§ SECTOR · ALGORITHMIC TRADINGEXPEDIENTE OPERATIVO

Algorithmic Trading
sistemas.

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.

SISTEMAS
04
§ I — PANEL OPERATIVO

La vista de control.

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.

CLIENTES SELECCIONADOS
Two systematic funds · One broker-dealer desk · One options market maker
MANDATO HABITUAL
Typical work includes research-to-production platform improvements, strategy deployment controls, exchange integration hardening, and post-trade tooling that risk teams can trust.
04
SISTEMAS
04
RESTRICCIONES
03
SEÑALES
03
CLIENTES
§ II — PRODUCTOS

Lo que podemos construir.

01

StratProbe

USUARIOS · Independent quants and research leads
REEMPLAZA

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

CAPACIDADES
+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
PRIMERA VERSIÓN

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

PRECIO

$29/report or $99/mo unlimited

02

PolyRisk

USUARIOS · Traders operating across multiple brokers
REEMPLAZA

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

CAPACIDADES
+Cross-broker position aggregation with near-real-time refresh
+Portfolio-level exposure and drawdown monitoring
+Threshold-driven alerts to Slack, PagerDuty, or SMS
PRIMERA VERSIÓN

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

PRECIO

$199/mo

03

AlgoGuard

USUARIOS · Execution and platform teams running broker APIs
REEMPLAZA

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

CAPACIDADES
+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
PRIMERA VERSIÓN

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

PRECIO

$149/mo

§ III — OPORTUNIDADES

Donde se abre valor real.

01
RIESGO · Medium

Execution replay and kill-switch layer

COMPRADOR

Broker-dealer desks and systematic funds

FRICCIÓN

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.

MODELO
$5k-$20k/mo infrastructure subscription
HORIZONTE
45-75 days to first engagement
02
RIESGO · Low-Medium

Research-to-production parity monitor

COMPRADOR

Quant platform leads

FRICCIÓN

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.

MODELO
Annual platform license
HORIZONTE
30-60 days to design partner
03
RIESGO · Low

Venue degradation sentinel

COMPRADOR

Execution engineering and market structure teams

FRICCIÓN

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.

MODELO
$2k-$8k/mo monitoring retainer
HORIZONTE
30-45 days to pilot
§ IV — ASOCIACIONES

Cuerpos que marcan el oficio.

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

La ruta del sistema.

01

Superficie

Market data normalization pipelines

02

Presión

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

03

Vigilancia

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

04

Prueba

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 — PRESIÓN

Fuerzas que deforman el build.

RESTRICCIÓN 01
66%

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

RESTRICCIÓN 02
78%

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

RESTRICCIÓN 03
89%

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

RESTRICCIÓN 04
100%

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

§ VII — SEÑALES

Lo que suele romperse.

SEÑAL 01

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

SEÑAL 02

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

SEÑAL 03

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

§ VIII — RESULTADOS

Lo que queda después del proyecto.

ESTADO FINAL 01

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

ESTADO FINAL 02

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

ESTADO FINAL 03

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

§ IX — MANDATO

Cómo entramos y salimos.

MANDATO HABITUAL

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

DEFINICIÓN DE HECHO

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

SIGUIENTE PASO

Si este entorno operativo se parece al tuyo, podemos definir la primera tranche de trabajo, los controles y el ritmo de entrega.

Season