Æquitas
Quant Research Platform
Connecting to API.

I'm a broke grad student, so this runs on free-tier hosting - the API is waking up from its nap and that takes a minute or two. Sorry! Play the game, read a fact, or go creep on my portfolio and resume below while you wait.

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◉Built by Adit Shah, view portfolio↗◈Hiring? View resume↗
Æquitas

Trading Simulation

Synthetic tick feed - RSI buy/sell/hold decisions, pandas vs. C++, timed live

This streams a price feed - synthetic random-walk by default, or this platform's own ingested real daily history for a ticker, replayed tick-by-tick - no real broker, no real orders, no real money either way. Every new bar re-runs the platform's actual RSI signal logic (app/algorithms/signals/momentum.py) once in pandas and once through the same C++20 kernel from the Benchmarks page, and times both. The point isn't the trading strategy - it's what faster kernels buy you in a system that has to decide on every tick.

How every tick becomes a decision
New tick
pandas - ~2-8ms typical
C++ - ~10-500µs typical
Decision

Live trading decision latency

Start the feed and watch each tick's decision, and its latency, land in real time

Synthetic price feed - no real broker, no real orders
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