Quantaxis is a quantitative trading framework designed for building, backtesting, and executing automated strategies across global equities, futures, and cryptocurrencies. It integrates an event-driven backtesting engine, a multi-market execution gateway for order routing, and a quantitative data pipeline for ingesting and storing multi-asset market data.
The system features a Rust-accelerated financial library that utilizes Apache Arrow for high-performance technical indicator calculation and zero-copy data processing. It provides a containerized infrastructure model designed for orchestration via Kubernetes to manage strategy pods, databases, and message brokers.
The framework covers a broad range of capabilities including portfolio optimization, risk management with position limit enforcement, and comprehensive market data integration for real-time quotes and historical bars. It also includes tools for factor research, derivative pricing, and the monitoring of live strategy performance.