Systematic Microstructure Execution & Research Engine
Institutional-grade trading platform operating on CME Globex futures. Featuring predictive UniRenko micro-bars, point-in-time machine learning pipelines, and discrete margin optimization.
Real-Time Globex Execution
Continuous execution loop for ES, MES, NQ, MNQ with sub-second order state machines, OCO bracket orders, and fail-closed broker ledger reconciliation.
UniRenko Micro-Structure
Adaptive volatility-scaled brick formation filtering high-frequency market microstructure noise, incorporating 0–75ms queue haircut and blind OOS waterfalls.
Point-in-Time ML & Gates
Dual-clock Parquet pipelines ensuring zero lookahead bias or future leakage, validated against Deflated Sharpe Ratio (DSR) and strict promotion hurdles.