Anonymous case studies from recent engagements for trading firms, independent traders and fintech teams. Each one sets out the problem, what we built and what was delivered.
Two crypto futures strategies rebuilt from a written specification. Both matched the originals bit for bit over billions of trades.
Bit for bit Both strategies reproduced over billions of trades
Read the case studyA 10,000-path Monte Carlo audit of a CME futures trading framework, covering execution realism, drawdown controls and account scaling.
10,000 paths Monte Carlo simulations of the framework’s results
Read the case studyTradingView and Pine Script strategies on CME micro futures turned into causally valid live execution.
MNQ, MES, MCL CME micro futures supported
Read the case studyAn options execution dashboard on Interactive Brokers for SPX, RUT, NDX and QQQ, with delta-based strike selection and limit-price chasing.
6 methods Delta-based strike resolution
Read the case studyTell us about the system you need to build or the result you need checked. We reply within one business day.