Quantitative Research Platform

Test it. Validate it.
Trade it.

A dual-engine backtesting and live paper trading platform built for systematic strategies. From universe screening to intraday execution — one platform, full pipeline.

Core Modules

Backtesting

Dual-engine. Institutional-grade.

Fast vectorized engine for rapid iteration. Realistic bar-by-bar engine for execution parity. Run both and compare — discrepancies surface hidden assumptions.

9
Universes
—
Your runs
2
Engines
Fast + Real
Open Backtests

Intraday

10 strategies. 5 families. Bar-by-bar.

ORB, Trend, Volatility, Gap, and Momentum strategies on 1–60 min bars. Dynamic daily symbol selection by relative volume or gap %. Spot-check any trade against raw bars.

10
Strategies
—
Your runs
5
Families
Open Intraday
Phase 1A

Paper Trading

Live Alpaca. Real signals. Zero risk.

ORB strategies running live on Alpaca paper. Write-first idempotency, restart recovery, kill switch, EOD auto-flatten. Identical signal logic to the backtester.

3
Strategies
ORB family
Long
Direction
only
Market
Orders
only
Open Paper Trading

Validation Suite

25 canonical tests. Engine parity.

Regression suite covering momentum, index filters, exit rules, volatility sizing, composite scoring, AFL-style signals, and portfolio halt. Fast and Realistic engines must agree.

25
Tests
Full
Coverage
both engines
20
Suite runs
Open Suite

Research Tools

Universe Explorer
9 universes + no-survivor SP500
Ranking Lookup
Point-in-time cross-sectional rank
AFL Validation
AmiBroker signal parity checks
Data Explorer
Parquet universe data browser

Roadmap

Phase 1A
Live
Intraday Paper — ORB Live
  • ·ORB 15min, 5min, 5min+RelVol
  • ·Market orders, long only
  • ·Write-first idempotency
  • ·Restart recovery + kill switch
  • ·EOD auto-flatten
Phase 1B
Next
Paper P&L + Equity Tracking
  • ·Running P&L per position
  • ·Daily equity curve
  • ·Fill vs backtest comparison
  • ·Per-session performance summary
Phase 2
Planned
Signal Strategies in Paper
  • ·EMA Breakout, ATR Vol, VWAP
  • ·Gap Momentum, ADX Expansion
  • ·New High, First Candle Direction
  • ·Multi-strategy paper runs
Phase 3
Planned
Rotational + Live Execution
  • ·Daily/weekly rotational paper
  • ·SP500 universe rotation live
  • ·Live execution (real money)
  • ·Full risk controls + sizing

Engine Capabilities

Dual Engine
  • Fast vectorized engine
  • Realistic bar-by-bar
  • 25-test regression suite
  • Parity enforcement
Strategy Features
  • Composite scoring
  • Volatility-based sizing
  • Rank-weighted sizing
  • Signal + rotational modes
Risk Controls
  • Index filter (hard/soft)
  • Portfolio drawdown halt
  • Max hold days
  • ATR-based stops
Data Coverage
  • SP500, NASDAQ, Russell
  • No-survivor SP500 (1,289 tickers)
  • 2001–2026 daily bars
  • Point-in-time membership