Markets are systems.
We study the system.
Quantitative research and financial technology, approached through mathematics and engineering.
Clear questions. Explicit assumptions. Evidence open to scrutiny.
A research philosophy centered on careful reasoning and transparent limits.
Research first
Begin with a question and state what would count as evidence.
Engineering as method
Make reasoning, methods and limitations easy to inspect.
Restraint in claims
Say only what the evidence supports.
Questions, methods and the limits of interpretation.
Quantitative Research
Questions about market structure, price formation and financial time series.
Machine Learning
Questions about evaluation, assumptions and the limits of learned models.
Statistical Modeling
Estimation, inference, validation and uncertainty as research topics.
Market Microstructure
Order flow, liquidity and venue mechanics as subjects for investigation.
Optimization
The formulation of objectives, constraints and evaluation criteria.
Alternative Data
Data sources, documentation and the limits of interpretation.
Simulation
Model assumptions, simulated examples and reproducible experiments.
Applied Mathematics
Mathematical questions, explicit assumptions and careful reasoning.
Engineering questions, stated clearly.
Consider correctness, reproducibility and constraints before making claims about a system.
Explore engineering topicsDistributed Systems
Questions of correctness, failure and system boundaries.
Low-Latency Infrastructure
Latency measurements, trade-offs and documented assumptions.
Compute
Compute requirements, resource limits and evaluation criteria.
Data Engineering
Data provenance, input quality and reproducibility.
ML Infrastructure
Evaluation methods and reproducible research workflows.
Research Tooling
Tools for recording assumptions and checking results.
Execution Systems
System requirements, interface boundaries and explicit scope.
Observability & Reliability
Measurement, diagnosis and reliability questions.
Methods, described with care.
Research question
State the question before describing a method.
Assumptions
Make the scope and assumptions explicit.
Evaluation
Describe how a proposed result would be examined.
Uncertainty
Keep uncertainty and limitations visible.
Documentation
Explain the reasoning in terms that can be checked.
Interpretation
Keep the claim within the limits of its evidence.