Available for 1–2 quant builds · this quarter

We build the systems behind the strategy — data, backtest, execution, risk.

A boutique studio for trading and quant teams. From market-data plumbing to backtesting harnesses and execution/risk tooling — engineered end-to-end, remote, on a direct contract.

Born from a master's thesis on segment-state algebra for market regimes — research-grade rigor for trading infrastructure, minus the jargon.
End-to-end data → backtest → executionCrypto & equities multi-venueDirect contract no agency margin

Tools we build with

Pythonpandas / NumPyvectorbtTimescaleDBKafkaWebSocketsCCXTDockerAirflow
Two ways to work with us

The plumbing first. Then the edge on top.

Most desks don't need another strategy idea — they need the infrastructure that lets them test and run ideas safely.

Engagement 01

Research & Backtest Infra

A reproducible research stack so a strategy idea goes from notebook to a trustworthy backtest fast.

  • Market-data ingestion (crypto/equities), cleaned and versioned
  • Backtesting harness with survivorship & look-ahead guards
  • Feature/label pipelines treated as tested code
  • Reproducible experiments — same input, same result

Fixed-scope sprint · fractional research engineering

Engagement 02

Execution & Risk Systems

The un-sexy layer that decides whether an edge survives contact with the market.

  • Order routing & execution plumbing across venues
  • Position, exposure and kill-switch risk controls
  • Low-latency data paths and monitoring
  • Paper → live promotion with guardrails

Fixed-scope delivery · embedded lead · retainer

Why teams pick us

Trading engineers who speak both languages.

The rare studio that understands the pipeline and the P&L it feeds — because we built both.

Research-native

We come from quant research and investment banking as well as engineering — a backtest is a test, not a slide.

Latency-aware

In trading a bad row is money lost. Data quality, monitoring and kill-switches are first-class, not afterthoughts.

No lock-in

Code lives in your repos, documented and handed over. You own the system when we're done.

Representative scenarios

Illustrative, not case studies.

Anonymized patterns — the shape of the work, not a claim about any client.

Crypto · Market Data

Flaky feeds → a clean, versioned tape

Consolidated multi-venue crypto feeds into one cleaned, gap-checked time series that a backtest can trust.

Backtest-grade
Data quality gates on every input
Equities · Research

Notebook sprawl → a reproducible harness

Turned ad-hoc research notebooks into a versioned backtesting harness with look-ahead and survivorship guards.

Notebook → harness
Same input, same result
Execution · Risk

Manual runs → guarded promotion

Added exposure limits, a kill-switch and monitoring so paper strategies could be promoted to live safely.

Paper → live
With guardrails, not hope
How we work

Low-friction, senior, remote by default.

Direct contract via Deel or B2B — US/EU hours, no third-party margin.

Discovery call

A 30-minute call to understand the goal, the constraints and whether we're the right fit. No pitch deck.

Scope & proposal

A written scope with milestones, deliverables and a fixed price or retainer. You know exactly what you're buying.

Build in the open

Weekly demos, code in your repos, decisions documented. You see progress, not status reports.

Handover

Documented, tested, owned by your team — or kept on a retainer. Your system, not our lock-in.

Fighting your market-data plumbing instead of your alpha?

Tell us what you're building. If it's a fit, you'll hear back within one business day.

  • Market-data, backtest, execution & risk
  • Crypto & equities · remote · direct contract
  • Research sprint or full build — your call
Thanks — your message is on its way. We'll reply within one business day.

Prefer email? Write to augusto.bastos.solutus@gmail.com.

For engineering and research only. Nothing here is investment advice, a solicitation, or a promise of returns. Scenarios are illustrative and anonymized — no client data shown.