FAQ · Reamer Research and Reamer Server: what they are and who they fit

What is Reamer Research?

Reamer Research is a deterministic research engine for mid-frequency quants. It is a backtesting library with a stable C interface that you call from Python, C++ or any language that can call C, on your own machine. The same data, settings and seed give byte-identical results every run. It costs $1,800 per seat per year, with a $225 30-day trial.

It is a library, not an application. Your program hands it bars, settings and a strategy, and gets back the full result.

The loop it covers

Test. Run a strategy against years of OHLCV bars, intraday to multi-day, with spread, slippage, commission and overnight swap set for each instrument, and a leverage limit on the account.
Diagnose. Every order, fill and closed trade comes back, so any result can be traced trade by trade.
Sweep. Run the same strategy across many parameter sets to see whether a result holds or survived on one lucky setting. Each backtest is single-threaded, and separate backtests can run at once from your own threads.
Report. 31 summary metrics and the full trade and order logs, written as a schema-versioned JSON file.
Connect. The researched logic goes live through Reamer Server, a separate product. Moving over is a port of the logic, not a copy of the code: see How do I take a strategy from backtest to live trading without a rewrite?

How fills are decided, including stops and targets inside one bar, is set out in an execution specification that ships with the kit.

What it is not

Not for high-frequency or order-book (level 2 or level 3) strategies, and not for options.
Not a live trading system. It runs backtests in batches; live trading is Reamer Server's job.
No market data. You bring your own bars, already adjusted for splits and dividends.
Linux x86-64 and macOS on Apple Silicon only, with no Windows version.

Price

$1,800 per seat per year, paid once, with no automatic renewal. The $225 30-day trial includes the full kit. See the product page and pricing.

Next questions

Who are Reamer Research and Reamer Server for, and who are they not for?They are for systematic quants who write their own code and trade mid-frequency strategies on bars, held from minutes to days, whether independent or employed at a firm. They are not for high-frequency or order-book (level 2 or level 3) strategies, options modelling, discretionary or point-and-click trading, or anyone who wants market data, a hosted platform or a ready-made broker connection included.Which languages can I write strategies in?For Reamer Research, Python or C++ through the code that ships in the kit, or any language that can call a C library. For Reamer Server, the gate and the broker connector are written in C, C++, Rust or Go, and strategies connect over a socket from any language, Python included.How fast is it?On a 64-core AMD EPYC 9575F, Reamer Research replays about 1.7 million bars a second in one backtest, and Reamer Server takes an order from a strategy to an accepted event in a median of 11.3 µs, with about 200,000 to 220,000 orders a second across many strategies. Each figure comes with the conditions it was measured under, and both kits include a benchmark to run on your own hardware.What is Reamer Server?Reamer Server is an order management engine that takes a strategy live. It is the core of your trading process, delivered as a library with a stable C interface. It holds order state and sequencing, runs your pre-trade check on every order and sends accepted orders to your broker through a connector you write. It costs $7,200 per seat per year, with a $900 30-day trial.

Every answer here restates the documents that ship in the kit, which are authoritative. All questions.

Buy a licence30-day trial or annual licence. Key and kit by email on payment.