We build trading software, quantitative models, and analytical frameworks - then deploy them with real capital. There is no separation between what we build and what we use.
Tickflow Capital Limited is a trading technology and quantitative research firm incorporated in Kenya in January 2026. We operate as a systems-driven trading operation supported by in-house software, structured research, and disciplined risk management.
Everything we build is designed to be used in live environments, not just studied or presented. Our internal trading operation is the proving ground for every tool, model, and framework we develop.
We also make selected tools and research products available to serious external buyers - systematic traders, prop firms, and institutional research teams who prioritise rigour over convenience.
The software supports the models. The models support the decisions. The decisions are tested through real capital. The feedback loop improves the system continuously.
We actively deploy our own capital using the same tools and models we build. We also manage a very limited number of external accounts — kept intentionally small due to regulatory discipline. This is not a scaling focus.
Tickflow Capital Limited · PVT-6Y1YWM6V
Incorporated 13 January 2026
Nairobi, Kenya
Systematic. Auditable. Capital-tested. No signals. No speculation. No exceptions.
Scenario-based signals that are explainable and repeatable. No black boxes. Every opportunity ties directly to specific market conditions.
Every hypothesis is tested out-of-sample. Statistical gates must be cleared before any strategy touches live capital.
Multi-gate pre-trade validation. No trade executes without passing every risk check. Institutional discipline, not retail gambling.
Full order lifecycle management. Preflight validation, fill reconciliation, and real-time slippage tracking.
Async event-driven architecture with persistent state. Every component knows the current system state at all times.
Complete audit trail from signal to fill. Every decision has a trace ID. If we cannot explain why the system did something, it does not go to production.
TIES is our proprietary trading framework. It powers our own capital deployment and serves as the sole foundation for all commercial offerings. No product exists outside this system.
Polls MT5 every second per symbol, refreshes macro data every 60s. Fans out tick events to all subscribers via async queues. Staleness detection built in.
Computes a full FeatureSet on every tick: price levels, premium/discount zones, intermarket alignment, regime scores, calendar blocking.
Generates buy & sell scenarios. Scores each against five weighted factors. Validates before risk evaluation.
Seven sequential gates: kill switch state, calendar block, daily budget, max drawdown, position cap, symbol cap, position sizing. Every gate logs its decision.
Preflight validation, MT5 dispatch with retry logic, fill reconciliation, slippage measurement. Anomaly detection flags broker irregularities automatically.
Append-only audit log with trace ID correlation. Given any trace ID, reconstruct the full decision chain: signal, risk gates, execution, fill, anomalies.
Gold research focused on repeatable macro conditions. The objective is distribution mapping, not prediction. Models are built on statistical foundations, not narrative.
Study of gold behaviour around scheduled economic releases. Pre-event positioning patterns, intra-event volatility, and post-event continuation versus mean reversion.
Categorising market conditions by volatility, dollar strength, and yield environment. Different regimes produce measurably different price behaviour.
Analysis of dollar alignment, precious metals ratios, energy correlation, and yield thresholds as context filters - not as standalone signals but as bias inputs to the model framework.
Every hypothesis tested with rigorous statistical methods. Significance requirements must be met before any live deployment.
How price behaves at various price levels. Proximity thresholds, rejection rates, and false break frequency by regime.
One variable per experiment. Backtests isolate causation, not correlation. No parameter optimisation without walk-forward confirmation.
Historical regime awareness is built into the research process, not added as an afterthought.
Live deployment requires statistical significance. No exceptions. No capital commitment without demonstrated edge.
Active backtesting phase on XAUUSD. Dataset extension underway to resolve statistical significance requirements.
Every commercial product is a direct extraction from the TIES platform we use internally. Nothing is built speculatively - if it is for sale, we have already used it in production.
Statistical edge validation engine. Rigorous backtesting with bootstrap confidence intervals, Monte Carlo analysis, regime decomposition, and overfitting detection.
Slippage distribution analysis, fill deviation detection, requote frequency analysis, and fill time metrics. Converts execution history into structured broker quality reports.
Three-level trading halt system with persistent state, remote control, and full audit logging. Sits on top of any existing setup.
Multi-source feed staleness detection across ticks, macro data feeds, and economic indicators. Alerts before stale data affects trading decisions.
Real-time market context: regime classification, volatility state, key price levels, and intermarket alignment scores.
White-label pre-trade compliance engine: configurable drawdown limits, position caps, daily budget gates, and calendar blocks. Full audit trail.
Enterprise licensing, research partnerships, and product enquiries. Direct access to the team that builds the systems.
Enquiries go directly to the principals. No sales team. No automated responses. Expect a substantive reply within two business days.