Representative Work
A representative cross-section of our work. Specifics have been generalised to protect client confidentiality.
From basic to complex
Build the right foundation today; scale with confidence tomorrow. Wherever you are on the curve, we meet you there and take you forward.
We're proud to have partnered with trading desks, asset managers, and institutional investors to deliver independent quantitative analytics, technology, and training. Have a read — and if something here resembles your situation, let us know.
Python Training Programme for Trading Firm
Desk staff relied on Excel for analytics and reporting, and generic Python courses didn't speak the language of markets. We built a multi-level programme in short face-to-face sessions, moving from data ingestion through analysis to backtesting on real market data — tracked through an LMS with certificates counting toward CPT requirements.
Read case study →Python for a Hedge Fund Ops Analyst
A long/short equity operations analyst reconciled positions and P&L by hand every night — pasting broker and custodian files into a workbook and chasing breaks before morning. We delivered one-to-one training built around that real workflow, turning it into a parameterised Python script the analyst wrote, understood and could run and maintain alone.
Read case study →Backtesting-to-Live Parity: an AI Workflow Case Study
Backtest-vs-live drift is a classic and costly failure mode, and AI coding assistants can make it worse if used tool-first. We built an internal trading engine where the same strategy code runs identically in backtest and live, following the spec-first AI workflow we teach, and proved it out end-to-end with a momentum strategy.
Read case study →A Full-Stack Systematic Trading Platform, Backtest to Live
An internal reference build, not a client engagement: a full-stack systematic trading platform — data, strategy, portfolio, risk, execution, broker connectivity, reconciliation and reporting — architected so one engine runs the same strategy code in backtest, paper trading, and live, with a real paper-trading track record to show for it.
Read case study →Due Diligence — Energy Risk & Analytics Platform
An institutional investor was weighing a strategic investment in a third-party energy risk and analytics platform — price simulation, portfolio and risk management, and valuation of renewables, storage and structured contracts. We ran an independent quantitative DD engagement across its market data, models, coverage and cloud architecture, delivered as a single defensible findings-and-risk report that de-risked the decision.
Advisory · Due Diligence Read case study →Due Diligence — Private Markets Benchmarking Platform
An institutional investor was weighing a strategic investment in a third-party private markets benchmarking and analytics platform — infrastructure and private equity indices, valuation and pricing models, factor and alpha attribution, and regulatory benchmarks. We ran an independent quantitative DD engagement across its data, methodology, coverage and delivery, delivered as a single defensible findings-and-risk report that de-risked the decision.
Advisory · Due Diligence Read case study →Single Family Office — An Independent Second Opinion
A lean family office relies on managers and product providers but has no independent view of what it owns. We would price the structured holdings, decompose embedded costs, and profile concentration — then leave the family right-sized analytics it owns for IC and manager conversations.
Advisory → Project Read case study →Multi-Family Office — One Analytics Core, Many Mandates
An MFO wants consistent, institutional-grade analytics across very different mandates without duplicating work or growing an in-house quant team. We would build a reusable risk-attribution framework configured per family, then provide senior quant capacity on demand — for onboarding, IC analytics and reviews — rather than on the payroll.
Project → Embedded Read case study →Emerging Hedge Fund — Institutional Process for Launch
A founder-led fund has an edge in its research but no quant infrastructure and a launch to hit. We would build the pre-launch quant stack — backtesting, cost and impact modelling, risk reporting, methodology notes for seed-investor diligence — then act as the fund's quant team through Year 1, with a clean build-operate-transfer handover as it scales.
Project → Embedded Read case study →Established Hedge Fund — Quantitative Strategy Engineering
A mature fund has the research ideas and the trading experience; what it wants is senior strategy engineering. We would work through the hypothesis with the internal team, then deliver signal design, portfolio construction and rigorous out-of-sample testing — with an explicit falsification bias — as documented artefacts the fund's own engineers can productionise.
Advisory → Project Read case study →APAC Bank Arm — Extending Global Models to Local Markets
The APAC desk of an overseas-headquartered bank finds that well-built global models don't reflect local curve construction, cross-currency basis, holidays, settlement or liquidity. We would deliver locally-calibrated extensions that supplement — never fork — the group architecture, with documentation and workshops so ownership stays inside the bank.
Project Read case study →Bank Market Risk — From VaR to Expected Shortfall
A capable but stretched market-risk team needs to move its trading books from VaR to CVaR without opening the door to scope creep. We would scope a tightly-bounded project: Expected Shortfall estimators suited to the book, CVaR-appropriate backtesting, and impact analysis on limits and capital — documented for internal audit and regulatory review, with one clean handover.
Project Read case study →Proprietary Trading Firm — Advanced Quant, Same Stack
A prop firm across futures, FX and crypto has strong technology partners and wants advanced quant input on strategy and execution — without changing its stack. We would review strategy research and execution analytics, then deliver focused quant research as reusable artefacts, keeping a clean line between QD methodology, platform partners and the firm's own engineers.
Advisory → Project Read case study →Established Hedge Fund — Elastic Capacity for POCs
A strong internal quant team is fully deployed on live strategies, and new-strategy ideas keep being deprioritised for lack of hours. We would provide senior quant throughput working to the team's own hypothesis, conventions and review standards — framing every POC as a falsification exercise and delivering self-contained artefacts the team can accept, modify or reject on its own terms.
Project · Elastic Capacity Read case study →Bank Market Risk — Support on the Hardest Analytics
A well-governed market-risk team faces rising demands — multi-curve, XVA, contingent scenarios, illiquid valuation — and wants independent senior support without duplicating its own quants. We would take on one or two of the harder problems using the bank's own data and libraries, then transition to an on-call embedded cadence for the toughest work alongside the internal team.
Project → Embedded Read case study →