About us
This group is for practitioners who work that distance: portfolio managers and analysts at small firms, independent systematic traders, and quant-adjacent researchers who also manage real capital. People who have found something that looks promising on paper and then had to figure out what it actually takes to implement it.
We run closed working sessions — small groups, real problems, no slides. Each session brings together practitioners and the teams behind tools like QCA and Ziplime to work through a specific part of the pipeline: backtesting infrastructure, the paper-to-code translation, implementation for teams without dedicated quant capacity.
The first session is October 9th, 2026. If you have navigated the gap between a backtest and a live trade, you belong here.
Upcoming events
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