Research workbench
Backtesting against point-in-time data, with survivorship and look-ahead bias handled by the data layer rather than left to the researcher to remember.
Qorvex carries a strategy from hypothesis to production without a change of tools: the model you research against is the one that trades.
Qorvex is a trading platform for desks running algorithmic, quantitative and high-frequency strategies. It holds the research environment, the execution stack and the risk controls in one place, so a strategy that survives backtesting is deployed as it stands rather than reimplemented for production — the handover where most of the expected edge is usually lost.
Each module is usable on its own, and each one gets better when the others are there.
Backtesting against point-in-time data, with survivorship and look-ahead bias handled by the data layer rather than left to the researcher to remember.
Versioned signals carrying their own lineage, so you can see what changed, when, and what it did to the result.
TWAP, VWAP, implementation shortfall and custom schedules, with smart order routing across venues.
Normalised feeds and full order-book reconstruction, colocated where the strategy actually needs it.
Position, exposure and fat-finger limits enforced in the order path, not reported on after the fact.
Slippage, fill quality and strategy drift measured against the backtest that justified the trade in the first place.