execution-simulation

Cost-aware quantitative research and execution-simulation framework. Paper-only by construction.

Professional event-driven quantitative trading framework for deterministic backtesting, risk controls, simulated execution, reports, dashboards, and API services.

TreLLM is an LLM-driven trading audit and live-readiness control system; TradeArena is its public leaderboard for replayable trajectories, risk gates, execution calibration, and reproducible agent evidence.

Python infrastructure for quantitative research, backtesting, portfolio construction, and execution simulation.

Research-grade limit order book, market microstructure, and market-making simulator with price-time priority, queue modeling, realistic execution, C++ acceleration, and statistical strategy evaluation.

Deterministic L2 order-book replay and event-driven execution simulation for market microstructure research.

Causal L2 market microstructure research with walk-forward alpha modeling, event-driven execution, cost/latency stress testing, and reproducible pipelines.

Queue-aware commodity futures market microstructure research with order-book reconstruction, adverse-selection modeling, execution replay, and risk controls.

Deterministic C++20 market replay and execution engine with latency-aware simulation, L2 passive-fill modeling, portfolio accounting, and Python bindings.

Auditable multi-asset quantitative research engine with point-in-time data, walk-forward validation, trial accounting, execution simulation, and reproducible evidence.