Quantitative research, development and models design
Hypothesis-driven research grounded in structural market anomalies, not data mining, forged through live futures operation.
Building dynamic quantitative systems for investment firms
Tirmann is a quantitative software studio specialising in the research, development and licensing of systematic algorithmic portfolios for investment firms.
about us
Since our founding, we have been at the forefront of quantitative systems development. Building and licensing institutional-grade algorithmic portfolios for investment firms operating in futures markets.
Strategy pool
150+
Algorithms developed and validated
Equity indices & commodities
CME deep-liquidity futures
In constant evolution
Historical depth
15+
Years of market data tested per model
Since January 2010
Multiple market regimes
Walk-forward validated
Validation rigour
5+
Independent validation layers per strategy
Hypothesis testing
Monte Carlo stress test
Out-of-sample validation
Transparency
100%
Documented and fully auditable
Full Blueprint report
Zero discretionary override
Skin in the game
We build algorithmic trading systems
Solutions
We design bespoke algorithmic portfolios built around your firm's specific margin capacity, technical infrastructure, and trading objectives. Each system is assembled from rigorously validated strategies, diversified across futures markets.
Solutions · 01 / 04
Systematic seat configuration and deployment
We provide a scalable algorithmic framework aligned with your technical infrastructure. Clients select the exact number of operational seats required to match their internal margin constraints.
Active slots are then populated by automated models from our proprietary reserve of validated futures strategies. This seat-based architecture ensures structural coherence and mathematical synergy across all slots, adapting systematically to changing market conditions.
01
Solutions · 02 / 04
Strategy documentation and blueprint report
You require full transparency before deployment. Every system we deliver is accompanied by a comprehensive Blueprint report covering 15+ years of historical backtests, walk-forward optimization, out-of-sample validation, and Monte Carlo stress testing across multiple market regimes.
All strategic logic, allocation rationale, risk metrics, and performance figures are fully documented giving you the rigour and auditability required for internal review and compliance processes.
02
Solutions · 03 / 04
Algorithm licensing
Our proprietary algorithmic systems are made accessible to investment firms through a structured, seat-based licence framework designed to integrate seamlessly into your existing execution infrastructure.
The model is built around full client autonomy: no profit-sharing arrangements, no discretionary involvement, and no lock-in periods. You retain complete control over deployment, activation, and capital allocation at all times.
03
Solutions · 04 / 04
Ongoing monitoring and monthly rotation
Markets evolve. So does your portfolio. All licensed systems benefit from continuous performance monitoring, rollover alerts, and a monthly rotation protocol governed by objective quantitative thresholds.
Strategies falling below predefined performance criteria are systematically suspended and replaced: ensuring your portfolio remains aligned with current market regimes without requiring active management.
04
−38.2%
avg. drawdown reduction
Rotation edge
Active rotation vs. static holding
The dual-filter rotation protocol reduces average drawdown by 40.6% compared to a static portfolio while retaining the same P&L capture. Verified on out-of-sample and live data.
100%
proprietary capital exposure
Alignment
Every strategy runs on our own capital
Each algorithm licensed to a client is traded simultaneously on Tirmann's proprietary account. No advisory distance, full exposure, full accountability.
150+
validated algorithms in reserve
Strategy pool
A dynamic reserve, not a static deployment
Tirmann maintains over 150 rigorously validated algorithms across all futures markets. This pool is in constant evolution. New models are continuously developed, and the reserve is systematically rotated as market regimes shift.
14
deep-liquidity futures markets
Market coverage
Indices and commodities, structurally diversified
Models operate across fundamentally distinct asset classes: equity indices and physical delivery commodities. Minimising single-sector concentration risk.
Gold
Nasdaq fut.
S&P500 fut.
Crude oil
Natural gas
Corn
Palladium
Gold
Nasdaq fut.
S&P500 fut.
Crude oil
Natural gas
Corn
Palladium
Live cattle
Feeder cattle
Copper
EuroFX fut.
Soybean
Aluminium
Platinum
Live cattle
Feeder cattle
Copper
EuroFX fut.
Soybean
Aluminium
Platinum
From system design to live execution
Process
Explore sample configurations built from validated strategies, diversified across markets and timeframes. Each example illustrates the cross-strategy synergy contribute to structural adaptability and disciplined risk management over time.
Tirmann core index · Live equity curve from January 2024 LIVE
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Returns / DD ratio
—
Sharpe ratio
3.12
Max Drawdown
—
Positive months
—
Total trades
—
Volatility (ann.)
81.20%
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Latest portfolio rotation
Live equity curve from January 2024
LIVE
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Returns / DD
—
Sharpe
3.12
Max DD
—
Pos. months
—
Trades
—
Vol. ann.
81.20%
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Latest portfolio rotation
Multi-layer statistical validation and stress testing
Independent stress gates including walk-forward, out-of-sample lockout and Monte Carlo. Failure at any layer triggers immediate decommissioning.
Custom IT architecture and high-availability infrastructure
Architecture engineered for deep-liquidity CME futures, with secure VPS blueprints and operational continuity for seamless live execution.
Live production monitoring and system integrity oversight
Dedicated technical oversight with real-time integrity checks, stability monitoring and direct-access support alongside every deployment.
Dynamic regime governance and strategy rotation
Decaying models are systematically suspended and replaced from the validated reserve as market regimes shift. Alpha is perishable.
Systematic risk containment and portfolio kill-switches
Predefined mathematical kill-switches at strategy and portfolio level, enforcing a bounded risk profile with zero discretionary override.
The roadmap to your tailored infrastructure
process
We work closely with you to understand your objectives and technical setup. From there, we design and test a personalised algorithmic system built around your specific requirements.
Consultation and proof of concept
This step lays the foundation for a licence configuration truly aligned with your setup, experience, and objectives.
01
Licence and seats configuration
Your seats are configured around your margin capacity, followed by a full system review and Q&A session.
02
Documentation and delivery
You receive an initial Blueprint report detailing historical backtests and risk metrics, which is systematically re-issued at every monthly rotation.
03
Monitoring and rotation
Underperforming models are systematically rotated out per our quantitative protocol, accompanied by an updated Blueprint report for continuous compliance. We provide a dedicated technical support service 7 days a week if needed to assist you.
04
Timeline of the proof of concept
Proof of concept
Before any licence is issued, we run a structured validation process. Two steps designed to confirm, with data, that working together makes mathematical sense for both parties.
Week 1
Week 2
Month 1
Month 2
Month 3
From Q2
01 / 03
Due diligence and alignment
Every engagement begins with a quantitative assessment. You provide your daily return history, we calculate the decorrelation score against our active strategy pool and simulate the combined portfolio across key risk metrics: drawdown profile, ratios, correlation regime stability.
The output is a full impact report. If the figures confirm a structural interest on both sides, we proceed to the next step.
The output is a full impact report. If the figures confirm a structural interest on both sides, we proceed to the next step.
Full decorrelation and a combined portfolio impact report.
02 / 03
Live phase
Over one calendar quarter, a defined set of strategies operates under live market conditions on a dedicated account. You observe execution quality, monthly rotation in real time with full access to trade-level data.
No commitment is required. Deployment decisions remain entirely at your discretion.
No commitment is required. Deployment decisions remain entirely at your discretion.
One full quarter of auditable live trade data. Monthly rotation reports. Full execution logs.
03 / 03
Licence activation
Once both parties have validated the fit, quantitatively and operationally, the licence is formalised. Seat count, markets, and rotation schedule are confirmed, and the engagement moves to a long-term partnership.
Signed licence configuration and first official Blueprint report for the active deployment.
Structural edge and over-fit prevention
Methodology
Avoiding over-optimisation is not a single decision, it is the result of an architecture designed at every level to prevent it. Each step is structured to surface curve-fitting before it reaches production.
Multi-layer validation gate
Every candidate must pass successive stress-test periods covering historical market
dislocations, walk-forward parameter stability analysis, and mandatory out-of-sample
validation. Each layer is independent, a model that fails any single checkpoint is immediately
set aside. There are no exceptions, no discretionary overrides, and no second chances within
the same development cycle.
Parameter parsimony as a robustness criterion
Strategies are kept deliberately simple. The core objective is to identify a natural, structural
market edge one that exists because of genuine market behaviour, not because parameters
have been fitted to historical data until the equity curve looks compelling. The fewer the
parameters, the more transferable the logic across unseen market conditions. Simplicity is
treated as a direct proxy for out-of-sample robustness.
Selective optimisation, not systematic optimisation
Structural and volatility filters are applied to exclude trades that are misaligned with the
prevailing market environment. These are not added to improve backtest aesthetics they are
grounded in market microstructure logic. Optimisation is always a finishing layer applied to a
model that already demonstrates a standalone edge, never the mechanism through which that
edge is manufactured.
Structural edge and over-fit prevention
Methodology
Avoiding over-optimisation is not a single decision. It is the result of an architecture designed at every level to prevent it. Each step is structured to surface curve-fitting before it reaches production.
Multi-layer validation gate
Every candidate passes successive stress-test periods covering historical market dislocations, walk-forward parameter stability, and mandatory out-of-sample validation. A model that fails any single checkpoint is immediately set aside, no exceptions, no discretionary overrides.
Parameter parsimony
Strategies are kept deliberately simple. The core objective is to identify a natural, structural market edge, one that exists because of genuine market behaviour, not because parameters have been fitted to historical data until the equity curve looks compelling.
Selective optimisation
Structural and volatility filters exclude trades misaligned with the prevailing market environment. Optimisation is always a finishing layer applied to a model that already demonstrates a standalone edge, never the mechanism through which that edge is manufactured.
Behind the strategies
What we offer
Our approach combines rigorous strategy design, diversified system architecture, and adaptive monthly rotation. The goal: a transparent and disciplined framework that stays aligned with market cycles and is built for structural robustness over time.
01
Strategic architecture and scientific validation of algorithms
A rigorous framework for strategy development: quantitative hypotheses, robust testing, and multi-regime validation.
02
Systematic allocation and adaptive strategy rotation
Objective-driven portfolio construction and monthly rotation to adapt to evolving market regimes.
03
Stability, adaptability and strategic lifecycle management
Long-term consistency through disciplined execution and adaptive model governance.
Does Tirmann manage external capital?
No. Tirmann operates strictly as a technology and intellectual property developer. We do not provide financial advisory, custodial services, or asset management. All capital execution, operational integration, and final risk parameters remain under the sole governance of the Tirmann licensee.
Why license an external framework instead of building in-house?
Building and maintaining an institutional-grade quantitative infrastructure requires heavy fixed capital, continuous alternative data-feed overheads, and specialized engineering teams exposed to key-person risk. Licensing Tirmann replaces unpredictable fixed overhead with a transparent, predictable software expense, granting instant operational scale and access to a diversified pool of 150+ models continuously expanding while retaining 100% of your alpha with zero profit-sharing.
How does the framework ensure non-correlated alpha?
Portfolio diversification fails when internal research teams rely on identical data structures and factors. Tirmann's models are built completely independent of traditional internal multi-factor frameworks. By combining microstructural price action on deep-liquidity global futures with automated macro nowcasting, our framework captures distinct, non-correlated market edge that complement and diversify existing institutional portfolios.
What exactly is included in a Tirmann license?
Each annual license includes full system deployment, monthly strategy rotation updates, standard monitoring, a complete technical documentation and a dedicated technical service. Every deployment is accompanied by an initial Blueprint report detailing historical metrics and stress tests, which is systematically re-issued at every rotation for continuous risk compliance.
How does the automated rotation engine work?
Alpha is a perishable asset. Rather than deploying static code that inevitably degrades when market structures shift, our engine continuously benchmarks active strategies against their historical statistical profiles. If a model exhibits regime drift or microstructural decay, we suspends it and deploys a qualified replacement strategy from our model reserve possessing the highest mathematical alignment with the current volatility cycle.
What does Tirmann's infrastructure and deployment delivery model look like?
Tirmann operates strictly under a software delivery and architecture advisory model. We do not run, host, or execute live strategy sessions on our own servers for clients. All execution occurs within your own infrastructure.
Software Integration: Our algorithmic frameworks are delivered to run natively on industry-standard, battle-tested trading platforms and execution software widely trusted by institutional professionals. No black-box proprietary execution software is required.
Infrastructure & VPS Governance: Licensees retain full governance over their technical hosting. You are completely free to select your preferred Virtual Private Server (VPS) and data-feed providers.
Advisory & Architecture Support: To ensure maximum reliability and latency optimization, Tirmann provides pre-configured architectural blueprints and baseline recommendations for server specifications, processing power, and connectivity settings.
Zero Counterparty Routing: At no point do execution orders, strategy logic, or live data packets route through Tirmann's servers. The framework operates 100% sandboxed within your secure environment, connecting directly from your local setup to your designated broker.
Software Integration: Our algorithmic frameworks are delivered to run natively on industry-standard, battle-tested trading platforms and execution software widely trusted by institutional professionals. No black-box proprietary execution software is required.
Infrastructure & VPS Governance: Licensees retain full governance over their technical hosting. You are completely free to select your preferred Virtual Private Server (VPS) and data-feed providers.
Advisory & Architecture Support: To ensure maximum reliability and latency optimization, Tirmann provides pre-configured architectural blueprints and baseline recommendations for server specifications, processing power, and connectivity settings.
Zero Counterparty Routing: At no point do execution orders, strategy logic, or live data packets route through Tirmann's servers. The framework operates 100% sandboxed within your secure environment, connecting directly from your local setup to your designated broker.
Do you charge performance fees or trade under a profit-sharing model?
No. Tirmann operates strictly under a transparent, seat-based annual licensing structure with a clean tech-vendor model. We enforce zero profit-sharing, no discretionary control over your setup, and no capital lock-ins. This structure ensures our licensees retain 100% of their generated alpha while converting unpredictable operational infrastructure costs into a predictable software expense.
Contact
Request an introductory call
Every engagement begins with a consultation. We take the time to understand your infrastructure, objectives, and margin capacity before configuring any system.
Response time
Within 24 hours
Availability
Professional and institutional clients only
Alpha is perishable. Architecture is permanent.