This repository contains the platform for systematic quantitative trading developed by Jebel Quant Research. It provides the shared infrastructure — data access, portfolio construction, execution, risk management and repo tooling — that lets a trading team focus on signals and models rather than rebuilding common components from scratch.
The thinking behind the platform is set out in full in the vision document:
A Technology Vision for Quantitative Trading (PDF)
The document covers the problems with the traditional research-to-production handover, the case for a shared environment, the kitchen analogy for team structure, and the role of containerisation, backtesting discipline, risk management and AI in a modern quant operation.
- Data API — clean, versioned access to market data across asset classes
- Portfolio construction — convex optimisation tools built with Stephen Boyd's group at Stanford
- Execution layer — strategy-as-a-service with a standardised API; broker communication handled by the platform
- Risk management — pre-trade checks, live monitoring, drawdown limits and kill switch
- Rhiza — keeps all strategy repositories aligned with a common template
| Repo | Purpose |
|---|---|
| rhiza | Scaffolding sync engine |
| rhiza-cli | CLI for Rhiza |
| linalg | Linear algebra utilities |
| basanos | Portfolio construction |
| jquantstats | Performance analytics |