J.P. FREGLIEN
SYSTEMS
SYSTEMS
Operationalising economic models through high-frequency execution.
J.P. Freglien Systems is a quantitative technology holding company established in Durham, United Kingdom. We operate at the intersection of academic economics and high-frequency infrastructure, rejecting the notion that theoretical models cannot withstand the rigour of live execution.
Founded by Justin Pang, the firm was built to operationalise the concept of "Theory in Practice." We are not a traditional fund driven by sentiment; we are a laboratory where Linear Regression frameworks and automated risk protocols replace human bias.
Built on First Class Honours principles from Durham University Economics.
Every strategy is codified in Python with strictly defined risk parameters.
Infrastructure designed to span London, New York and Hong Kong markets.
Conceptualisation of the JPF MLAT "Glass Box" engine and initial Python framework development.
Infrastructure stress-testing. Core execution engine achieved sub-85ms benchmarks on testnet.
Formal incorporation of J.P. Freglien Systems Ltd as a private limited entity.
Phase 1 Capital Deployment. Live activation of 30-asset derivative portfolio strategies.
The central technology entity. It focuses exclusively on the engineering of the JPF MLAT System—a low-latency execution pipeline.
The proprietary research arm. Validating economic models via a Derivative Simulated 30-Asset Portfolio.
Justin is the Founding Director of J.P. Freglien Systems. With a background in Economics from Durham University, he established the firm to bridge the gap between academic models and high-frequency market reality.