Trading & quantitative infrastructure engineering
Execution engines, market-data fan-out, backtesting pipelines, and portfolio risk tooling for RIAs and quant desks, built by a team that treats a five-second delay or a stale price as a compliance incident, not a bug.
Delivered in Capital Markets · Quantitative Trading
How this work runs
Every engagement follows the same four-step discipline, whatever the stack.
Map
Map the workflow
Find where a human is doing repetitive judgment-plus-lookup work (reading, scoring, triaging, reconciling), not just “where could we add AI.”
Bound
Draw the agent boundary
Decide, line by line, what the agent decides and where a deterministic rule, a schema validator, or a human sign-off takes over, designed before a single prompt is written.
Instrument
Instrument cost & audit
Every agent ships with model routing, prompt caching, and token tracking from day one, plus a log of every decision it made and why.
Govern
Ship with a kill switch
Human override, consent/veto controls, and hard rule-based stops on any high-stakes decision. The agent earns autonomy incrementally, never by default.
The engagements behind this claim
Every service on this site links to delivered work. Here is what backs this one.
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