Enterprise-grade factor synthesis, high-fidelity backtesting, and live risk control — wrapped in an editorial-grade terminal that respects your craft.
Every surface is intentional — editorial typography meets Bloomberg-grade density. No generic AI dashboard aesthetics.
A deliberate aesthetic system — financial classicism rendered with editorial restraint. Every choice serves the craft.
Microservices, TimescaleDB hypertables, Redis Streams, Numba-compiled factor DSL, discrete-event backtesting.
AST + Numba JIT. Statically rejects eval, __import__, os.system. No code injection surface, ever.
Future-data filter on every feed. Low-freq values shift before ffill — no leakage in cross-frequency alignment.
Discrete-event simulator: limit-order book, Almgren-Chriss impact, iceberg orders, adverse selection. Vectorized is for toys.
IC decay with posterior credible intervals. Cointegration tests. Mean-variance / risk-parity optimization.
Volatility targeting, drawdown halts, liquidity guards. Halts trading before you blow up, with full audit trail.
Every service isolates failures. Gateway returns 503 with actionable detail, never a stack trace.
87% requirement coverage verified through a seven-tier test pyramid — from unit correctness to real user journeys.
┌─────────────────────────────────────────────────────────────┐ │ Frontend (React + Vite) │ │ Data Explorer · Factor Lab · Research Suite · Risk Panel │ └────────────────────────────┬────────────────────────────────┘ │ HTTP / WebSocket ┌────────────────────────────▼────────────────────────────────┐ │ API Gateway :8000 │ └──┬──────────────┬───────────────┬───────────────┬───────────┘ │ │ │ │ ▼ ▼ ▼ ▼ ┌──────┐ ┌─────────┐ ┌───────────┐ ┌───────────┐ │Signal│ │ Risk │ │ Execution │ │ Research │ │:8001│ │ :8002 │ │ :8003 │ │ (shared) │ └──┬───┘ └────┬────┘ └─────┬─────┘ └───────────┘ │ │ │ └──────┬──────┴───────┬──────┘ │ Redis Streams│ ▼ ▼ ┌────────────┐ ┌──────────────┐ │ TimescaleDB │ │ Redis │ │ (hypertable)│ │ (streams+cache)│ └────────────┘ └──────────────┘
Factor expressions compile to Numba JIT — no eval, no injection. Watch a factor come alive.
The Atelier is just the first room. Here's what's planned.
Microservices, factor DSL, DES backtester, research suite, 7-layer tests, Atelier design.
Real exchange data ingestion via CCXT — Binance, Coinbase, OKX. WebSocket multiplexing.
FIX 4.4 and ITCH 5.0 market data. For institutions with direct market access.
Horizontal signal service scaling. Redis consumer groups. Linear throughput targets.
End-to-end: from factor signal to live order routing. Full audit trail. Risk circuit breaker in production.
Star it, fork it, break it. Built for quants who care about signal quality — and the experience of working with their tools.