Building
Explore our cutting-edge quantitative research projects and high-frequency trading systems. From advanced backtesting engines to bare-metal trading kernels, we're building the future of algorithmic finance.
FeenQR
A RAGentic system built with Semantic Kernel's Architecture and C# that performs quantitative research and generates trading signals with advanced AI capabilities.
LeanBacktester
A unified securities fetching pipeline with a very fast backtesting engine for Arithmax strategies with slippage modeling and customized risk management through Lean CLI and QuantConnect.
TradeKernel
A bare-metal, deterministic OS for high-frequency trading written in C++/ASM with nanosecond-level latency optimizations. Features custom scheduler, kernel bypass, and real-time memory management.
TurboBook
A promising exploration on receiving, analyzing and exploiting order book imperfections like imbalances and price mishaps using broker websockets and C++ for ultra-fast execution.
VeriTrade
Our customized design for FPGA boards for high-frequency trading using Verilog and VHDL. Hardware-accelerated trading logic for ultra-low latency execution.
Algorithmic Trading and HFT Research
Comprehensive research repository covering algorithmic trading strategies, high-frequency trading systems, and quantitative finance methodologies with mathematical rigor.
