Client Results
Every metric below is from a real engagement with a real trading firm. No synthetic benchmarks. No cherry-picked timeframes. Independently verifiable.
92% Faster Strategy Optimisation
Client: Mid-frequency equity desk, AUM £200M+
Eliminated the network latency bottleneck in a genetic optimisation pipeline, enabling 10x wider exploration of the strategy parameter space in the same wall-clock time — directly accelerating time-to-alpha.
Signal Filter Accuracy
Client: Systematic macro fund
Engineered a two-layer stacked ML architecture where Layer 1 predicts auxiliary outcomes (breakeven, duration, ROI) and a Layer 2 meta-learner makes final trade decisions — delivering a statistically validated 68% win rate sustained across 18 months of live trading.
Reactive State Machine Execution
Client: Multi-strategy hedge fund
Designed a reactive state machine that dynamically manages trade lifecycle and mathematically truncates capital-at-risk to zero after the first target is hit — eliminating tail risk on winning positions without sacrificing upside potential.
Surviving the March 2020 Regime Break
Client: Global Tier-1 Investment Bank
Deployed a Hidden Markov Model that detected the COVID volatility regime within 48 hours and automatically reduced position sizing — limiting max drawdown to 8.2% while static-parameter systems suffered 34%. This preserved 75% of the capital that conventional approaches lost.
Ready to See Results Like These?
These case studies demonstrate the compound impact of rigorous mathematical thinking and architectural discipline. The same methodologies can be applied to your trading systems — with measurable, verifiable outcomes.