Platform architecture
& engineering.
Architecture and engineering of core proprietary trading platforms, designed around institutional workflows and carried through implementation.
Trading technology architecture, engineering, and implementation for institutional clients.
Explore our services ↘The best questions don’t come from a product roadmap.
They come from the trading screen.
Market Technologies Group designs and implements proprietary trading platforms and the systems behind them. We bring together market data analysis, risk and volatility tools, FPGA engineering, and infrastructure to support institutional trading workflows.
Architecture, engineering, and implementation services for institutional trading teams. From the data feed to the infrastructure behind the platform.
Architecture and engineering of core proprietary trading platforms, designed around institutional workflows and carried through implementation.
Multi-feed management that brings market data sources into a connected trading environment, supporting ingestion, normalization, and distribution.
Tools and systems for structuring, managing, and analyzing the market data used in research, trading, and decision-making.
Development of tools for analyzing trading risk and market volatility, including volatility curves and surfaces to support research and decision-making.
Field-programmable gate array (FPGA) engineering for high-speed, low-latency trading systems, bringing hardware acceleration into the technology architecture.
Implementation of the technology infrastructure that supports trading platforms, market data systems, and their connected workflows.
Our own captured market data grounds our research. That experience informs how we design data pipelines, analytical tools, and trading systems for institutional clients.
# The market is the source.
from mtg import Market, Engine
market = Market(
instruments=["ES", "NQ", "CL", "GC"],
resolution="every_tick",
source="proprietary"
)
for event in market.stream():
context = research.analyze(event)
signal = model.evaluate(context)
if risk.approves(signal):
engine.execute(signal)
journal.record(event)Our technology already works where it matters:
alongside traders and inside live systems.
Autonomous trading intelligence.
Built for disciplined execution.
Institutional order-flow analysis.
A research partner on your screen.
Footprint, delta, and liquidity.
Intelligence, directly on the chart.
HAPI OPERATES PRIVATELY THROUGH PILOT TRADERS CAPITAL. NOT AVAILABLE FOR SUBSCRIPTION.

MARKET DATA / RESEARCH / ALGORITHM DEVELOPMENT
David Story is the founder of Market Technologies Group. His work focuses on capturing and structuring market data, researching order flow, and developing trading algorithms that turn those observations into working systems.
Years at the trading screen led David to build his own archive of market activity and trading decisions. That data became the foundation for the company’s research, analytics, and execution technology.
He remains hands-on in development: testing ideas against the tape, refining the logic, and building tools around the questions the market raises every session.
Map trading workflows, data requirements, and the systems that need to connect.
Analyze the data and constraints to shape the platform architecture.
Engineer platforms, data tools, and infrastructure around the agreed requirements.
Test system behavior, data handling, and performance against project requirements.
Implement and integrate the technology into the client’s trading environment.
For institutional trading teams, platforms, and data businesses.
Tell us what your systems need to do.