategy logic and performance goals — our quant team handles development, backtesting and live deployment, guiding you from concept to running bot.
How It Works
01
We collaborate with your team to define trading logic, target instruments, risk parameters and performance benchmarks in a structured discovery workshop.
02
Our quant developers build and rigorously backtest the strategy against years of historical data with walk-forward validation to confirm real edge.
03
The strategy runs in a live-market simulation environment to confirm real-world performance matches backtest expectations before capital is deployed.
04
24/7 monitored live deployment with automated alerts, circuit breakers and continuous performance analytics to keep the strategy optimised.
The Problem
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Discretionary decisions are emotionally driven — fear and greed cause traders to deviate from their strategy exactly when discipline matters most.
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Markets don't sleep. Manual traders miss high-probability setups during off-hours while algorithmic systems capture every valid signal around the clock.
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Most strategies are deployed without proper out-of-sample validation, leading to overfitted systems that quietly fail in live markets.
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Manual execution suffers slippage, delayed entries and hesitation — costing 10–40% of theoretical strategy performance in live conditions.
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Co-location, VPS setups and low-latency FIX connections demand capital and engineering resources most firms simply don't have in-house.
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Monitoring positions manually across dozens of instruments is impossible — one unmonitored position can breach limits and cause catastrophic drawdown.
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All major systematic types: trend following, mean reversion, statistical arbitrage, pairs trading, market making, momentum, breakout systems, news-driven algos and custom hybrids. We also specialise in HFT infrastructure for latency-sensitive strategies.
