Quant infrastructure for funds without the engineering bandwidth

Two systems. One core. No translation layer.

Most funds run research in one idiom and execution in another, with a rewrite between them. That rewrite is where the months and the bugs live.

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◆ Run on our own capital

Not a reference implementation. This stack places real orders, reconciles real fills and carries real risk every session. A bug costs us directly.

◆ Proprietary only — no outside money

We manage no client capital. Your strategies never enter our system — they are plugins you own, and the boundary is enforced in CI, not promised in an NDA.

01

Unified data pipeline

ETL — live and historical into one snapshotfundamental + technical + derivatives, per instrument, per trade date
Unified data pipeline: live streaming ticks and historical EOD packs, instrument master, corporate actions, fundamentals and option chains both pass through one normalize path and quality screens into a single snapshot keyed by instrument and trade date, carrying technical, fundamental, derivatives and provenance columns, read by both live strategies and research or backtest
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02

Research method

Is it real → how do we trade it → does it surviveordered by question, not by technique
Research to live: hypothesis and unified panel feed a sweep, then walk-forward, combinatorial cross-validation and tail-risk gates, each able to reject into a kept negative result; survivors promote through backtest, paper, shadow and live on the same core
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03

Live execution engine

Market data in → intents → orders out1 venue · N brokers · N strategies · 1 core
Live execution engine round trip: venue quotes flow to N brokers, raw ticks normalize into one canonical market state in the shared core, which N strategies read; strategies emit intents back into the core where capital sizes them, RMS authorizes them and EMS routes orders to any broker behind the same port; orders reach the venue, fills return to OMS, position facts feed back to RMS, and every transition is journaled
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04

The whole arc

Hypothesis → full sizecapital rises only as evidence does · every stage has a tested kill switch
End-to-end arc: hypothesis, ablation, expression across equity future or option, point-in-time backtest net of cost, portfolio correlation by marginal contribution, then paper, restricted and full size
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05

What you can hire us for

“Our researchers waste weeks building backtests.
Research & backtesting platform vectorized engine · point-in-time data · validation gates · sweep runner
“We have strategies, but execution is messy.
OMS / EMS + execution infrastructure order lifecycle · planner · durable writer · order walk · fills
“We need another broker.
Broker / venue integration one typed port, N adapters · auth · orders · positions · streaming
“We're worried about live trading failures.
Risk + reconciliation layer independent RMS with veto · breakers · kill switch · broker-truth reconciliation
“Everything is notebooks and scripts.
Productionisation project ports & adapters · enforced boundaries · test taxonomy · staged exposure
“Our data is a mess.
Market-data infrastructure ETL · symbol resolution · corporate actions · bitemporal snapshot
“We want multiple strategies on one stack.
Multi-strategy platform sleeve allocator · capital book · margin coordination · per-strategy attribution
“Our trader handles adjustments manually.
Workflow / execution automation operator console · alerting with escalation · automated adjustment · kill · flatten
HOW IT'S STRUCTURED Targeted buildone component · fixed scope · weeks Platform buildend-to-end · vertical slices · retained · months Review & hardeningaudit what you have · fixed scope · weeks Acceptance tests agreed before work starts. Running, tested software at every checkpoint.
Not on this page ✕ strategy logic✕ parameters ✕ research conclusions✕ returns / Sharpe / AUM ✓ architecture & method✓ code review under NDA Runs both ways — your data, signals and parameters never appear in another engagement.