Algorithmic & Quant Systems

Trading infrastructure engineered like safety-critical software: a data pipeline you can trust, a strategy engine you can reason about, an execution path with risk gates in front of it, and a kill switch that works when everything else does not.

An independent examination of whether a backtest demonstrates anything — realistic costs, walk-forward and out-of-sample testing, and a deliberate hunt for the leakage, survivorship and overfitting that make most impressive equity curves meaningless.

The order path, built to survive reality: broker and exchange adapters, an explicit order state machine, retries that do not duplicate, reconciliation that catches drift, and the latency observability to know which of those is failing.

The controls that decide how bad a bad day gets: position sizing, exposure and drawdown limits, daily loss stops, circuit breakers, stale-data detection and restart recovery — enforced in the execution path where they cannot be bypassed.