Agents for Quant Research & Trading

We are an independent research and trading group running proprietary quantitative strategies. Our in-house agentic framework acts as a team of quant researchers, capable of generating, validating, and executing strategies autonomously.

We do not sell products or signals. Instead, we trade our own book, occasionally license IP, and collaborate on projects.

Explore collaboration

Grounded in institutional experience

Our team has led quantitative platforms and research programs at BlackRock, Barclays Global Investors, and Morgan Stanley.

We now apply that same rigor to our independent work, combining institutional discipline with the agility of a focused AI team.

What we do

Agentic execution of our own book

Agents for research, simulation, deployment, and live monitoring
AutoML-driven models and reinforcement learning strategies
Risk-aware execution with built-in constraints and alerts
In-house infrastructure: TimescaleDB, Airflow, Python/Java/C++ engines

Research collaborations

Prototyping signals and validating with rigor
Sane, reproducible pipelines and model versioning
Applying NLP, LLMs, SLMs, and Agent systems to uncover durable alpha sources in your datalake
Joint evaluation on live market data, from idea to deployment

Turnkey contracts

Architecture, build-out, and operationalisation across cloud and on-prem
Factor research pipelines (AWS, Polars, dbt, Airflow, TimescaleDB, Docker)
LLM and agent integration (OpenAI, Bedrock, SageMaker, LangChain, Guardrails, RAG)
Agent/AI-native SDLC: prompt-ops, LLM-assisted coding/tests, fast iteration from prototype to production

Work with us

Reach out if you have a project in mind.

info@hecatusresearch.com

How we engage

Joint research sprints with shared infrastructure
End-to-end delivery of trading/research platforms
Targeted advisory and mentorship for teams

Where we operate

London / New York / Barcelona / Malta / Remote

We work across time zones, embed with partner teams.