Systematic trading built on research, executed with discipline.
We design, test and deploy algorithmic strategies across global markets — combining rigorous quantitative research with robust execution. Our approach emphasises robustness, reproducibility and capital preservation.
- Market-neutral & directional strategies
- Quantitative research with production-grade testing
- Low-latency execution & active risk controls
About Admiral Research
Admiral Research Sagl is a boutique quantitative research firm headquartered in Lugano. We combine academic rigor with engineering discipline to build systematic strategies that work across market regimes. Our small size helps keep iteration fast and research focused — every model is judged by its reproducibility and real-world performance.
We collaborate with institutional partners on data, infrastructure and capital allocation. Our research is peer-reviewed internally and stress-tested before any live deployment.
Our Capabilities
Strategy Development
From idea to production: hypothesis testing, walk-forward backtests, Monte Carlo stress tests and robust performance attribution. We maintain reproducible notebooks and CI for research.
Execution & Infrastructure
Low-latency execution pipelines, smart order routing and continuous monitoring to reduce slippage and operational risk. We deploy containerised services with observability and alerting.
Risk & Portfolio
Multi-horizon risk frameworks, scenario analysis and portfolio construction to preserve capital during stress periods. Dynamic sizing and stop-management are core to our discipline.
Technology & Data
We build modular, testable systems in Python and .NET (C#) for numerics and execution. Our data platform ingests tick and reference data, normalises it and stores it in time-series databases for fast research queries. Reproducible research notebooks and CI-driven deployments keep our edge.
- Python for rapid prototyping; .NET (C#) for latency-sensitive components
- Streaming pipelines, versioned datasets and snapshot testing
- Extensive monitoring and canary deployments for production safety
Team & expertise
We are a compact, multidisciplinary group combining backgrounds across quantitative research, software engineering and trading. Typical profiles include:
- Quantitative researchers — PhD or MSc-level in statistics, machine learning, econometrics or physics; focus on hypothesis-driven model development and rigorous validation.
- Software and systems engineers — expertise in low-latency systems, scalable data pipelines and production-grade code (Python, C++, container orchestration).
- Data engineers — build reliable ingestion, normalization and versioning layers for high-frequency and reference datasets.
- Traders & portfolio managers — market practitioners who bridge research and live execution, with emphasis on risk controls and execution quality.
- Risk & compliance specialists — ensure models operate within mandated limits and support governance and auditability.
We prefer specialists who can collaborate across disciplines — researchers who write production-quality code, and engineers who understand statistical trade-offs.
Contact
For enquiries about partnerships, data access or career opportunities, reach us at:
Admiral Research Sagl — Corso Elvezia 27, 6900 Lugano, Switzerland