Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and trading bots.
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Local-first backtesting engine with built-in overfitting detection. Asset-class agnostic. MCP-native.
Systematic options trading intelligence for small accounts. Create desks in your portfolio, allocate capital and risk appetite at Desk Level. Every trade generated by system is specific for the desk keeping in mind capital allocation, risk limits, position sizing
Fast, Transparent Backtesting
High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust
Start developing and backtesting your own automated trading strategies
The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
