Overview
Key Contributions
- Designed the overall system architecture, including data ingestion, storage, and compute for backtesting large datasets.
- Implemented a performant front-end UI to configure, run, and visualize backtests.
- Built backend services to execute strategies, persist results, and provide analytics.
- Deployed the platform and maintained CI/CD for ongoing releases.
Technologies
- Next.js, React
- Node.js
- PostgreSQL (or MongoDB depending on dataset needs)
- Containerized deployment (Docker)
Outcome
Problem
Solution
Architecture
Text
Data Ingest -> Partitioned Time-Series Storage -> Compute Cluster (worker pool) -> Results Store -> UI
Key features
- Fast data ingestion and normalization pipelines
- Strategy sandboxing and deterministic execution
- Rich visualizations (equity curves, drawdown, heatmaps)
- Compare multiple runs side-by-side and export results
Screenshots / Media
Metrics
- Handled backtests over datasets with millions of rows with acceptable latency
- Reduced experiment turnaround time from hours to minutes for many strategy types
Lessons learned
- Determinism matters: ensuring runs are reproducible simplified debugging and user trust.
- A small compute cluster with good caching provides massive speedups for repeated queries.
Next steps
- Add distributed backtesting support and cloud-based spot compute for burst workloads.