01 / 07 Service

Algorithmic Trading & Strategy Research

Backtesting frameworks, quantitative research workflows, and market and economic data integration for teams building or evaluating trading strategies.

14 yrs

Trading desks

Python

Research stack

FRED

Economic data

02 / 07 What this covers

The research and validation layer above raw market data

This covers what happens between an idea and a strategy worth risking capital on: designing a backtesting harness, wiring in the market and economic data it needs, and producing the performance and risk reporting that says whether it actually works. It sits above the market-data infrastructure covered by Trading & Market Systems, not in place of it.

Typical scope

Backtesting harnesses, performance and risk reporting, data-source integration

That can mean a vectorized backtesting setup, tear-sheet style performance and risk reporting, cleaning and aligning market data with macro series, or building the research pipeline a strategy needs before it earns a paper-trading account.

Why it matters

Strategy research fails quietly when the data or the harness is wrong

Survivorship bias, look-ahead bias, and mismatched data frequencies produce backtests that look profitable and are not. Fourteen years trading professionally, paired with the data-engineering side of the work, means those failure modes get caught before they reach a report.

03 / 07 Supporting stack

A Python research stack for vectorized backtests and performance reporting, fed by real market and economic data

Python, managed independently from any production runtime, handles research, backtesting, and reporting: vectorbt for vectorized strategy backtests across parameter grids, quantstats for performance and risk tear sheets, and pandas-based pipelines for cleaning and aligning data. Market data and FRED economic series come from the same provider integrations proven in production infrastructure, not a separate, untested path.

  • Python
  • vectorbt
  • quantstats
  • Backtesting
  • FRED API
  • Market Data
  • Quant Research

04 / 07 Proof

Work that already carries this

  • Market Data Platform: multi-provider market and FRED economic data ingestion in production Rust infrastructure
  • Fourteen years trading equities, futures, forex, and bonds professionally
  • Trading & Market Systems service for the order-book and time-series infrastructure underneath a strategy

05 / 07 The full range

Thirteen services, one engineer

Most projects cross more than one of these. They are listed separately because they are bought separately, not because they are delivered in isolation.

13 services in total · 7 sections on this page

07 / 07 The next move

Evaluating a trading strategy before it goes live?

If you need a backtesting harness, performance and risk reporting, or market and economic data wired into a research pipeline, the domain will not need explaining first.

Discuss the Strategy->See Data Platform Proof