Inside Code Willing: How the CWIQ Platform is Transforming Quantitative Research and Trading

Building the Future of Quant Trading Infrastructure

At this year’s Quant Strats 2025, the Harrington Starr team captured some of the most innovative conversations shaping the quantitative finance and FinTech landscape. Among the standout discussions was a special FinTech Focus TV episode hosted by Oli Knight, AVP at Harrington Starr, featuring Robert Martinez, Chief Revenue Officer at Code Willing.

The conversation explored how Code Willing has evolved from a pioneering idea at QuantBot Technologies into one of the most forward-thinking providers of data infrastructure and backtesting solutions for quant-driven trading firms. Robert shared insights into the company’s growth, client-driven innovation, and its mission to free quants from the manual burden of data management so they can focus on generating alpha.

For professionals in quantitative finance, data engineering, or FinTech infrastructure, this episode reveals how technology is reshaping the way firms build and scale their trading capabilities, and how the right people and systems can make all the difference.

From Quantbot to Code Willing: The Origins of a FinTech Infrastructure Pioneer

Code Willing’s story began in 2015, born from a simple yet powerful question within Quantbot Technologies: why are quants spending so much time cleaning and preparing data instead of building strategies?

Robert explained that this pain point led Quantbot’s founder, Paul White, to take action. Rather than continuing to let highly skilled quantitative researchers handle repetitive data tasks, White decided to create a separate entity that could manage all those functions, ingesting data, mapping it, standardising it, and making it accessible to quants and traders in a usable format.

That idea became Code Willing, designed to provide a complete technology stack that streamlines everything from data preparation to trading execution. The platform allows users to backtest strategies and deploy them with no code changes, delivering an efficient, integrated system for the front-to-back lifecycle of quant trading.

Between 2015 and 2022, Code Willing focused heavily on optimising its core technology. By 2022, it had matured enough to bring its solutions to the broader market and quickly attracted an impressive client base that included some of the world’s leading trading firms.

One notable success story Robert mentioned was Code Willing’s work with Jane Global, where the company built and implemented a full trading infrastructure. This project reinforced Code Willing’s mission: to provide ready-to-use infrastructure that firms can adopt immediately, saving time and resources that would otherwise be spent building internally.

As Robert put it, the philosophy is simple: many firms already build similar systems in-house, but why build when you can buy? Code Willing enables firms to scale faster by offering proven infrastructure “off the shelf”, serving not just one client but the wider quant trading community.

Optimising Data Infrastructure for Quantitative Finance

Throughout the episode, it was clear that Code Willing’s strength lies in data management and infrastructure optimisation, which are at the heart of every successful quant strategy.

Quant and systematic trading firms rely on vast amounts of data to model and test strategies. However, cleaning, normalising, and storing that data is often labour-intensive and requires a team of specialists. Code Willing solves this challenge by offering a centralised, fully integrated data environment, allowing firms to focus their quantitative expertise where it matters most, discovering and implementing trading ideas.

This model reflects a broader trend across FinTech and quantitative finance recruitment: firms are increasingly seeking professionals who can bridge the gap between trading strategy and technology. As businesses adopt external solutions like Code Willing’s, they look for talent capable of integrating, analysing, and leveraging these systems effectively.

The platform’s design also supports the evolution of data-driven decision-making in FinTech. By removing the manual work and improving data accessibility, Code Willing enables quantitative researchers and developers to spend their time on innovation rather than data maintenance.

Expanding the Client Base: From Quants to Asset Managers

Although Code Willing’s roots lie firmly in quantitative hedge funds, the company’s reach has expanded significantly. As Robert explained, many quant-native firms already have robust internal infrastructure, but there’s growing interest from asset management firms, particularly those adopting hybrid approaches often called quantamentals.

These firms combine quantitative analysis with fundamental insights, and they require the same level of data precision and infrastructure support as pure quant shops. Code Willing has successfully extended its offering to this market, providing the same tools and efficiencies to firms managing large and diverse portfolios.

For the FinTech sector, this marks an important development. The convergence of quant and traditional asset management approaches creates a new wave of demand for data specialists, engineers, and quantitative developers, professionals who can work across both disciplines. This aligns with ongoing trends seen by Harrington Starr’s FinTech recruitment team, where hybrid technical-financial skill sets are increasingly sought after.

By supporting firms that are “building that type of infrastructure in place and doing the basic blocking and tackling,” as Robert described, Code Willing positions itself at the heart of this transformation, a partner not just for quants, but for any firm looking to modernise and automate its data operations.

Solving Backtesting Bias: A Technical Edge for Quants

One of the areas where Code Willing truly differentiates itself is in backtesting, a process essential to developing and validating trading strategies. As Robert noted, one of the biggest challenges in backtesting is forward-looking bias, where models inadvertently use information from the future to test past performance, giving misleadingly strong results.

Code Willing has designed its system to eliminate this issue through smart data permissions and date-range controls. The platform can restrict user access to future data, ensuring that quants only test their models with data that would have been available at that time.

This seemingly small feature has enormous implications for quantitative strategy development. By enforcing realistic data boundaries, Code Willing helps firms produce results that are genuinely predictive and reliable.

Robert described this approach as a “guardrail” for backtesting, allowing quants to trust their models and refine them with confidence. In a field where accuracy directly impacts trading performance, this type of infrastructure innovation represents a major competitive advantage.

For FinTech professionals in quant development and data science, this capability highlights the increasing sophistication of tools shaping the industry. It also demonstrates why recruitment in these areas is so competitive: firms need technologists who understand both the mechanics of data systems and the nuances of financial modelling.

A Multi-Asset Future: Adapting to Client Demand

Another key theme of the conversation was Code Willing’s evolution into a multi-asset platform. While the company’s foundations lie in systematic equities and futures, it is rapidly expanding to include options, commodities, and fixed income.

Robert mentioned that Code Willing already integrates SpiderRock options data into its platform and partners with Exchange Data International to deliver a comprehensive security master. Every piece of data within the platform is assigned a unique “quick code”, simplifying mapping and cross-referencing across multiple datasets.

This flexibility reflects Code Willing’s client-driven approach. Rather than pushing a pre-defined roadmap, the company develops new features and integrations in response to what clients request. If a client needs fixed income mapping or new commodity datasets, Code Willing builds it.

This responsiveness to client demand is a hallmark of successful FinTech businesses, and an approach mirrored by top-performing teams across the FinTech recruitment sector. The ability to adapt quickly, collaborate closely with clients, and deliver solutions tailored to their needs is what separates innovators from the rest of the market.

Robert described this relationship as a two-way street: clients provide the best ideas, and Code Willing turns those ideas into scalable technology. By combining technical excellence with a consultative mindset, the company ensures its solutions remain both practical and cutting-edge.

The People Behind the Platform: Collaboration and Innovation in FinTech

Throughout the episode, Robert emphasised the importance of client collaboration in Code Willing’s success. While the company’s foundational technology provides a robust starting point, it’s the feedback from clients that continually shapes its evolution.

This philosophy mirrors the human side of FinTech innovation, the blend of creativity, collaboration, and technical precision that drives progress. Robert highlighted that while many clients use similar datasets, each has unique perspectives on how they want to build and optimise their systems. Code Willing’s mission is to empower those ideas, providing both the foundation and the flexibility for clients to customise and extend their infrastructure as needed.

This collaborative ethos resonates strongly with what Harrington Starr advocates within the FinTech talent ecosystem: technology alone doesn’t deliver transformation, people do. The best solutions emerge when technical teams, quantitative researchers, and business leaders work together to align vision with execution.

Quant Strats 2025: A Hub of Innovation and Insight

The setting of the conversation, Quant Strats 2025, provided the perfect backdrop for this discussion on technology, data, and the future of quantitative trading. As Oli noted, the conference was buzzing with dialogue around infrastructure efficiency, data governance, and model accuracy, all topics that Code Willing directly addresses.

Robert’s observations about forward-looking bias and data handling echoed many of the discussions happening throughout the event. By embedding these lessons into its platform, Code Willing demonstrates how companies can respond to real industry challenges with practical, scalable technology.

For professionals in quantitative trading, data science, and financial technology, events like Quant Strats highlight how innovation is increasingly driven by collaboration between vendors, trading firms, and recruitment specialists who understand the ecosystem’s evolving demands.

Connecting the Dots: Where FinTech Recruitment Meets Quant Innovation

While the FinTech Focus TV episode spotlighted Code Willing’s technology, it also underscored a critical message for the broader industry: the future of quantitative finance and FinTech depends on both innovation and talent.

As firms adopt platforms like Code Willing’s, they need teams who can implement, manage, and evolve these systems. The demand for data engineers, software developers, quant researchers, and infrastructure specialists is only growing, not just in London, but across New York, Europe, and global financial hubs.

At Harrington Starr, this intersection between technology and talent is at the core of our work. We connect businesses that are driving the future of finance with the people who make it possible, from those designing next-generation data systems to those optimising algorithmic trading strategies.

Code Willing’s journey encapsulates this perfectly: a team of innovators identifying a critical problem, building a scalable solution, and expanding globally through collaboration and technical excellence.

The Future of Data Infrastructure in FinTech

As the episode closed, Robert reflected on the simplicity of Code Willing’s mission: to remove obstacles for quants and enable them to focus on their core objective, finding alpha.

By taking on the heavy lifting of data preparation, mapping, and management, Code Willing ensures firms can accelerate strategy development and deploy ideas faster with complete confidence in their data integrity.

For the wider FinTech and quantitative trading ecosystem, this approach signals a new phase in infrastructure evolution, one where speed, precision, and flexibility define success.

With professionals like Robert Martinez leading from the front, and with platforms like Code Willing supporting the next generation of trading innovation, the future of quantitative finance looks increasingly data-driven, collaborative, and people-powered.