Strategy & backtesting
- Your signals, sizing and portfolio rules in maintainable code.
- Reproducible backtests with agreed costs and assumptions.
Turn your research or trading rules into software for backtesting, execution and day-to-day operation.
Agreed scope · Editable source · Documented handover
Start with a new build or improve an existing one. We agree the scope and acceptance checks before development.
Python, QuantConnect and broker APIs. Cloud or on-premises, according to your requirements.
Implementation, portfolio testing and deployment packages. Starting at $1,000.
Agree the rules, platforms, deliverables, price and timeline.
Implement and test against agreed checks. Use paper trading before live deployment where included.
Walk through the code and operating guide. Agree any launch assistance or ongoing support separately.
Platform, market-data and brokerage fees are separate. Strategy discovery and ongoing monitoring require their own scope.
Marsbridge engineered a live execution platform that began as a mean-reversion engine and evolved into an order-book-adaptive framework. The stack...
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Marsbridge architected and operated a matrix trading platform that constructs and manages synthetic long/short ratios derived from user-defined...
Read case study →Share your objective, instruments and current setup. We’ll reply within one business day.
We’ll confirm fit, then propose a scope, timeline and cost.