EmidLabs — Quant Trading Infra

EmidLabs provides a robust infrastructure for quantitative trading, eliminating the need to build your own backtesting and live-execution systems. Key features include: • Strategy definition using a concise JSON DSL • High-speed server-side backtesting (e.g., ~260ms for 5 years of data) • Direct subscription of validated strategies to live markets • Seamless integration with large language models via MCP servers • API-first approach for every core capability This platform allows dev-traders, independent quants, and systematic traders to programmatically define and iterate trading strategies. It supports extensive concurrent workflows without queuing, ensuring rapid execution and analysis of historical market data. Results provide comprehensive metrics like win rate, expectancy, and profit factor. EmidLabs is designed for efficiency and scale, offering distinct API endpoints for backtesting, live execution, and strategy storage. This streamlined approach means less time managing infrastructure and more time refining trading logic. It's ideal for those focused on quantitative research and systematic market engagement, offering a ready-to-use environment for developing and deploying sophisticated trading methods.