
Algorithmic research
We study how prices form: order-book dynamics, liquidity across venues and the statistical behaviour of digital assets. Every idea begins as a testable hypothesis and has to earn its place.

Pattayaguy Trading LLC is a proprietary trading firm. We combine quantitative research with technology built in-house to trade our own capital across digital-asset venues, systematically and within strict risk limits.
Research, technology and trading are not separate departments here. They are parts of a single loop, and each one is built to feed the next.

We study how prices form: order-book dynamics, liquidity across venues and the statistical behaviour of digital assets. Every idea begins as a testable hypothesis and has to earn its place.

Our trading stack is designed and built in-house, from market-data capture and simulation to execution and monitoring. We own the code, so we understand every decision it makes.

Strategies run systematically across digital-asset venues, with inventory kept within defined bands and every order passing automatic risk checks before it reaches the market.
Every strategy follows the same path. Most ideas are rejected along the way, and that is by design: the process exists to find the few that deserve capital.
A clear, economic reason why an effect should exist, written down before any data is examined.
Clean, time-stamped market data from each venue, checked for gaps, errors and survivorship.
Cost-aware testing that models fees, spread, latency and the impact of our own orders.
Out-of-sample and walk-forward checks, then live paper trading against real market data.
Gradual release with conservative limits, continuous monitoring and a defined exit.

Digital-asset markets never close, so our systems are designed to run around the clock. They are engineered for reliability first: every input validated, every order checked, every action logged and reconciled.
A small number of rules shape every system we build and every strategy we run.
Nothing trades because it feels right. Ideas are tested, measured and challenged before capital is committed.
Position limits, exposure caps and kill switches are designed first. Return is what remains within those limits.
Owning our technology means no black boxes. We can inspect, explain and improve every part of the system.
Costs compound. Patient, well-placed orders and careful venue selection protect every basis point of edge.
A reference series on how algorithmic trading works, the main strategy families, the risks involved and how strategies are tested.
A plain-language introduction to algorithmic trading: what it is, the difference between execution and decision algorithms, who uses it and how it relates to high-frequency trading.
ReadThe main components of an algorithmic trading system, from market data and signal generation to pre-trade risk checks, order execution, reconciliation and monitoring.
ReadAn overview of the main families of algorithmic trading strategy: trend following, mean reversion, statistical arbitrage, market making, cross-venue arbitrage, basis trading and execution algorithms.
ReadWe work with trading venues, liquidity providers and infrastructure partners. For onboarding, partnership or verification enquiries, contact us directly.