software & machine learning

Finding structure in
what seems random.

Enigmo is a software studio at the intersection of engineering and applied machine learning. We design systems that read financial markets — and turn noise into something you can reason about.


// expertise
01

Software engineering

Purpose-built systems, engineered from first principles. We favour small, sharp tools over sprawling platforms — software that does one thing exceptionally well.

02

Machine learning research

Applied ML for market structure analysis — pattern discovery, feature engineering, and models that are explainable rather than opaque.

03

Quantitative tooling

Instruments for people who work with numbers all day: fast, precise, and designed around how analysts actually think.

04

Advisory

Second opinions on architecture, data strategy, and ML feasibility — before you commit budget to the wrong direction.


// current research
active project

Market structure intelligence

Our ongoing research programme applies machine learning to intraday market structure — training models to recognise recurring behavioural patterns in index futures data. The work spans data engineering, model design, and the hard problem of separating signal from coincidence.

pattern discoveryindex futures dataexplainable modelsintraday structure
research pipeline — nightly run
MIN
MAX
02:00:01INITPipeline started — ingesting session data
02:00:14OKFeature extraction complete — 48 dimensions
02:01:32TRAINModel retraining — epoch 12/40
02:07:48OKValidation passed — loss converging
02:08:02EVALOut-of-sample testing — 7 candidate patterns
02:09:15DONEResults written to research log — run #341

Sessions analysed
2,847
Model version
v3.1
Nightly runs
341
02:09:16pipeline idle until next session

// contact

Curious about the work?

We take on a small number of engagements per year — chosen for depth, not volume.
Based in the Netherlands, collaborating across borders.

marco@enigmo-events.nl