About

OriginEdge is an independent publication launched in April 2024, dedicated to bringing cutting edge research and systematic trading tools to everyone. Over the past three years, we have developed the infrastructure and data platforms necessary to support bringing institutional grade research, algorithms, testing and monitoring for everyone.

Infrastructure

Backtesting platform - An in house comprehensive custom backtester designed for constructing complex multi-asset strategies across any custom time frame.

Metrics engine- a fully featured bespoke metrics engine to allow for monitoring and analyzing our strategies.

Data platform- a privately built automated data management system allowing allowing us to ingest, maintain, and quality check large data pipelines.

Simulator - a multi distribution Monte Carlo based data synthesizer coupled with proxy custom-built indices allowing us to run mass simulations and stress test our strategies under a variety of scenarios.

Process

Research, build, test. Our process is a rigorous and iterative approach, beginning with the synthesis of groundbreaking research and innovative ideas to construct a prototype. We continuously refine our strategies based on test findings, ensuring that each iteration enhances the robustness and performance of our models. Rigorous testing is at the core of our development cycle. We meticulously test our strategies to avoid overfitting and ensure that they withstand various market conditions. After a strategy has passed our extensive backtesting phase, we proceed to paper trading, where we simulate real-market transactions without actual financial risk. Only strategies that demonstrate potential in paper trading are advanced to live testing

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