Quant Research
Build reproducible experiments around point-in-time data and explicit research contracts.
- Feature Engine & Registry
- Dataset & Experiment Engine
- WFO / validation workflows
TradingOS is a platform-led algorithmic trading foundation built to make quantitative research, risk control, execution, monitoring and strategy development independently evolvable.
research → features ↓ dataset → experiment ↓ strategy → signal ↓ risk → order intent ↓ execution → controlled trade Risk Engine = authority Strategy plugins cannot bypass it.
Strategies remain plugins. Platform contracts, research reproducibility and risk authority stay central.
Build reproducible experiments around point-in-time data and explicit research contracts.
Provide common primitives for systematic strategy development rather than isolated scripts.
Keep risk authority between strategy intent and broker execution.
Trading ideas can be tested without turning assumptions into production rules prematurely.
Point-in-time features, bounded future targets, chronological generation, experiments and statistical evaluation.
Foundation for volatility, options-chain and multi-leg research across Indian index markets.
Separate historical evidence from live execution and make costs, stability and validation explicit.
The repository is the project continuity source of truth, keeping architecture, state, tasks and implementation aligned.
Clean Architecture keeps external systems replaceable while domain policies remain stable.
Typed platform foundation with modular service boundaries.
API delivery, durable state and coordination infrastructure.
Repeatable deployment and operator-facing monitoring surfaces.
TradingOS is evolving through documented architecture, research and controlled implementation.