Cross-post. Original: stellarbytecapital.com/blog/quant-trading-system-architecture
Almost every quant system starts the same way: one script that pulls data, runs a strategy, and places orders. It works — until it doesn't. Add a second strategy, a live account next to the backtest, a third exchange, a teammate, and the single script becomes the bottleneck. The architecture, not the alpha, is now what's holding you back.
Here's the blueprint we use for systems that need to grow: a clean three-tier split that keeps strategies portable, keys safe, and accounts isolated.
The three tiers
1. The control plane (SaaS). The brain. It manages users and auth, stores strategy definitions and parameters, schedules instance lifecycles, and monitors everything. What it deliberately does not do: touch an exchange or hold an exchange API key. It orchestrates; it never trades directly.
