Everything You Need for Quantitative Trading
A comprehensive feature set covering the entire quantitative trading workflow from research to execution.
Factor Models & Screening
Systematic factor analysis with quantile-based screening and composite scoring.
Momentum Factor
Price momentum, returns over various lookback periods, trend strength indicators.
Value Factor
Relative valuation metrics, mean reversion signals, fundamental ratios.
Quality Factor
Volume stability, spread analysis, liquidity metrics.
Volatility Factor
Historical and implied volatility, volatility regime detection.
Composite Scoring
Weighted factor combinations with configurable weights and z-score normalization.
Quantile Screening
Identify top/bottom performers across factor dimensions.
AI/ML Integration
AI for analysis and interpretation, not deterministic calculations.
Price Forecasting
ML models for directional and magnitude predictions with confidence intervals.
Sentiment Analysis
News and social media sentiment scoring with source attribution.
LLM Market Briefs
Natural language summaries of market conditions and signals.
Model Validation
Walk-forward testing, cross-validation, and out-of-sample performance tracking.
Feature Importance
Explainability tools showing which factors drive predictions.
Ensemble Methods
Combine multiple models with configurable voting and weighting.
Real-Time Infrastructure
WebSocket streaming with sub-second updates from multiple sources.
Multi-Exchange Feeds
Binance, Yahoo Finance, Alpha Vantage with unified data model.
Order Book Streaming
Level 2 data with configurable depth and aggregation.
Trade Tape
Real-time trade feed with size and direction classification.
Dashboard Updates
Live portfolio, P&L, and risk metrics without page refresh.
Alert System
Configurable alerts for price, volume, and indicator conditions.
Data Normalization
Unified OHLCV format across all data sources.
Risk Management
Comprehensive risk controls with VaR, position limits, and kill switches.
VaR/CVaR
Value at Risk and Conditional VaR with configurable confidence levels.
Drawdown Monitoring
Real-time drawdown tracking with automatic alerts and actions.
Position Limits
Per-asset, per-strategy, and portfolio-level position caps.
Leverage Controls
Maximum leverage limits with real-time exposure calculation.
Concentration Limits
Prevent over-concentration in single assets or sectors.
Kill Switch
Emergency shutdown capability with automatic trigger conditions.
Execution Engine
C++ low-latency engine with paper trading default and gated live trading.
Low-Latency Core
C++ execution engine with microsecond-level order handling.
Smart Order Routing
Optimal venue selection with slippage minimization.
Paper Trading
Realistic simulation with slippage and fee modeling.
Order Types
Market, limit, stop, and algorithmic order types.
Fill Simulation
Realistic fill modeling based on order book and volume.
gRPC Integration
High-performance communication between services.
Strategy Registry
8+ built-in strategies with versioning and performance tracking.
MA Crossover
Classic moving average crossover with configurable periods.
Mean Reversion
Z-score based mean reversion with Bollinger Band integration.
Momentum Breakout
Breakout detection with volume confirmation.
Pairs Trading
Cointegration-based pairs with dynamic spread calculation.
Factor Long-Short
Quantile-based long-short with factor exposure targeting.
Custom Strategies
Python SDK for building and deploying custom strategies.
Backtesting Engine
Event-driven backtesting with realistic market simulation.
Event-Driven Engine
Tick-by-tick simulation with accurate event ordering.
Slippage Modeling
Configurable slippage based on volume and volatility.
Fee Accounting
Exchange fees, commissions, and funding costs.
Walk-Forward Testing
Rolling window optimization and validation.
Monte Carlo
Statistical significance testing with bootstrapping.
Performance Attribution
Decompose returns by factor, timing, and selection.
Performance Analytics
Comprehensive metrics and reporting for strategy evaluation.
Core Metrics
CAGR, Sharpe, Sortino, max drawdown, Calmar ratio.
Trade Analysis
Win rate, profit factor, average win/loss, holding periods.
Risk Metrics
VaR, CVaR, beta, correlation, and tail risk measures.
Benchmark Comparison
Alpha, beta, and information ratio vs benchmarks.
Custom Reports
Configurable report generation with export options.
Equity Curves
Interactive charts with drawdown and rolling metrics.
Ready to Explore?
See these features in action with a personalized demo.