Market and reference data
Historical and current market, options, fundamental, reference and calendar data.
Trading and research platform for quantitative strategies.
The in-house trading and research platform connects research and validation with execution and operations. Nuitio developed it from the ground up using its software delivery pipeline. The platform is currently in beta and is undergoing extensive testing.
Trading and research platform architecture
The platform covers all core functions for quantitative trading strategies: from market and reference data through research and validation to execution and ongoing operation. It brings together data storage, quantitative methods, trading functions, risk and capital controls, and operational tools.
Market and reference data underpin strategy development, reproducible experiments and deterministic backtesting. Parameter optimisation, walk-forward analysis, stress testing and statistical methods support validation. Results are stored persistently and can be compared across runs.
After successful validation, strategies can be tested further in isolated modes and run through broker-connected execution. The platform uses the same trading engine and strategy contract for backtesting and execution. Data and broker adapters connect each environment without changing the strategy logic. Explicit order states, reconciliation and recovery keep execution state traceable. Risk and capital controls check orders before submission and can stop execution when needed.
The API and operator interface provide central access to strategies, portfolios, risk data, orders, approvals and backtest results. Runtime and data-quality metrics, structured logs, dashboards and alerts support monitoring and operation. This allows strategies to be developed, validated, executed under defined controls and monitored in operation within one connected system.
Platform architecture
Current market data store
Holds current market data and recent history.
Historical data store
Stores historical market and options data in partitions.
Data for research, backtesting and execution
Strategy lifecycle
Research and strategy development
Development of parameterised strategies with indicators and reproducible experiments.
Backtesting and validation
Deterministic replays, parameter optimisation, walk-forward analysis, stress testing and statistical validation.
After successful validation
Execution modes
Shadow and paper modes and broker-connected execution each maintain isolated state. Broker connectivity includes reconciliation and recovery.
Trading engine for backtesting and execution
Strategy evaluation
Evaluates market events according to the rules of the active strategy and produces trading signals.
Signal and order processing
Validates signals using the defined risk and capital checks and submits only eligible orders.
Order and fill processing
Processes order-status changes and fills and updates the execution state for the strategies.
Event bus
Distributes events for audit, risk, the strategy lifecycle, metrics and alerts. Dispatch is synchronous in backtests and asynchronous in broker-connected execution.
Valuation, risk and portfolio
Options analytics and valuation
Calculates option prices and Greeks, models implied-volatility surfaces and analyses early exercise.
Risk and capital controls
Manages capital allocation and margin, runs pre-trade risk checks including VaR limits and can stop execution through a kill switch.
Order and portfolio state
Manages orders, fills, positions, cash, FX and realised P&L for execution, broker connectivity and risk controls.
Platform services and operations
Data storage and results
Persistently stores orders, positions, risk data and audit events, as well as backtest and validation results.
API and real-time updates
Provides REST APIs and WebSocket updates and processes typed operational commands.
Operator interface
Provides a unified view of strategies, portfolios, risk data, orders, approvals and backtest results.
Monitoring and alerting
Monitors runtime and data quality using metrics, structured logs, dashboards and alerts.
Project profile
- Project context
- Nuitio in-house system
Quantitative tradingBacktestingWalk-forward analysisRisk managementObservability
Your point of contact
Talk to Tobias about your quantitative platform
Send Tobias a short note about what you have in mind. In an initial conversation, we discuss the project and possible next steps.
PhD, ETH Zürich · Financial Risk Manager · IMD Future Leaders