Signal Research
Systematic discovery and validation of alpha signals using walk-forward methodology, Monte Carlo permutation testing and multi-regime robustness analysis. Every signal survives out-of-sample before deployment.
Python
Walk-Forward
Monte Carlo
OOS Validation
Execution Layer
Low-latency order routing engine designed for crypto perpetuals. Passive limit order logic, fill probability modeling, slippage-aware position sizing and real-time breakeven monitoring per instrument.
WebSocket
Order Routing
Slippage Model
Co-location
Data Infrastructure
Tick-level historical data from 2019 onward across BTC, SOL and major instruments. Structured data pipeline from raw OHLCV to labeled signal features, with continuous quality validation and gap detection.
Tick Data
OHLCV
Feature Store
Risk & Monitoring
Real-time drawdown limits, rolling OOS Sharpe tracking, position-level exposure controls and automated kill-switch logic. All risk parameters are pre-configured — no manual intervention required in normal operation.
Drawdown Limits
Kelly Sizing
Kill-Switch
Rolling OOS