Syntex is a private quantitative trading and research company based in Bangkok and operating globally. We design algorithmic systems, study market microstructure, and develop internal tools for testing, analysis, and execution — all with the aim of understanding how complex market environments behave under pressure and how logic-driven strategies can adapt to that complexity.
Our work focuses on three core areas:
- Behavioral and empirical market research — exploring liquidity, volatility, and participant dynamics across modern financial systems;
- Proprietary trading strategies — built on structured logic, statistical analysis, and adaptive models;
- Quantitative architecture and engineering of trading systems — including infrastructure for signal processing, execution workflows, data pipelines, and simulation frameworks.
Syntex is powered by a compact team of engineers, researchers, and traders — united by shared code, self-direction, and long-term thinking. We operate with proprietary capital and don’t advertise performance. We observe. We test. We build.
Private by design, Syntex remains focused on internal development, yet open to future institutional partnerships and research collaborations that align with our long-term vision.