
[ Fig. 1 ]
Backtesting Engine
Our open-source, event-driven backtesting framework for systematic strategy research. Supports multi-asset workflows, fractional fills, and custom fee models.
Open-source tools, systems deep dives, and research from a student-run quantitative trading firm. We build infrastructure for systematic markets.

Our open-source, event-driven backtesting framework for systematic strategy research. Supports multi-asset workflows, fractional fills, and custom fee models.

An internal platform for creating trading strategies, running backtests, and managing live portfolios. Open to UConn students.