Quant technology built for how you actually operate.
Different desks. Different constraints. Same invariants: execution quality, deterministic risk controls, and operational visibility. Mathonyx builds the infrastructure; LISA is the product layer that exposes it for strategy and copy trading.
What every serious systematic stack needs.
Whether you run a fund, a prop desk, or a professional book, the fragile parts are the same. We focus on the things that decide if automation survives contact with the market.
Deterministic risk enforcement
Hard and soft stops, exposure limits, loss caps, cooldowns, restricted times, kill switch.
Execution you can operate
Order lifecycle handling, retries, idempotency, and explicit failure-mode reporting.
Broker / venue integrations
API connectivity with clean credential handling and the ability to disconnect instantly.
Audit trails by design
Logs that answer: what happened, why it happened, and what rule blocked it.
Turn research into operations without the fragile glue.
Research is cheap. Production is where strategies die. We help hedge funds run systematic strategies with enforceable risk rules, broker-connected execution, and monitoring that operators trust.
Multi-strategy orchestration
Controls for portfolio exposure, correlation risk, and conflicting signals.
Operator-grade visibility
Intraday monitoring, alerts, and clean incident timelines when something breaks.
Risk enforcement
Rule-driven pre-trade checks and post-trade supervision with clear escalation paths.
Evidence and reporting
Consistent strategy profiles and reporting primitives you can standardize on.
Controlled automation for long-horizon portfolios.
Asset management needs discipline, explainability, and reporting — not a fast bot. We build systems that support portfolio workflows, model governance, and risk controls while keeping humans in the loop.
Rebalancing workflows
Threshold rules, time fences, approval steps, and clean audit trails.
Governance-ready tooling
Versioned configurations, repeatable runs, and transparent decision logs.
Risk constraints
Exposure limits, loss caps, and portfolio-level guardrails to prevent drift.
Client reporting primitives
Standard metrics, explanations, and outputs designed for client communication.
Execution throughput with guardrails.
Prop environments amplify operational failures: partial fills, fast markets, API hiccups, and human pressure. We build execution-aware architecture with strict risk controls and observability.
Execution lifecycle handling
Retries, idempotency, and explicit behavior under rejection and rate limits.
Hard risk limits
Per-strategy and portfolio constraints with kill switches and cool-downs.
Multi-account control
Manage multiple accounts/strategies without losing visibility and control.
Real-time observability
Dashboards and alerts built for fast feedback loops and incident response.
One mission control for strategy execution.
If you trade professionally, you already know the pain: too many tools, too many manual steps, and no single source of truth. We build a control layer for multi-strategy execution, risk, and monitoring.
Copy + strategy automation
Discover, test, and automate strategies with standardized profiles and metrics.
Guardrails
Position sizing, exposure limits, loss caps, and time restrictions — enforced.
Audit logs
Know exactly why a trade fired, why it didn’t, or why it got rejected.
Broker remains in control
Funds stay at your broker. API access can be revoked at any time.
Tell us what you’re building.
If you need quant infrastructure that is engineered for real-world failure modes (not just backtests), we can help.
Get in touch