Quant Trading Agents

We run proprietary quantitative strategies and build systems that discover, test, and deploy new models at scale. Our agentic framework operates like a team of quant researchers: sourcing ideas, validating signals, and executing trades end-to-end.

We trade our own capital, license models and signals, and work on select mandates with partners.

Explore Collaboration

Institutional Rigor, Independent Execution

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

We apply the same standards: clean data, modelling rigor, audited pipelines, in an AI-first operational model.

Agentic Execution Platforms

Agents for research, backtests, deployment, and live monitoring
AutoML and reinforcement learning for factor discovery
Risk-aware execution with constraints and alerts
In-house infrastructure: TimescaleDB, Airflow, Python/Java/C++

Research Collaborations

Prototype signals and validate with disciplined testing
Reproducible pipelines and model versioning
Use NLP, LLMs, SLMs, and agents to extract alpha from internal data
Joint evaluation on live markets, from idea to deployment

Turnkey Contracts

Architecture, build-out, and operational delivery
Factor research pipelines
LLM and agent integration (OpenAI, Bedrock, SageMaker, LangChain, Guardrails, RAG)
AI-native SDLC: prompt workflows, assisted coding and testing, rapid iteration

Work with us

Reach out if you have a project in mind.

info@hecatusresearch.com

How we engage

Joint research sprints on shared infrastructure
End-to-end delivery of trading and research platforms
Targeted advisory and mentorship

Where we operate

London / New York / Barcelona / Malta / Remote

We embed with partner teams across time zones.