Laxnar's research environment connects data, computation, strategy development, simulation and execution into a continuous research workflow.
The platform is written in-house. A desk that writes its own systems can say exactly how a position is priced, exactly what sizes it and exactly what stops it, and can change any of the three without waiting on anyone.
Market data pipelines and storage.
Statistical analysis and model development in Python.
Rule definition, signal generation and sizing.
Simulation under realistic execution assumptions.
Stress grids, value-at-risk and expected shortfall, limits and a kill switch.
Automated execution with continuous reconciliation.