Confidential fintech platform
High-performance trading analytics: 20 years of OHLC data, backtesting engine
What needed solving
A quantitative trading client needed sub-second analytics over two decades of market data plus a real backtesting engine, infrastructure most stacks buckle under.
How I built it
Built a ClickHouse-powered time-series service over ~20 years of Databento OHLC data, KDB integration for quant data, and a Nautilus-Trader backtesting layer surfaced through a Next.js dashboard.
The details
Financial-data and trading-analytics platform: a billing system, a Next.js dashboard, a CRM, a ClickHouse-powered service for high-frequency time-series analytics, KDB integration, and a Nautilus-Trader backtesting engine running strategies against historical OHLC data.
- Databento OHLC market data (1s / 1m / 1d), ~20 years of history
- ClickHouse time-series analytics for high-frequency queries
- KDB integration for quantitative trading data
- Backtesting engine on Nautilus Trader
- Billing, CRM and dashboard surfaces
We can build something that lasts.
Tell me what you are building. I will come back with an honest take on approach, scope and timeline, usually within 24 hours.