§ SECTOR · ALGORITHMIC TRADINGOPERATING FILE

Algorithmic Trading
systems.

We build the control plane around fast strategies: market data pipelines, simulation harnesses, execution services, and the guardrails that keep speed from becoming operational debt.

SYSTEMS
04
§ I — OPERATING DASHBOARD

The control view.

Execution systems, research tooling, and controls for low-latency desks.

We build the control plane around fast strategies: market data pipelines, simulation harnesses, execution services, and the guardrails that keep speed from becoming operational debt.

SELECTED CLIENTS
Two systematic funds · One broker-dealer desk · One options market maker
TYPICAL MANDATE
Typical work includes research-to-production platform improvements, strategy deployment controls, exchange integration hardening, and post-trade tooling that risk teams can trust.
04
SYSTEMS
04
CONSTRAINTS
03
SIGNALS
03
CLIENTS
§ II — PRODUCTS

What we can build.

01

StratProbe

USERS · Independent quants and research leads
REPLACES

Manual robustness testing in notebooks and one-off consultant reviews of backtests.

CORE FEATURES
+Backtest upload with robustness scoring across multiple statistical dimensions
+Plain-English report on overfitting and fragility signals
+Side-by-side strategy ranking by composite robustness score
FIRST RELEASE

Initial release takes trade-log CSVs, runs Monte Carlo and walk-forward tests, and generates a paid PDF report.

PRICING ANCHOR

$29/report or $99/mo unlimited

02

PolyRisk

USERS · Traders operating across multiple brokers
REPLACES

Google Sheets position reconciliation and end-of-day broker statement review.

CORE FEATURES
+Cross-broker position aggregation with near-real-time refresh
+Portfolio-level exposure and drawdown monitoring
+Threshold-driven alerts to Slack, PagerDuty, or SMS
FIRST RELEASE

Version one launches with Alpaca and IBKR support, cash and equity views, and live drawdown alerting.

PRICING ANCHOR

$199/mo

03

AlgoGuard

USERS · Execution and platform teams running broker APIs
REPLACES

Brittle health-check scripts and manual market-open checks for silent API failures.

CORE FEATURES
+Per-broker heartbeat monitoring with reconnect logic
+Emergency action modes for alert-only, flatten, or failover workflows
+Incident log with failure timeline and reconciliation context
FIRST RELEASE

First release covers Alpaca monitoring, alert-only and flatten-at-market actions, and Slack plus SMS alerts.

PRICING ANCHOR

$149/mo

§ III — OPPORTUNITIES

Where real value opens.

01
RISK · Medium

Execution replay and kill-switch layer

BUYER

Broker-dealer desks and systematic funds

PAIN

When venue behavior degrades or feed quality slips, desks can see losses but cannot reconstruct the exact order path quickly enough.

WEDGE

A replayable execution control plane with throttles, kill switches, and incident context for risk and operations.

MODEL
$5k-$20k/mo infrastructure subscription
HORIZON
45-75 days to first engagement
02
RISK · Low-Medium

Research-to-production parity monitor

BUYER

Quant platform leads

PAIN

Promising strategies die between backtest and deployment because research assumptions and production conditions drift apart.

WEDGE

A validation harness that compares simulated and live behavior before capital is scaled into a strategy.

MODEL
Annual platform license
HORIZON
30-60 days to design partner
03
RISK · Low

Venue degradation sentinel

BUYER

Execution engineering and market structure teams

PAIN

Exchange and vendor edge cases are tested too late, so desks absorb silent degradation until operators escalate.

WEDGE

A monitoring product that watches venue latency, reject patterns, and feed anomalies, then pages ops with explicit fallback actions.

MODEL
$2k-$8k/mo monitoring retainer
HORIZON
30-45 days to pilot
§ IV — ASSOCIATIONS

Bodies that shape the field.

01
FIX Trading Community
02
FIA
03
STA
04
SIFMA
§ V — BLUEPRINT

The system route.

01

Surface

Market data normalization pipelines

02

Pressure

Latency matters, but deterministic replay and operator control matter just as much.

03

Watchpoint

Research and production stacks have drifted so far apart that promising strategy results die during deployment.

04

Proof

Simulation and replay tooling that shortens the distance between research, deployment, and post-trade review.

01
Market data normalization pipelines
02
Backtesting and simulation harnesses
03
Execution gateways with kill-switch controls
04
Post-trade surveillance and replay tooling
§ VI — PRESSURE

Forces that warp the build.

CONSTRAINT 01
66%

Latency matters, but deterministic replay and operator control matter just as much.

CONSTRAINT 02
78%

Exchange connectivity and vendor feeds create brittle edge cases that have to be tested continuously.

CONSTRAINT 03
89%

Risk, compliance, and engineering all need visibility into why an order path behaved the way it did.

CONSTRAINT 04
100%

The hot path and the audit path both have to work under stress, not only in bench tests.

§ VII — SIGNALS

What tends to break first.

SIGNAL 01

Research and production stacks have drifted so far apart that promising strategy results die during deployment.

SIGNAL 02

Execution services are fast when calm, but opaque and hard to control when feed quality or venue behavior degrades.

SIGNAL 03

Risk teams can see outcomes, but not the exact sequence of events that produced an order or a breach.

§ VIII — OUTCOMES

What remains after the engagement.

END STATE 01

Simulation and replay tooling that shortens the distance between research, deployment, and post-trade review.

END STATE 02

Execution gateways with explicit throttles, kill switches, and operator controls for bad market conditions.

END STATE 03

A calmer control plane around low-latency systems so the desk can move quickly without normalizing fragility.

§ IX — MANDATE

How we enter and leave.

TYPICAL MANDATE

Typical work includes research-to-production platform improvements, strategy deployment controls, exchange integration hardening, and post-trade tooling that risk teams can trust.

DEFINITION OF DONE

We optimize where the desk needs speed, but we keep the recovery path, throttling logic, and operational controls boring and explicit.

NEXT STEP

If this operating environment looks familiar, we can scope the first tranche of work, the control surface, and the delivery cadence.

Season