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.
2024年にクオンツリサーチャーと分散システムエンジニアによって設立されたBackpulseは、マイクロ秒単位のバックテスト再現性、超低遅延マルチ取引所ルーティング、非カストディアル自動化を提供します。
2024年初頭、クオンツ取引はAIモデルとミリ秒単位の市場変化が支配する時代へと突入しました。しかし多くのトレーダーはスリッページや手数料を無視した旧来のツールに制約されていました。
シグナル自動化のためにVPSやDockerの保守に追われる日々を終わらせるため、2024年にBackpulseを設立。機関投資家レベルの速度と精度でマルチ取引所戦略を実行できる非カストディアル基盤を構築しました。
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.
取引所マッチングエンジンに隣接配置された超低遅延ノードにより、伝送ロスを極小化。
現物・無期限先物取引所とのネイティブ低遅延API統合。
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.
資金はお客様の取引所アカウントに常に安全に保管されます。
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.