Institutional-Grade Backtesting & Tax Loss Harvesting Platform
Built an institutional backtesting and tax-loss-harvesting engine delivering sub-second analytics to Bloomberg-tier clients on a 99.99% SLA.
Region
United States
Duration
2 years · ongoing
Team
6 senior engineers
Engagement
Platform engineering partnership
Performance
Sub-second backtesting on large datasets
Scale
Enterprise-grade platform serving institutional clients
Reliability
99.99% uptime SLA
The Challenge
What they were up against
AllIndex targets institutional clients like Bloomberg and needed a platform for backtesting investment strategies and tax loss harvesting that could process massive datasets in real-time.
Institutional clients expected Bloomberg-grade response times on heavy datasets
Existing prototype collapsed under production data volumes
Tax-loss-harvesting logic required deterministic backtests for audit
Latency budget under one second end-to-end across analytics workloads
Our Approach
How we moved in
We developed the entire platform and managed all infrastructure and DevOps. The system handles complex financial calculations with sub-second response times.
Rearchitected the compute layer around columnar storage and parallel execution
Built custom backtesting framework with immutable run artifacts
Introduced multi-tier caching for historical and live data
Performance-tested at 10× projected institutional load
The solution, in detail
Sub-second backtesting engine on years of daily market data
Deterministic tax-loss-harvesting pipeline with full audit trail
Isolated tenancy for institutional data segregation
Disaster recovery across multi-AZ with a 5-minute RTO
Business Impact
The outcomes that matter
Sub-second analytics on Bloomberg-tier datasets, in production
99.99% uptime SLA maintained across the launch quarter
Successfully onboarded anchor institutional clients
Architecture scale-tested to 10× current production load
Sub-second backtesting on large datasets
Processing speed
Enterprise-grade platform serving institutional clients
Client scale
99.99% uptime SLA
Platform uptime
Henry Ann
Head of Americas, Allindex AG
Built with
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