Local-first · Deterministic · Verified to spec

Quantitative Trading Solutions

Local-first, deterministic infrastructure for data pipelines, research, and live execution — built for mid-frequency systematic trading.

Contact Us
Products

Three tools, one loop.

AVAILABLE

Reamer Py

The research engine. Write strategies in ordinary Python, get fills priced by a C++ execution core verified against a published spec — 267 checks, seeded and reproducible.

Explore →
AVAILABLE

Reamer Stream

A ticker-addressed OHLCV engine, served over a documented Unix-socket protocol — no linking, no client library, reachable from any language.

Explore →
COMING SOON

Reamer Server

Live execution — the same validated strategy logic, carried from backtest to broker, without a rewrite. In development.

Explore →

See all products →

Reamer Py and Reamer Stream handle research and data. Reamer Server carries a validated strategy into live execution through the firm's own broker connection — the account, the capital, and the broker relationship stay with the firm.

Contact

Talk to the engineer.

Every message reaches the team directly.

General & Sales

[email protected]

Evaluating our software for a desk, not sure it fits your data, or want team licensing options.

Send email
Support & Licensing

[email protected]

License activation, device transfers, refunds, technical questions, or lost keys.

Send email