Turn a market hypothesis into a testable system. From statistical arbitrage and cross-sectional factors to trend, mean reversion, and regime-aware strategies — built around your mandate.
Your edge.
Engineered.
Bespoke trading algorithms at the intersection of quantitative research, artificial intelligence, and exceptional engineering.
Adaptive signal topology
An edge isn’t found.
It’s designed.
Markets are complex. Your technology shouldn’t be a black box. We design bespoke systems you can understand, validate, and own.
From first hypothesis
to the final line of code.
Explore more hypotheses with machine learning and AI-assisted research. Engineer features, evaluate forecasting models, and keep every experiment tied to reproducible evidence.
Connect the research to the market. Build broker adapters, event-driven execution, position reconciliation, and operational controls around the realities of your trading stack.
Investigate constrained portfolio problems through QUBO formulations and quantum-classical methods. Research with explicit classical benchmarks, measurable constraints, and honest results.
Ambitious thinking.
Rigorous execution.
A promising backtest is a starting point. We build the research process, risk controls, and infrastructure that turn an idea into a considered system.
Define the edge
Your thesis, markets, constraints, and success criteria. A clear research question before a line of code.
MANDATE / HYPOTHESISTest the hypothesis
Quality data, chronological splits, realistic costs, and walk-forward tests. Evidence over a beautiful equity curve.
RESEARCH / VALIDATIONEngineer the system
Modular code, broker connectivity, execution logic, and explicit risk limits. Designed to be understood and maintained.
BUILD / INTEGRATEObserve & evolve
Paper trading, reconciliation, drift monitoring, and documented iteration. A deliberate path into production.
DEPLOY / MONITORYour strategy.
Your ecosystem.
Research only matters when it can meet the market. We engineer for the APIs, platforms, and workflows your strategy needs.
Interactive Brokers
TWS and IB Gateway socket APIs, plus Web API trading and account workflows. Connectivity is scoped around authentication, market-data entitlements, and account permissions.
Integration scope depends on API availability, account permissions, market-data licensing, and your project requirements. Platform names identify integration targets; they do not imply a partnership.
A step ahead.
Grounded in evidence.
New models. Better questions. A clear-eyed view of what’s next in systematic trading.
Explore all researchExecution research that reconciles: quantities, costs and decision clocks
A reproducible execution-research workflow connecting FIFO quantity accounting, price-volatility units, broker event handling and fair cost-aware comparisons.
The strategy architecture map: signals, models, execution and evidence.
A technical comparison of momentum, statistical arbitrage, ML ranking, regimes, foundation models and adaptive execution — with equations, causal data rules and platform design.
From portfolio constraints to QUBO: a benchmark-first quantum workflow.
Derive the QUBO and Ising coefficients, verify a synthetic portfolio exactly, inspect QAOA and mixer assumptions, and compare the complete workflow with classical solvers.
Independent by nature.
Precise by design.
Mr. Piron is a quantitative research and engineering studio for people with a thesis and the ambition to build it. We bring scientific thinking, design clarity, and practical engineering to custom algorithmic systems.
Explore our identityYour mandate, not a template.
Every engagement starts with your markets, objectives, and constraints.
Complexity has to earn its place.
We benchmark advanced methods against clear, simpler alternatives.
Clarity is part of the deliverable.
Readable systems, documented decisions, and an explicit path from research to operation.
You have a thesis.
Let’s give it an edge.
Bring the idea. We’ll bring the research and engineering.