Systematic commodities trading with quantitative research and ML
Moreton Capital Partners operates a quantitative trading desk built on Python, PyTorch, and TensorFlow for signal development, backed by Snowflake and Apache Airflow for data pipelines. The tech stack reveals a research-first operation: heavy ML/data-science tools (scikit-learn, XGBoost, Weights & Biases for experiment tracking) paired with production infrastructure (Docker, GitHub Actions, MLflow). The hiring mix is research-heavy (7 research roles vs. 4 engineering) with accelerating velocity, and pain points center on the research-to-production gap—backtesting with realistic frictions, model drift, and launching live trading—suggesting they're scaling from signal validation into operational trading systems.
Moreton Capital Partners is a commodities-focused systematic trading manager blending quantitative research with machine learning. The core workflow spans signal development (alpha forecasting, portfolio optimization), data ingestion (futures, options, alternative datasets), and backtesting with transaction costs. Operationally, they're scaling from research validation into live trading infrastructure, with active projects spanning backtesting frameworks, data quality monitoring, and productionization of signals. The team is distributed across the United States, Mexico, and the United Arab Emirates.
PyTorch, TensorFlow, scikit-learn, XGBoost, and Weights & Biases for experiment tracking. They also use LangChain and LlamaIndex, indicating recent integration of LLM-based research tooling.
Apache Airflow and Prefect for orchestration, Snowflake for data warehousing, SQL for querying, and Polars for in-memory dataframe operations. Bloomberg terminal integration for market data.
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