In this paper, I present an approach to mixed methods research based on Andrew Pickering's performative view of research. I compare this approach to three existing approaches: incompatible worlds, critical realism, and pragmatism. According to my performative view, multiple realities exist, which can be known in various ways. Researchers create new, unknown worlds, which they subsequently investigate. Research is a dance of agency in which the researcher listens to the created world's feedback and subsequently adapts his or her models. An ever-higher degree of objectivity is obtained through successive "mangles," rounds of feedback and adaptation. There are many kinds of mangles, some of which use qualitative methods, while others use qualitative methods.