/trading — Quant Execution System
Millisecond execution, Python all the way down.
A Python-native execution core wired directly into QuantConnect for research parity and Interactive Brokers for low-latency, production order routing.
Order routing latency
Round-trip milliseconds by venue, last 24h
Infrastructure specs
- Core language
- Python 3.12
- Backtest engine
- QuantConnect LEAN
- Live broker
- Interactive Brokers (IB)
- Median latency
- 3.2 ms
- Deploy region
- sfo1 (broker-adjacent)
- Order model
- Smart routing + slicing
Execution pipeline
01
Signal
Strategy modules emit typed signals from the research brain.
02
Risk gate
Position sizing, exposure and MOD3 exit checks applied pre-trade.
03
Router
Smart order router selects venue and slices for minimal impact.
04
IBKR / QC
Orders dispatched to Interactive Brokers; QuantConnect mirrors for parity.
Fill quality vs. benchmark
Slippage in basis points, lower is better