Local-first, deterministic infrastructure for data pipelines, research, and live execution — built for mid-frequency systematic trading.
The research engine. Write strategies in ordinary Python, get fills priced by a C++ execution core verified against a published spec — 267 checks, seeded and reproducible. Connect any data source — a vendor API, an in-house feed, a redistributed internal stream — with a custom loader that's deliberately simple to write.
Explore →Live execution — the same validated strategy logic, carried from backtest to broker, without a rewrite. In development.
Explore →Reamer Py handles research and data. Reamer Server carries a validated strategy into live execution through the firm's own broker connection — the account, the capital, and the broker relationship stay with the firm.
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