Services · 03
Automation consulting
Helping individuals and firms build their own trading product or trading research automation. The system is yours: you own it, you run it, you are responsible for it. What I bring is the design judgement and the awkward questions, early enough to matter.
Trading product automation
For a team building their own system
Architecture review
How the pieces should be separated: data, research, decision, and whatever eventually talks to a broker. Where state lives, what happens on a restart, and which component must be the one that says no.
Cost and fill realism
The part that decides whether the thing works: spread, impact, slippage, fees, taxes and the fills that would not have happened. Most systems that fail in production failed here, in the design, months earlier.
Risk and failure modes
What the system does when the feed stops, the session rolls, a contract expires, or the same signal fires twice. Where the hard limits sit and how they are enforced — in the database rather than in application logic that can be edited at 2 a.m.
Reading your own results
Attribution that separates the entry from the exit from the drift, so a team can tell which part of their system is actually paying — and which part they have been crediting by accident.
Trading research automation
For a team that wants their studies to mean something
Backtest design and review
How to build a harness that makes a bad idea look bad — the only useful property a backtester has. Null models fixed in advance, variants counted, look-ahead found before it flatters a result rather than after it funds one.
Data pipeline design
The awkward parts, treated as first-class: corporate actions, contract rolls, session boundaries, exchange rule changes, and the quiet gaps that corrupt a study while every chart still looks fine.
Adversarial review
Taking a study your team already believes and trying honestly to break it, before someone with money at stake does it for you. Frequently the most valuable half-day in an engagement.
Teaching the method as you go
Consulting that leaves capability behind rather than dependence. The point is that your team runs the next study without me.
The boundary — and it is a firm one
Consulting on automation, not supplying it
Not a trading system, an algo product, or a strategy delivered as software.
Not a signal feed, or anything that tells anyone what to trade.
Not software distributed to third parties. Nothing is licensed, resold or handed on.
Not order routing or execution infrastructure operated on anyone’s behalf.
Not a managed service. Nothing is run for you against a live account.
This is not marketing positioning. Automated order placement is a regulated activity, and a trading system becomes a very different thing — legally and practically — the moment it is supplied to someone other than the person who built it. EdgeQuant advises the people building their own systems and does not supply, operate or distribute one.
Where an engagement touches automated execution, the route runs through your broker and their approval process. I will say so plainly rather than take work that belongs there.
How an engagement runs
Short, specific, and it ends
- A conversation about what you are building and what you are worried about. Often the worry is in the right place and the design is not.
- A written scope naming what will be reviewed, what will be advised on, and what is explicitly out of scope.
- The work, with reasoning attached — notes, annotated designs, worked examples, written so your team can act on them without me in the room.
- It ends. The measure of the engagement is that you do not need another one.
Education and research only. Nothing on this site is investment advice or a recommendation to buy or sell anything. Trading carries a real risk of loss and most short-term retail traders lose money. Every figure and instrument in the published writing is illustrative. Speak to a licensed professional before you risk capital.