Systematic trading research platform

What it is

A 22-stage pipeline runs every trading day. It backfills price and filing data, generates signals, runs strategies through a tournament and scores the survivors with GPU models that read news and SEC filings. The dashboard browses portfolios, funds, tickers and signals.

It is also my test bed for agent quality. The Firm, thirteen specialist agents with practitioner doctrine baked in, reviews the platform's output the way a hedge fund desk would: independently, on the record and willing to say no.

Under the hood

• A 22-stage daily pipeline, flock-guarded so overlapping cron runs cannot corrupt state.
• 9.25 million price rows plus a separate 9.24 million-row technical table with 180 columns per ticker.
• 159 active strategies through a two-phase tournament, with walk-forward training and point-in-time correctness for insider flags.
• GPU models for text: FinBERT news-drift scoring and filing-tone analysis, because the market reads prose too.
• Risk first: sector caps, drawdown controls and an accounting-trust audit that runs before any strategy is believed.
• The Firm: a thirteen-agent review bench (PM, risk manager, quant researcher, execution trader) symlinked in as an independent check.

What was hard

Keeping the data honest. Backtests are easy to make look good and easy to make lie. Point-in-time flags, accounting audits and out-of-sample discipline are the boring work that makes a number mean anything. The review bench exists because the person who built a strategy is the worst judge of it.

Stack