Crucible Trader
Quant backtesting platform with statistical validation
Modular quantitative trading platform: a deterministic backtest engine with a custom strategy DSL, statistical validation (permutation tests, walk-forward analysis), risk guardrails (daily loss caps, position limits, drawdown kill-switches), quant metrics (Sharpe, Sortino, max drawdown, CAGR) and a C++ pricing library, running as an async job worker with Parquet artifact persistence.
Built with TypeScript, Next.js, C++20, Python, gRPC, DuckDB, Parquet.
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