Architecture

End-to-End Architecture

The platform is built as a unified, deterministic system. Research, backtesting, and live execution operate on the same logic, data structures, and risk controls, ensuring consistency between simulated and realised performance.

Data

Data Pipeline

High-frequency market data is ingested, normalised, and structured within a controlled pipeline. All datasets are versioned and validated to ensure integrity and reproducibility across research and live environments.

Research

Research Framework

Strategies are developed within an isolated research framework that supports systematic testing, parameter exploration, and controlled validation prior to deployment.

Validation

Backtesting Engine

Historical simulation is designed to closely replicate live trading conditions, including execution logic and risk controls. This minimises divergence between backtested results and live performance.

Execution

Execution Engine

A real-time execution layer connects directly to institutional liquidity venues via FIX protocol. Orders are managed with strict control over latency, fill behaviour, and position state.

Operations

Monitoring & Control

Trading activity is continuously monitored through a dedicated control layer, providing real-time visibility of positions, performance, and system state.

Governance

Governance & Audit

Every decision is fully traceable. Configuration, data inputs, and model outputs are recorded to provide complete auditability and ensure deterministic reproducibility.

Design Principle

Deterministic by Design

The platform is built on the principle that identical inputs must always produce identical outputs. This ensures consistency between research and live trading, eliminates ambiguity in decision-making, and provides a robust foundation for institutional risk control.