// trading & markets
Infrastructure for people who trade.
We trade our own capital on automated systems — live models on regulated prediction markets, multi-venue data pipelines, execution with tick-level exit logic — and we build the same class of infrastructure for trading firms, funds, and serious independents.
The discipline that matters most we learned the expensive way: dashboards lie; fills don't. Our systems reconcile every position to the exchange's own records — fills, settlements, actual outcomes — because a P&L number that doesn't tie to source is a story, not a number.
What we build
multi-source ingestion, normalization, storage built for backtests: point-in-time correct, leakage-audited, honest about survivorship.
order management against exchange APIs, position tracking, alerting that wakes you for the right reasons.
the unglamorous layer that catches the sign-convention bug before it costs a quarter's edge. Fills-true P&L, settlement verification, drift detection between what your model believed and what the venue recorded.
backtest harnesses with pre-registered thresholds and calibration tracking under regime change, so a promoted strategy earned it.
What we are not
Not a fund, not a signal seller, not financial advisors — we don't touch your capital and we don't tell you what to trade. We build the plumbing that lets your edge survive contact with production. Engagements are scoped and confidential; the systems we run for ourselves are the reference architecture. studio@anchor163.com
studio@anchor163.com
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