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Accelerate quantitative research with a unified, reproducible environment. We develop custom, high-performance web applications to replace siloed Python scripts, manual data stitching, and spreadsheet-based performance summaries. The system automates the ingestion of cleaned market data, provides a framework for developing and version-controlling strategies, and executes large-scale historical backtests with detailed analytics. Tailored to your asset classes and research workflow, it provides quant researchers and portfolio managers with clear insights into strategy robustness, overfitting risks, and performance attribution, driving scalable alpha generation.