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A private quantitative investor engaged Marsbridge to design a parametric risk-control engine that could sit beneath multiple technical-signal families and operate across tens of thousands of equities. We delivered a multi-stage stop-loss + dual-regime trailing exit model, and a backtest harness to study drawdowns and path risk.
The client's objective was to transform discretionary pattern ideas into measurable, defensible rules with explicit risk controls, so that signals could be tested and—if warranted—deployed with repeatable stop and exit policies rather than ad-hoc discretion.
Pattern detections produced mixed visual quality; the client asked for explicit stop-loss and exit frameworks to quantify hit-rate, drawdown and expectancy across very large universes.
Marsbridge fielded a compact squad—Quant Lead, Risk Engineer, Data Engineer, and Execution/IBKR Integrator—to (1) harden large-universe data, (2) codify multi-stage stops and trailing exits, (3) scale runs + reporting, and (4) prepare an IBKR-ready parametric entry/exit "mask."
Built a multi-exchange EOD warehouse (US + XETRA/PA/SW/MI/VX, etc.), with automated updates and PDF batch exports for review. Introduced a fast liquidity screen to filter out illiquid names.
Implemented ATR-based stop levels with configurable multipliers and dual-regime trailing exits that adapt to volatility conditions. Created signal-agnostic integration layer compatible with multiple pattern detectors.
Vectorized runner to compute per-scenario statistics over large universes; improved detector speed by ~200× to enable full-universe sweeps and generate multi-hundred-page PDFs for analyst review.
Prepared a frontend mask and parameter spec for IBKR integration, allowing consistent application of risk rules in live trading without hand-rewriting orders.
Python, NumPy, Pandas
EOD multi-exchange equities, US + EU venues, Universe management
Interactive Brokers TWS/API, Parametric order mask
PDF chart exporters, Vectorized runners
Data foundation—EOD ingest, multi-exchange coverage. Quality & liquidity pass—fast screening. Risk framework design—multi-stage stops, trailing exits. Signal-agnostic wiring—compatible with multiple detectors. Backtests & review—vectorized runs, PDF generation. IBKR mask prep—parametric UI for live trading.
Delivered a reusable risk-control engine with multi-stage stops and trailing exits. Achieved end-to-end runs across ~38k equities with vectorized performance. Implemented liquidity realism through fast pre-filtering. Provided IBKR-ready parameter mask for live deployment.
Need a stop/exit policy you can actually trust? We turn discretionary ideas into parametric risk engines—wired into your signals and your broker.
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