Strategic Direction
Evolution of the Neleus Trading Core
Foundation
Multi-Venue Adapters
Add crypto derivative venues via modular adapter system.
Live-Capture Backtest
Turn live data streams into deterministic replay scenarios.
Status: Complete
Expansion
High-Fidelity Sim
L2/L3 orderbook models, latency simulation, and partial fills.
Algo Execution Lib
TWAP, VWAP, POV, Post-only, and adverse selection guards.
Status: In Progress
Optimization
Research Orchestration
Automated walk-forward testing and massive parameter sweeps.
Report Bundles
Institutional-grade PDF reporting for risk & performance.
Status: Planned
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