Quantitative research and trading engineering, held to the standard of evidence.
Algorithmic Sciences validates trading strategies and builds the research, execution and risk systems around them, for firms that run capital systematically or want to.
Discuss a project See our services
Founded in 2017 by Ben Racz, Professor of the Practice in Quantitative Finance and Algorithmic Trading at Carnegie Mellon University from 2023 to 2025.
An idea is wrong until data it has never seen says otherwise.
Clients bring us a strategy to validate, a desk to automate or a stack to connect. We take it to the standard we apply to our own research: costs in every test, no flattering position sizing, small search spaces, and out-of-sample data that stays untouched until the end. Read the research standard.
What we review, build and run
Independent review
- Manager and advisor due diligenceAn independent read of an outside manager's research, record and process, before you allocate to it.
- Strategy validationFormal procedures that decide whether a strategy has an edge before capital depends on it.
- Execution cost reviewA fixed-scope measurement of what your trading really costs, from your own order and fill records.
Research and engineering
- Custom strategy development and researchNew strategy research to your brief, run to our research standard, with the code and every test handed over.
- Research infrastructureThe machinery that lets a team test ideas at scale and reproduce every result.
- Portfolio constructionCombining strategies so the portfolio holds up when single strategies do not.
- Order and execution managementOrder and execution systems that cut cost and keep flow acceptable to counterparties.
- Integration and automationConnecting brokers, venues and data, and taking manual steps out of the workflow.
- Building an in-house research teamHelp for a firm that wants its own research team: roles, hiring, tools and the standard the team works to.
equities, futures, currencies, options, rates, and crypto assets.
The methods do not depend on the asset. We work from daily bars down to tick and order book data.
How an engagement runs
Review
We read the existing research, code and trading records, and say plainly what holds up.
Specification
We agree what will be built, how it will be tested, and what result counts as success.
Build
Research, infrastructure or integration work, delivered in stages your team can inspect.
Validation
Results are checked on data the work never saw, with costs included.
Handover
Documentation and procedures your team can run, or continued monitoring by us.
Led by Ben Racz
Founder, Managing Director and Head of Quantitative Research
- Professor of the Practice in Quantitative Finance and Algorithmic Trading, Carnegie Mellon University College of Engineering, 2023 to 2025
- Co-author of Humanity’s Last Exam, published in Nature in 2026
- Co-founder of IATACF, author of its 52 courses and 15 credential programmes
- Built and led a global team of 21 scientists, engineers and consultants
- Former Director of Security at a NASDAQ-listed company
Internships
For traders, developers and researchers early in their careers, with routes to prepare through IATACF, with and without programming. How internships work
Mentorship
Through IATACF, the institute our founder co-founded: free courses to start, and faculty-supervised work in its Fellowship and Diplomas. Education and mentorship
Library
Published papers we recommend to anyone who builds, buys or allocates to systematic strategies. Read the library