Deterministic Trading & Backtesting Engine
Production trading infrastructure with deterministic execution and reproducible backtesting
Deterministic execution · Backtesting engine · Live trading infrastructure · Event-driven architecture
I designed and built a complete trading and research platform that executes automated strategies and replays historical markets with deterministic accuracy.
The system records live market data tick-by-tick, reconstructs order books, and runs the exact same strategy, execution, and portfolio logic in both live trading and backtests — ensuring results are directly comparable and operationally reliable.
It includes full trading infrastructure: real-time data ingestion, execution engine, order management, portfolio accounting, and research tooling for strategy development and optimization.
Impact
- Built deterministic backtesting system matching live execution behavior
- Executed automated strategies using real production trading infrastructure
- Designed complete execution pipeline from market data to PnL accounting
- Eliminated live vs backtest inconsistencies through deterministic architecture
- Created scalable platform for research, strategy testing, and deployment
My role — Founder & core engineer
- Designed deterministic trading and execution architecture
- Built tick-level order book reconstruction and replay engine
- Implemented live execution engine and order management system
- Developed event-driven portfolio accounting and PnL tracking
- Built research tooling, strategy framework, and execution infrastructure
