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The AI-Native Quant Studio &
Multi-Broker Execution Terminal

Sigmetry unifies end-to-end algorithmic research, high-fidelity backtesting, and live multi-broker execution into a single, cohesive desktop platform. Engineered on NautilusTrader 2.x's compiled Rust core with zero-copy data pipelines, disciplined AI assistance, and microstructural fill accuracy.

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In active engineering · Private beta cohorts opening soon
Core Foundations

Fast. Accurate. Capable.

Built without architectural compromises. Designed from the event loop up for quantitative researchers, prop traders, and algorithmic funds.

Engineered for Speed

Built on NautilusTrader 2.x's compiled Rust event loop with zero-copy PyO3 bindings and local Apache Arrow/Parquet data catalogs. Simulates multi-year historical tick and order book data at sub-millisecond execution latency without Python runtime bottlenecks.

Rust Event Engine PyO3 Zero-Copy Apache Arrow IO Sub-Millisecond Loop

Microstructural Realism

Signals are evaluated against sub-bar price paths, nanosecond raw trade ticks, and top-of-book BBO quotes. Enforces true venue round-trip latency, order book queue progression, depth consumption, schedule fee models, and continuous futures roll calendars.

Sub-Bar Sequencing Queue Position Venue Latency Continuous Rolls

Full-Stack Integration

Replaces disjointed tools with a unified desktop studio. Seamlessly traverses the entire workflow: from AI hypothesis formulation and wide-search edge mining to statistical validation and live multi-broker execution with zero code changes.

Single-Source Code Multi-Broker Routing Autonomous Risk Statistical Gates
THE UNIFIED ADVANTAGE

The only platform that brings the complete quant lifecycle together.

Most quantitative trading environments are fundamentally fragmented—researchers explore ideas in Jupyter notebooks, optimize parameters with ad-hoc scripts, and are forced to rewrite everything into C++ or proprietary broker APIs for live execution. Sigmetry unifies every phase: conversational hypothesis generation, high-throughput machine learning, rigorous fill-level validation, and live multi-broker execution operate on the exact same event-driven engine with zero code translation.

Platform Capabilities

Everything You Need. In One Place.

A high-level overview of our institutional research suite, machine learning discovery tools, and production execution architecture.

STATISTICAL RIGOR

Traditional Quant Tools

Institutional-grade simulation and statistical validation methods to eliminate curve-fitting and stress-test performance.

  • Realistic Backtesting: Sub-bar sequence resolution and trade/quote tick playback that accurately test stops, targets, and queue priority.
  • Walk-Forward Optimization (WFO): Multi-window rolling out-of-sample optimization tracking parameter drift (CV%) to verify regime resilience.
  • Monte Carlo Stress Testing: Vectorized block bootstrapping to simulate drawdowns, tail risk, and equity curve probability distributions.
  • Bayesian Optimization: Optuna-powered hyperparameter search to efficiently map complex multi-parameter surfaces.
  • Deflated Sharpe (DSR) & Holdout Locks: Mathematical penalties for multi-trial exploration paired with withheld holdout data to prevent data snooping.
ALPHA DISCOVERY

Exotic & AI-Native Discovery

Next-generation discovery tools combining conversational intelligence, combinatorial mining, and microstructural machine learning.

  • AI Research Copilot: Express quantitative hypotheses in natural language to synthesize schema-validated, typed, and compilable strategy implementations.
  • Market Edge Mining: Wide-search combinatorial scanning across instrument and timeframe grids to identify robust alpha plateaus.
  • Microstructural ML Discovery: High-performance Polars feature pipelines and purged/embargoed models that compile into standalone, zero-dependency native classes.
  • Deterministic Research Ledger: Cryptographic hash-chaining that immutably logs every hypothesis, parameter set, and backtest provenance stamp.
EXECUTION TERMINAL

Zero-Code-Change Live Execution

Deploy tested models to production markets with 100% architectural parity and engine-level risk guardrails.

  • Architectural Symmetry: The exact same event-driven strategy logic that ran in your backtest deploys live with zero code modifications.
  • Decoupled Multi-Broker Routing: Clean architecture separates historical market data from live execution, routing orders seamlessly across futures, equities, and digital asset venues.
  • Multi-Venue Execution: Native connectivity across major institutional gateways, prime brokerages, and cryptocurrency venues, powered by an extensible adapter architecture.
  • Autonomous Risk Guardian: Hard account guardrails evaluated synchronously on the engine thread—trailing drawdowns, daily loss halts, and panic flatten triggers.
  • Continuous Roll Engine: Automated calendar splicing produces clean, point-adjusted continuous futures series while preserving raw contract stores.
Engineering Waitlist & Beta Program

Request Early Access

Sigmetry is currently under active engineering. Register below to receive development progress devlogs and request placement in upcoming beta cohorts.

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Thank you for registering. You have been added to our engineering waitlist. We will keep you informed on core milestones and reach out directly regarding upcoming beta testing cohorts.