Multi-Strategy Backtesting Engine
The Challenge
A prop trading firm was losing edge due to slow strategy iteration. Manual backtesting took weeks, and execution slippage was eating into profits. They needed to test more strategies faster and execute with minimal market impact.
Our Solution
Built a comprehensive trading platform with vectorized backtesting (10 years in seconds), paper trading simulation, live execution with smart order routing, and real-time P&L analytics.
Our Approach
Analyzed existing trading workflows and identified performance bottlenecks
Designed vectorized backtesting engine using NumPy for maximum performance
Built strategy framework allowing rapid prototyping and testing
Implemented smart order routing with broker integrations
Created real-time monitoring dashboard with P&L attribution
Technology Stack
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