The Quant Game
2024 · co-founded · React + Python + AWS
A full-stack options-trading sandbox: build a strategy, backtest it against 61M historical data points on AWS, watch the equity curve. Co-founded with a friend in summer 2024.
The Quant Game lets a non-quant build a credible options strategy without setting up a backtester. Pick instruments, define entry/exit rules, run against history, get a P&L curve and risk-adjusted metrics back. The aim was to make the simulation step as low-friction as a paper-trading app while still being honest about market microstructure.
What I built
- Frontend. React UI for strategy authoring — drag a few rules together, configure parameters, hit run.
- Backend. Python service for strategy interpretation and backtest execution; vectorised where possible, looped where the strategy logic required it.
- Data layer. 61 million financial data points (options chains + equities, time-aligned) stored on AWS, indexed for strategy-replay access patterns. The data infrastructure was the part that made the rest possible.
- Bayesian parameter optimisation on top of the backtester for users who wanted to tune a strategy automatically.
Co-founded May–August 2024. A short demo video is linked at the top.