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Independent research and advisory on agentic systems in financial markets.

For builders standing up agentic execution, incumbents reading the competitive map, and regulators and institutions assessing systemic impact. Senior buyers only. One written artifact at a time.

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The architecture

One picture of the surface this practice works on.

Agentic trading systems are an architecture, a control layer, and a supervisory frame, in that order. Most of the interesting failures live at the boundaries.

Agentic Trading Systems — architecture and systemic risk in financial markets, 2026. A core architecture spanning retrieval and knowledge, LLM reasoning, fine-tuned predictive models, agent harnesses and tools, and execution and surveillance, sitting on a control layer of human approval, model validation, kill switches, and access control.
Agentic Trading Systems — architecture and systemic risk, 2026. The core architecture is the surface most engagements work on; the control layer is what compliance and supervisors will read.

How I work

01

Frame

Two-week sprint. Read the regulator filings, the codebase, or the internal memo. Disagree on paper. The output of this step is the question that the engagement is actually being asked.

02

Build the artifact

A working paper, an architecture, an evaluation harness, or a comment letter. One thing, written down, in a form a senior reader can act on without a second meeting.

03

Hand it off

Walk it through with the people who need to act on it. Stay available for the questions that arrive in week six. Six weeks of follow-up Q&A is included in every engagement.

Read the full approach

Engagements begin with a conversation.

Schedule a 30-minute call Or write directly

Response within two working days. Quebec, Canada time.