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Hayaiti / Software for Trading

Trading systems built like infrastructure, not notebooks.

Strategy → backtest → paper → live. Broker integrations, risk controls, real-time dashboards. We ship trading software the way ops engineers wish quants would.

3 recommended custom software packages for Trading. Pay 50% upfront. Source code yours.

Why this combo

Custom software for Trading, done the way it should have been the first time.

The decisions we made differently — and why they matter for trading specifically.

01

Backtest that matches live, finally.

Survivorship-bias-free data, point-in-time fundamentals, realistic slippage + commission models. We test your code on T-bill data first to see if it leaks signal.

02

Risk controls that don't get bypassed.

Position sizing, max drawdown halt, per-symbol exposure limits, kill-switch via webhook or Slack. Risk lives in the engine, not in a Notion doc.

03

Broker integrations that don't lose orders.

Interactive Brokers, Alpaca, Tradier, Tradovate, Coinbase Advanced, Binance, Hyperliquid. Idempotent submission, reconciliation jobs, dead-letter queues. No silent fills.

04

Real-time observability.

Grafana dashboards for PnL, per-strategy attribution, slippage vs. modeled, latency p50/p99. You see what the algo sees.

05

Reproducible from any commit.

Pinned data snapshots, deterministic random seeds, Docker-pinned runtimes. Your Q1 backtest still runs identically in Q4.

06

Multi-asset where it matters.

Equities, options, futures, crypto spot + perps. Per-asset cost models. Per-asset session calendars. We don't pretend everything is SPY.

Industry context

What the trading numbers actually say.

60-90%

of US equity volume executed by algorithmic trading systems

JPMorgan Markets Research 2023

$0.0035

typical per-share commission at Interactive Brokers — slippage usually dwarfs it

IBKR pricing schedule 2024

$9,995

Hayaiti Trading Algorithm SKU — backtest, paper, live, risk controls, 21 days

21 days

from kick-off to paper-trading on real broker, deterministic backtest in hand

Why Hayaiti

Why us for trading specifically.

Most trading software starts as a notebook and dies as a Frankenstein. We rebuild it as actual software: typed, tested, observable, deployable. Our trading stack — backtest engines that walk-forward over thousands of symbols in seconds, broker integrations that don't lose fills, risk frameworks that survive contact with a real market open — is the same one we use for internal research papers. We are NOT a registered investment advisor; you own the strategy and the risk.

  • Trading Algorithm SKU: $9,995 / 21 days — backtest, paper, live, risk controls, dashboard
  • TypeScript + Python + Postgres + TimescaleDB — boring on purpose
  • Source code yours from day one, in your repo, under your account
  • We sign NDAs before any strategy review
  • We are NOT a registered IA, broker-dealer, or CTA — you own the strategy and the risk
  • No discovery call. Pricing on the page.

Recommended packages

Pick a package. See the price.

The custom software packages that fit trading engagements best. Fixed price, fixed timeline, source code yours.

Most trading projects start with Trading Algorithm, then Internal Tool / API.

Trading Algorithm

fixed

Strategy → backtest → paper → live. Risk controls baked in.

$10k

delivered in 3 weeks

  • Backtest engine
  • Live broker integration
  • Risk + position sizing
  • Real-time dashboard
  • Source code yours

50% upfront · final 50% on delivery · source code yours

Internal Tool / API

fixed

Custom API + admin UI. Auth, audit logs, role-based access.

$15k

delivered in 4 weeks

  • REST + webhooks
  • Admin dashboard
  • Role-based auth
  • Audit log
  • Postman + docs

50% upfront · final 50% on delivery · source code yours

Automation / Script

fixed

Scrape, sync, transform, schedule. From idea to production cron.

$2.5k

delivered in 1 week

  • Single workflow
  • Hosted runner
  • Logs + alerts
  • Source code yours

50% upfront · final 50% on delivery · source code yours

Need something custom? See all SKUs or email us.

Shape of work

What a Trading engagement looks like.

Quant TradingInternal R&D · cross-sectional equities

Cross-sectional momentum harness

Internal research project: a cross-sectional momentum strategy on a liquid US equity universe. The deliverable was less the strategy itself and more the harness — a reproducible, parameter-swept backtest framework that could be used for the next 50 ideas.

Spec engagement built to set the bar — same playbook a real client gets. Real cases publish after launch with the client’s sign-off.

FAQ

What trading teams ask before they buy.

Will you sign an NDA before reviewing my strategy?

+

Yes — mutual NDA, sent as PDF before the first technical call. We've signed plenty; we don't share your alpha with anyone, internally or externally.

Do you provide trading signals or manage capital?

+

No. We are NOT a registered investment advisor, broker-dealer, or CTA. We build the software that runs your strategy. You own the strategy, the trades, and the risk.

Which brokers / exchanges have you integrated?

+

Equities/options: Interactive Brokers, Alpaca, Tradier, Tradovate. Crypto: Coinbase Advanced, Binance, Bybit, Hyperliquid, OKX. Each integration includes idempotent order submission and a reconciliation job.

Can you backtest my existing strategy?

+

Yes — that's a defined scope under the Trading Algorithm SKU. We need: strategy logic (paper or code), data assumptions, and your acceptable cost model. We'll deliver a notebook + walk-forward results.

What about latency-sensitive (HFT) strategies?

+

We're honest: sub-millisecond HFT is not our wheelhouse. We're great for daily-to-intraday algos (5min+ bars). For HFT, we'll refer you out.

Ready to ship custom software for Trading?

Start with an audit, or jump straight to pricing. Either way, you talk to engineers — not a sales funnel.