Building dynamic quantitative systems for traders and firms
Tirmann is a quantitative software studio specialising in the development and licensing of systematic algorithmic portfolios for professional traders and financial firms.
Building dynamic quantitative systems for traders and firms
Tirmann is a quantitative software studio specialising in the development and licensing of systematic algorithmic portfolios for professional traders and financial firms.
about us
Since our founding, we have been at the forefront of quantitative systems development. Building and licensing institutional-grade algorithmic portfolios for professional traders and financial firms operating in futures markets.
auditable
We build algorithmic trading systems
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.
Custom algorithmic portfolio design
We design bespoke algorithmic portfolios built around your firm's specific margin capacity, technical infrastructure, and trading objectives. Each system is assembled from a curated selection of rigorously validated strategies, diversified across commodities and index futures markets.
Rather than applying generic, off-the-shelf solutions, we engineer every portfolio from the ground up ensuring structural coherence, cross-strategy synergy, and long-term adaptability to evolving market conditions.
Strategy validation 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.
Algorithm licensing
Our proprietary algorithmic systems are made accessible to qualified traders and financial 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.
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.
From system design
to live execution
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.
The roadmap to your tailored infrastructure
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.
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.
Behind the strategies
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.