Technology
Quantitative strategy.
Edge built on data.
TickMetrix develops systematic trading strategies powered by statistical research and machine learning — from alpha discovery and backtesting to live deployment across FX, metals, indices and crypto markets.
Our Capabilities
Systematic trading from research to live markets
Statistical Modelling
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Statistical Modelling
Time-series analysis, cointegration, mean-reversion and momentum factor research across FX, equities, commodities and crypto markets.
Machine Learning Strategies
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Machine Learning Strategies
Supervised and unsupervised models — gradient boosting, LSTM networks and reinforcement learning agents trained on decades of tick data.
Alpha Research
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Alpha Research
Systematic screening of 1,000+ factor combinations across multiple asset classes to isolate statistically robust, economically intuitive signals.
Strategy Engineering
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Strategy Engineering
Research code turned into production systems with position sizing, portfolio construction, execution logic and hard risk limits built in.
Backtesting Framework
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Backtesting Framework
Walk-forward optimisation, out-of-sample validation, regime stress tests and Monte Carlo simulation with realistic cost and slippage modelling.
Live Deployment
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Live Deployment
Deployment to live infrastructure — co-located execution, FIX API connectivity, real-time P&L monitoring and automatic position limit enforcement.
Market Coverage
Research across every liquid asset class
- FX Majors
- FX Minors
- FX Exotics
- Gold & Silver
- US30
- NAS100
- SPX500
- DAX40
- Crude Oil
- Natural Gas
- BTC / ETH
- Rates Futures
Research Process
From hypothesis to live alpha
01
Research & Hypothesis
We start with a clear economic rationale — identifying market inefficiencies, behavioural biases or structural patterns that generate consistent edge.
02
Data & Feature Engineering
Historical tick data, alternative data sets and derived features are cleaned, normalised and structured for model training and signal generation.
03
Model Development & Testing
Strategies are built, backtested with rigorous out-of-sample validation, stress-tested across regimes and analysed for risk-adjusted performance.
04
Live Deployment & Monitoring
A paper trading phase followed by live deployment with real-time dashboards, drawdown alerts and scheduled regime review cycles.
The Problem
Why most quant research never makes money
Overfitted Backtests
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Overfitted Backtests
Curve-fitted models look flawless on history and collapse in live markets. We control for multiple testing and validate strictly out of sample.
No Economic Rationale
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No Economic Rationale
Signals mined without a causal story decay fast. Every strategy we deploy starts from a documented market inefficiency, not a data-mining artefact.
Ignored Transaction Costs
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Ignored Transaction Costs
Spread, commission, slippage and market impact routinely erase paper alpha. Our cost models are calibrated on your own execution data.
Regime Blindness
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Regime Blindness
A model tuned to one volatility regime fails in the next. We stress test across crises, rate cycles and liquidity shocks before capital is risked.
Research Never Reaches Production
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Research Never Reaches Production
Notebook research rarely survives contact with live infrastructure. We engineer strategies as production systems from day one.
No Ongoing Monitoring
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No Ongoing Monitoring
Alpha decays silently. Live dashboards, performance attribution and scheduled reviews catch degradation before it becomes drawdown.
( FAQ )
Frequently asked questions
We research and deploy strategies across FX (major, minor and exotic pairs), metals, indices including US30, NAS100, SPX500 and DAX40, energy markets and selected crypto pairs.