You have the hypothesis. We turn it into a fully automated, rigorously validated, production-ready system — no shortcuts on methodology.
About
QuantEternam is a collective of quantitative engineers specializing in bespoke trading strategy automation. Investment funds, prop firms, systematic traders — you bring the market hypothesis, we implement, test and deploy it with institutional engineering precision.
Our validation protocols (CPCV, WFO, Monte Carlo) ensure that measured performance is real — not a historical artifact.
What we don't do
How it works
Market hypothesis, asset class, signal logic, timeframe. No code required — you work in your domain, we work in ours.
Rigorous implementation, bias-free data, WFO + CPCV + Monte Carlo. We challenge your hypothesis before you spend a cent on execution.
Bot delivered on IB / Zorro / FIX API. Auto-reconnect, real-time alerts, full reporting. Zero manual intervention required.
Services
Implementation of your strategies on historical or live data (Interactive Brokers, Zorro, proprietary APIs). Multi-asset (futures, equities, forex, crypto), multi-timeframe. Realistic modeling of execution costs, market-impact-aware slippage, and contract rolls — survivorship-bias free, no look-ahead.
Optimization via grid search, Bayesian, or genetic algorithms. Triple validation filter: Walk-Forward Analysis, CPCV, and Monte Carlo. Every result is expressed in risk-adjusted metrics (Sharpe, Calmar, Ulcer Index) — not just raw performance.
Parameter sensitivity testing, contextual drawdown analysis (2008, 2020, flash crashes), extreme regime simulations. We verify robustness under ±15% parameter drift before any deployment.
Full-stack development: algorithm → interface → broker connectivity (Interactive Brokers, Zorro, FIX API). Delivered packaged, paper or live-ready, with thread-safe architecture, reconnection handling, alerts, and real-time monitoring.
Automated reports in multi-sheet Excel or PDF: equity curves, rolling Sharpe, max drawdown, correlation matrices, heatmaps. Risk-adjusted metrics readable by your investment committees.
Multi-source connectors (Interactive Brokers, Zorro, REST APIs, local data), real-time pipelines, ratio-adjusted continuous contracts. Integration with QuantConnect/LEAN, Zipline, and custom architectures.
Workflow
Technologies
Languages
Execution Platforms
Data
ML / AI
Validation
Deployment
Reporting
Case Studies
Implementation of a trend-following strategy across 12 futures (indices, rates, commodities) described by their research team. 18-year validation, 48 WFO windows, CPCV passed. Deployed on IB with automated weekly reporting.
Automation of an intraday mean-reversion strategy on US equities they were trading manually. ML signal selection, full GUI, FIX API connectivity, real-time alerts and monitoring.
Full backtesting framework on Forex and Crypto to validate several market hypotheses. Triple anti-overfit protocol, 1000+ Monte Carlo, automatic risk-adjusted PDF reporting.
“Their CPCV implementation matched our internal methodology exactly. That's rare in an external partner.”
— Head of Quant Research, Paris-based fund
“We'd been trading this strategy manually for 3 years. In 6 weeks it was running automatically on IB with reporting our committee can actually read.”
— Director, prop firm · 8 years active
Contact
You have a market hypothesis to automate, a bot to harden, or a validation framework to build? Free technical discussion — 30 minutes.