Financial Technology
Trading systems and financial infrastructure built by engineers who trade.
Execution engines, market data platforms, portfolio analytics, quantitative research infrastructure, and risk management systems. We operate a live multi-exchange trading system with IBKR and OKX connectivity. The latency numbers and failure modes are ones we have handled in production.
723M+
Market data rows in production
11+
Live exchange integrations
Sub-ms
Order execution routing latency
CAPABILITIES
What we build
01
Automated execution engines
Execution logic with IBKR API connectivity via IB Gateway and OKX REST/WebSocket for crypto. Position sizing via Kelly Criterion with volatility and drawdown adjustments. Order routing with idempotent execution to prevent double-fills on reconnect. Risk gates that halt trading on drawdown threshold breach.
02
Market data platforms
Multi-exchange tick data normalization, historical bar construction, corporate action adjustment, and distribution to downstream consumers via Redis Streams. We maintain 723M+ rows of equity, crypto, and macro data with a dual-write pattern for sub-second data freshness on client-facing APIs.
03
Portfolio analytics
Risk decomposition by factor and sector, performance attribution, correlation matrices, drawdown analysis, and Kelly-adjusted position sizing recommendations. Reports computed on ClickHouse over live position data with sub-second refresh on a portfolio of up to 500 positions.
04
Quantitative research infrastructure
Walk-forward backtesting with realistic slippage, exchange fees, and borrow cost models. Regime classification (trending, mean-reverting, volatility spike) to condition strategy selection. Signal scoring pipeline with feature engineering from tick data to bar-level aggregates.
COMPLIANCE
Compliance and audit trail
Every order, every parameter change, every kill-switch event lands in an append-only audit log. The schema is designed to answer the questions a regulator or a compliance officer will ask: who, what, when, why, and what was the system state when the decision was made.
Order log
Append-only
Every order intent, route, fill, and reject stored with monotonic sequence ID. No updates, no deletes. WORM-eligible storage.
Snapshot tables
Per-event state
Position book, P&L, and risk metrics snapshotted on every order event. Reconstruction of any past minute is one query.
Param changes
Signed + versioned
Every parameter edit captures user ID, old value, new value, timestamp, and approver. Pre-trade param diff included in next order log entry.
Kill switch
Logged with reason
Each halt records trigger source, threshold breached, and resume condition. Auto-halts and manual halts use the same schema.
Reconciliation
End-of-day
Daily three-way reconciliation: internal book vs broker statement vs ClickHouse log. Any mismatch blocks next-session start.
Retention
7 years
Default retention matches FINRA Rule 4511 books-and-records expectation. Configurable per jurisdiction.
METRICS
By the numbers
723M+
Market data rows in production
Sub-ms
Order routing latency
100%
Strategy and IP ownership
4 wks
Avg time to live trading
TECHNOLOGY
Tech stack
APPLICATIONS
Where this applies
- 01Automated trading system with live broker connectivity. Multi-strategy execution engine connected to IBKR for equities and OKX for crypto. Position sizing, drawdown stops, and regime-conditioned strategy selection running 24/7 with PM2 supervision and Slack alerting on any exception.
- 02Market data platform for a family office. Aggregated price data from 12 sources into a unified ClickHouse schema. The office went from Bloomberg Terminal exports to a self-hosted platform with live prices, historical analytics, and custom screening at $200/mo versus $24,000/yr for equivalent Terminal seats.
- 03Quantitative research platform. Custom backtesting engine with walk-forward validation, per-strategy regime analysis, and a signal library of 5,697 validated pattern candidates. Researchers run full universe scans on 10 years of minute bars in under 60 seconds.
- 04Risk monitoring and alerting. Real-time risk dashboard tracking drawdown, VaR, sector concentration, and correlation with a volatility spike alert that sends a Slack message within 10 seconds of a 2-sigma intraday move.
PROCESS
How we deliver
Every engagement follows the same three phases. No surprises, no scope creep.
Compliance Scope + Data Architecture
We map your regulatory obligations, data residency requirements, and audit trail needs before architecture is finalized. Compliance is designed in, not bolted on.
Core Financial Logic + Reconciliation
Ledger, settlement, and reconciliation logic built with double-entry guarantees. Every state transition is idempotent and recoverable from an event log.
Production Hardening + Handoff
Deployed with end-to-end encryption, access audit logging, and automated reconciliation checks. Runbook covers failure modes, rollback procedures, and escalation paths.
GET STARTED
Ready to build?
Most projects ship in 2 to 4 weeks. Fixed price. Full IP transfer.