Microsecond Historical Backtest Engine
Tick-accurate simulation modeling real maker/taker fee tiers, perpetual funding schedules, partial fills, and liquidity slippage curves across spot and futures.
Founded in 2024 by quantitative researchers and distributed systems architects, Backpulse powers systematic traders, quantitative desks, and asset managers with microsecond backtest fidelity, ultra-low latency multi-exchange routing, and enterprise-grade non-custodial automation.
In early 2024, algorithmic and quantitative trading entered a high-velocity era dominated by AI models and millisecond market shifts. Yet, systematic traders were constrained by consumer-grade tools: backtests that ignored real exchange order-book depth, funding rate drag, and execution middleware that introduced fatal seconds of slippage.
Automating signals meant stitching together fragile VPS servers, wrestling with self-hosted Docker daemons, and constant exposure to unmonitored liquidation risk. We founded Backpulse in 2024 to establish a unified, enterprise-grade, and non-custodial cloud infrastructure—enabling researchers, prop firms, and active traders to execute complex multi-exchange strategies with institutional speed, precision, and zero infrastructure overhead.
Incorporated Backpulse. Engineered an in-memory, event-driven webhook bridge routing TradingView Pine Script alerts directly to Binance and Bybit matching engines in sub-25ms, eliminating retail middleware lag.
Launched a distributed cloud backtest matrix modeling tick-by-tick OHLCV, dynamic maker/taker tiers, and perpetual funding schedules. Scaled direct connectivity across 15+ tier-1 venues and debuted the non-custodial copy trading fleet.
Deployed natural-language AI Pine Script v5/v6 synthesis, institutional multi-tenant sub-accounts, and real-time portfolio VaR tripwires to protect capital during market tail-events.
Architecting cross-venue Smart Order Routing (SOR), verifiable execution telemetry, and autonomous multi-agent quantitative fleets across CeFi and high-throughput DeFi ecosystems.
Strategically co-located execution nodes directly adjacent to major exchange matching engines worldwide to minimize network transit hops.
Native low-latency API integration with the world's most liquid spot and perpetual futures markets.
From thesis formulation and tick-accurate simulation to co-located multi-exchange execution, Backpulse delivers an end-to-end quantitative trading infrastructure.
Tick-accurate simulation modeling real maker/taker fee tiers, perpetual funding schedules, partial fills, and liquidity slippage curves across spot and futures.
Sub-25ms event-driven routing pipeline deployed adjacent to exchange data centers in Tokyo, Frankfurt, and Virginia with HMAC-SHA256 signature verification.
Hardware-isolated AES-256-GCM encrypted key vaults with Zero-Knowledge credential isolation and strict IP whitelisting. We never hold client assets or withdrawal permissions.
Continuous real-time PnL monitoring, max drawdown tripwires, and automated order halt mechanisms that instantly isolate strategies when risk thresholds are breached.
Neural synthesis engine transforming natural language alpha concepts directly into syntactically verified Pine Script v5/v6 and Python algorithms.
High-availability multi-region Kubernetes clusters running 24/7 Grid, DCA, and custom quantitative strategies with auto-healing and zero maintenance windows.
Security engineered as a mathematical guarantee. Your capital stays on your exchange accounts at all times.
Backpulse never holds deposits, withdrawals, or custody of user assets. Execution operates strictly via restricted, trade-only API permissions.
API credentials are encrypted via AES-256-GCM in hardware security modules (HSM) and decrypted only in isolated, ephemeral memory during trade execution.
Outbound signals originate exclusively from whitelisted static IP addresses, ensuring unauthorized requests are rejected at the exchange perimeter.
Continuous automated static analysis, vulnerability scanning, and third-party penetration assessments validate system resilience.
We model conservative slippage curves, real funding rates, and worst-case fee structures by default. Strategies that survive Backpulse survive live markets.
Every metric, backtest fill, and execution latency timestamp is fully inspectable. We never publish inflated, theoretical, or curve-fitted marketing numbers.
Client sovereignty is absolute. We operate zero proprietary trading desks, maintain no conflicts of interest, and never trade against our users.
Isolated asynchronous execution micro-services guarantee that an unexpected API outage on one venue never impacts active strategies on others.