Quant Trading Platform
Algorithmic trading & backtesting on L3/MBO dataA professional algorithmic trading and backtesting platform built end-to-end. Market and backtest engines are in Rust; the research UI is Next.js 16. The pipeline runs orderbook → state → feature → regime → strategy, with risk management, trade execution, and custom performance charts. Data sources include Rithmic and crypto exchanges (L3/MBO).
Gallery
Screenshots
Architecture
Order book to strategy pipeline
High-fidelity L3/MBO ingestion feeds a Rust market engine and backtester; Next.js surfaces research and performance.Roadmap
- L3/MBO ingestion and order-book state.
Market engine
1 · done - Strategy evaluation with risk metrics.
Backtest engine
2 · done - Next.js charts, KPIs, and workflow.
Research UI
3 · in-progress
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