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

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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.

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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.

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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.

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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.

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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.

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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

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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.

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Model Development & Testing

Strategies are built, backtested with rigorous out-of-sample validation, stress-tested across regimes and analysed for risk-adjusted performance.

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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

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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.

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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.

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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.

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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.

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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.

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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.