Kestrel Capital
Research to execution, on one rail
Client identities and brand marks are anonymised. Names, logos and interfaces shown are not real companies or real projects.
- Sector
- Capital markets
- Location
- DIFC, Dubai
- Year
- 2025
- Kickoff to production
- 22 weeks
Backtesting, execution and risk for a DIFC fund, rebuilt so a strategy moves from notebook to live capital in a day.
Strategies were researched in notebooks and re-implemented by hand for production. The two versions never behaved identically, so every discrepancy became a week of forensics. Risk limits lived in a spreadsheet.
One codebase, two modes
The same strategy code runs against historical and live data. Simulation models real fees, funding and market impact, so backtests stop flattering themselves.
Risk before the order
Position limits, exposure caps and kill switches evaluate pre-trade. Breaches halt the strategy and page a human rather than logging a warning.
Reconciled every morning
Fills, fees and positions reconcile against venue statements automatically. Any break is flagged before the desk opens.
Research-to-production now fits in a day, and backtest-to-live tracking error is small enough to be a metric instead of an argument.
What changed
- Research to live
- 1 day
- Reconciliation
- Daily
- Risk limits pre-trade
- Live
- Python
- Rust
- TimescaleDB
- Redis
- Grafana
Tell us what's slowing you down.
Fifteen questions, one screen at a time, and a verdict at the end. No call needed to get it.