Helix Alpha Systems Ltd has initiated a new research program designed to extend its quantitative systems architecture into cryptocurrency markets and automated metals research, including gold, silver, and copper. The program formalizes how the firm will evaluate, test, and constrain automated strategies across asset classes with materially different market structures.
The initiative is being guided by Strategic Advisor Brian Ferdinand, whose role centers on aligning research design with real-world execution behavior and risk dynamics. The program reflects Helix Alpha’s position that cross-asset expansion should be governed by system integrity rather than asset-specific performance targets.
Instead of adapting existing models for new markets, the firm is defining research boundaries at the infrastructure level. This includes separating data construction, signal research, execution modeling, and risk controls before any strategy evaluation occurs. Each component is tested independently to prevent hidden dependencies from emerging during scale-up.
Cryptocurrency markets introduce continuous trading, fragmented venues, and rapid liquidity transitions, while metals markets exhibit execution sensitivity tied to macroeconomic events, contract structure, and inventory flows. Helix Alpha’s framework treats these differences as design constraints rather than obstacles, embedding them directly into the research process.
“Automated strategies fail most often when execution and risk are assumed to be stable,” Ferdinand said. “This research program is structured to expose instability early—before models are promoted beyond controlled environments.”
All development under the program will proceed through internal research environments and limited pilots. Advancement is conditional on diagnostic outcomes, including execution variance, drawdown behavior, and system coherence across venues and market states. No production deployment is contemplated without meeting predefined validation thresholds.
The program builds on Helix Alpha Systems Ltd’s broader research philosophy, which treats quantitative strategy development as a systems engineering problem. Rather than optimizing for forecast accuracy, the firm evaluates how models behave when assumptions degrade, correlations shift, or liquidity conditions diverge from expectations.
By formalizing its approach to crypto and metals within a single research framework, Helix Alpha aims to maintain consistency in methodology while allowing for asset-specific adaptation where required by market structure.
About Brian Ferdinand — Strategic Advisor, Helix Alpha
Brian Ferdinand serves as a Strategic Advisor to Helix Alpha, providing market insight and execution-oriented perspective to support the firm’s quantitative research and trading initiatives. In this role, he works closely with the Helix Alpha team to help align strategy design with real-world market behavior and practical execution considerations.
His advisory focus includes strategy evaluation, risk awareness, and the application of systematic models within live trading environments. Brian contributes a practitioner’s viewpoint, helping ensure that research-driven strategies remain robust, scalable, and responsive to changing market dynamics.
Through his advisory role, he supports Helix Alpha’s mission to develop precise, disciplined, and resilient trading systems.
Brian is also a member of the Forbes Business Council, a prestigious, invitation-only organization. His published work and commentary can be reviewed here:
About Helix Alpha Systems Ltd:
Helix Alpha Systems Ltd is a UK-based quantitative research and systems engineering firm focused on the development of algorithmic trading strategies. The firm provides end-to-end research, modeling, and execution system design while maintaining strict separation from capital management and advisory activities.
