C++ execution engine · verified to spec

The execution engine
your research deserves.

Reamer is a C++ backtesting engine with a Python strategy API, a tick-level GUI replay, and an execution model verified against a formal specification. Local, deterministic, and built to get the numbers right.

$599/year
Founder's tier — first 100 seats. Rises to $1,200 / year after.
C++ performance core Formally specified execution model Reproducible given seed
Execution pipeline
Data Sources CSV · multi-asset · local Write in Python import reamer_py Execution Engine fees · slippage · fills Analytics metrics · Monte Carlo Replay inspect every decision
Philosophy

Research Should Be the Hard Part.

Most platforms help you write a strategy. Almost none help you build the engine around it. REAMER ships that engine — so you spend your months finding edges, not wiring systems together.

01

The real cost isn't strategy.

You can describe an edge in an afternoon. Proving it takes a stack most teams rebuild from scratch — every time.

  • synthetic tick generation
  • execution spec conformance
  • portfolio alignment logic
02

Infrastructure is undifferentiated.

Your slippage model isn't your edge. But a wrong one will destroy it. REAMER ships fill prices, brackets, partial closes, and spread microstructure — correct by default.

  • fill prices and slippage cost
  • bracket and bracket collision
  • spread microstructure
03

Focus on finding edges.

When results are deterministic and verified, you trust them. When you trust your results, you move faster.

  • iterate faster
  • trust your results
  • own your data
Workflow

From Raw Data to Verified Edge.

Six stages, one engine. What you backtest is exactly what you replay — no drift between research and reality.

STEP 01

Upload Market Data

CSV ingestion. Multi-asset datasets. Local storage.

STEP 02

Build Strategies

Write your strategy in Python with reamer_py.

import reamer_py
STEP 03

Run Backtests

C++ hot loop with synthetic tick generation. Brackets, partial closes, and scale-in included. Execution matches a formal spec.

STEP 04

Analyze Results

Performance metrics. Risk statistics. Trade breakdowns.

STEP 05

Monte Carlo

Stress-test robustness. Understand tail risk.

STEP 06

Replay Trades

Step through every synthetic tick — see exactly which tick triggered a fill, where the spread was, and why a bracket fired.

Performance

Real measurements, not extrapolations.

Every number below comes from actually running reamer_py against Backtrader on the same machine, the same data, and functionally equivalent strategies with real order flow — not an empty callback.

14.9x
faster on 500K bars with a live MA-crossover strategy — 32,066 real trades matched, fills and all
26.0x
faster on a 50-ticker portfolio, one strategy trading all tickers on a shared timeline — 266,318 trades
81s
to backtest 5,000,000 bars (~47.5 years of 5-min data) with real order submission and fill matching

Single-threaded, on an 8th-gen ultrabook CPU — not a workstation or server part. Zero commission, zero slippage, zero spread: pure throughput, not cost-adjusted P&L.

Read the full benchmark
Capabilities

Everything the loop needs. Nothing it doesn't.

Six capabilities, one engine. No services to provision, no pipelines to babysit, no cloud bill at the end of the month.

Built for mid-frequency OHLCV strategies — intraday to multi-day holds — across forex/CFD, crypto, futures, and equities. No order-book data, no options, no HFT. See the docs for what that means for long-horizon futures/equities backtests.

01

C++ Execution Core

The hot loop runs in C++ with memory-mapped data access. No Python in the critical path. Backtests that would take minutes elsewhere complete in seconds.

02

Formally Specified Execution

Fill prices, slippage cost, bracket resolution, and spread behavior are defined in a formal spec. A 243-check behavioral test suite verifies conformance. Audit exactly what the engine does and why.

03

Tick-Level Microstructure

Synthetic ticks are generated deterministically per bar using a seeded RNG. Spread widens at bar open to model price discovery and normalizes by close. TP/SL brackets resolve at the tick they're first touched.

04

Python Strategy API

Write strategies in Python. One callback, on_bar, per aligned step, with zero-copy numpy array views into every ticker's OHLCV history. Limit, stop, IOC, GTC, GTD. Partial closes, scale-in, and netting supported.

05

Multi-Asset Portfolio

Run strategies across multiple assets simultaneously with union or intersection bar alignment. Each asset has independent fills; the portfolio shares equity and margin. Same execution model across every ticker.

06

Tick-by-Tick Replay

The GUI replay steps through individual synthetic ticks. The equity chart, position list, order list, and console log update in sync at each tick. Diagnose exactly which condition triggered a fill or bracket exit.

Verified execution

The spec is the source of truth. Not the code.

Reamer ships with a formal execution specification that defines fill prices, slippage cost, spread behavior, and bracket resolution. The engine is tested against 243 behavioral checks — end-to-end invariants, not unit tests of internal functions.

01

Deterministic and reproducible.

Every backtest is seeded. Run it again tomorrow, get the same fills. Change the seed, get statistically equivalent aggregate behavior. Your results are auditable.

  • seeded RNG per bar
  • identical fills across runs
  • version-controllable results
02

Execution matches the spec, not intuition.

Bracket collision, IOC cancellation timing, partial close accounting, scale-in weighted entry price — each is specified and tested. No surprises when you move from research to production.

  • bracket collision resolved by tick order
  • partial close and scale-in accounting
  • IOC, GTC, GTD semantics
03

The test suite is part of the product.

243 behavioral checks across execution scenarios, property fuzzing, broker validation, golden regression, and on-tick callbacks. The suite is the contract between the engine and your research.

  • execution scenarios
  • property fuzz
  • golden regression
Pricing

The full engine. One annual license.

No per-seat metering, no usage caps, no cloud bill. The desktop GUI is free to download and use — the license is for reamer_py, the engine that produces results.

◆ FOUNDER'S TIER · FIRST 100

Founder's Tier

Early access pricing — first 100 seats only.
$1,200 / year
$599 / year
  • C++ execution engine via reamer_py
  • Full Python strategy API — on_bar, limit/stop/IOC/GTC/GTD
  • Formal execution spec + 243-check test suite
  • Tick-level microstructure and synthetic tick generation
  • Multi-asset portfolio mode
  • Free Reamer GUI for tick-by-tick replay
  • Monte Carlo stress testing + shareable HTML reports
  • All updates released during your subscription
Price rises to $1,200 / year after the first 100 seats.
◆ BUSINESS

Business

For teams that need it in writing.
  • Everything in Founder's Tier
  • Multi-seat key management
  • Invoice and purchase order support
  • MSA and SLA on request
  • Priority support with direct engineer access
hello@reamerlabs.com
Same per-seat price. The formal relationship is what changes.
Download

The GUI is free. The engine is licensed.

Reamer GUI is a free download — no account, no license key, no activation. It opens .reamer result files and replays them tick by tick. reamer_py, the engine that actually runs backtests and produces those files, is the licensed component.

Reamer GUI

Backtest Results, Monte Carlo, and tick-by-tick Replay in one window. A signed standalone installer; fully local, no account required.

Free · always latest
Windows
x64
Download .zip
Windows 10/11 x64
macOS
Apple Silicon
Download .zip
macOS 12+ (M1/M2/M3)
Linux
x64
Download .zip
AppImage, x64
reamer_py
Python package · requires a license

reamer_py

The execution engine, scriptable from your own interpreter. Installs into whatever Python you already use — reproducible, version-controllable and CI-friendly. No separate binary to manage.

  • Python 3.10+
  • Windows · macOS · Linux
  • pip
reamer_py installs are temporarily broken while we finish deploying the latest build — fix in progress. Check back shortly, or email support@reamerlabs.com.
pip install --find-links https://reamerlabs.github.io/Reamer/index.html reamer-py

pip resolves the right wheel for your OS and Python version automatically — no manual download. --find-links is additive to the normal package index, so dependencies like numpy still resolve from PyPI as usual.

View install guide
License Activation

Activate your license.

reamer_py is the licensed component — the GUI needs no activation. Activate once per machine, either path works from any terminal where reamer_py is installed.

Headless & CI

Environment variable

REAMER_LICENSE_KEY=<key>

Set before importing reamer_py — activates automatically on first import.

Terminal

python -m reamer_py

python -m reamer_py activate <key>

activate <key> to license this machine, deactivate to release the seat before moving to a new one, license_status to check what's currently active.

Contact

Talk to the engineers.

A real engineer replies, not a sales bot.

General & Sales

hello@reamerlabs.com

Evaluating Reamer for a desk, not sure it fits your data, or want team licensing options.

Send email
Support & Licensing

support@reamerlabs.com

License activation, device transfers, refunds, technical questions, or lost keys.

Send email