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Quant fund architecture

For a fund's CTO, head of quant technology and their architects, then its engineers. These views apply the general architecture to a fund that segments trades and bars across many instruments, in research and in live trading.

A quant fund with Patternode: venues and vendors feed the fund's data platform; research runs jobs over files in the fund's storage; the live platform extends each instrument from its stored edge; execution sends orders to brokers; the segment store holds segments and edges for risk and compliance

At a glance, for a fund​

ConcernAnswer
What Patternode seesBars (times and four prices) under instrument names you choose. Never positions, orders, signals, models or strategies
What Patternode keepsNothing. Research files stay in your storage; live state stays in your edges
ResearchJobs read Parquet or Arrow from your storage and write results back; a job per series, run in parallel
LiveEach instrument extended from its stored edge as its bar closes, over gRPC on one connection; p99 10 ms at the edge on Mission Critical
TimeNanosecond timestamps, kept exactly as sent
ReproducibilityThe same bars with the same profile version give the same segments, bit for bit, for at least 24 months. Backtest and live agree
ChangeNo change in your cells during your venues' trading hours (blackout periods)
ResiliencePatternode holds no state, so either region answers any call; a regional failover takes up to 60 seconds and loses nothing of yours
RegulationTerms for DORA and UK outsourcing rules, model risk documentation per profile version, an exit plan (Compliance)
PlanProduction for research; Mission Critical for live; Dedicated at full scale or under critical third-party oversight

The views​

ViewForCovers
Research and backtestQuant researchers' platform teamJobs over your storage, features, backtests, handing over to live
Live tradingTrading platform engineersThe live path, edges in memory and at rest, the latency budget, failure handling
ReproducibilityModel risk, research leadsProfile versions, pinning, moving to a new version safely
Operations and complianceCTO, risk, compliance, operationsPlacement, capacity, blackout periods, resilience, DORA, audit
FlowsEngineersEvery call in backtest, go-live, intraday and recovery