Quantitative Indicator Engine Case Study | Variance
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A full indicator stack, tested before it traded.

A Python bot for Interactive Brokers built on a broad indicator engine covering trend, momentum, volatility and liquidity, delivered across staged milestones with extended testing between each one.

Interactive Brokers·Python indicator and signal engine·Delivered 2024
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The brief

What the client asked for.

An Interactive Brokers bot driven by a wide feature set rather than one or two signals. The client supplied their own indicator function, and the engine had to reproduce every measure in it faithfully before any signal logic sat on top.

The work ran across two milestones with revision and testing cycles between them, because the client wanted the behaviour proven on their own data before more capital logic was added.

“Working with Variance Tech was a fantastic experience. Their professionalism and detailed documentation exceeded my expectations, and their quick responsiveness and deep understanding of trading made the whole process straightforward.”

Verified client review
Specification

The indicator set, as specified.

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What we did

Feature set first, signals second.

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Built with
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What was delivered.

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The result

An engine the client could check against their own research.

Because every indicator was reproduced to match the client’s own function, the live engine and their research produce the same numbers on the same bars. That is what makes a result trustworthy rather than merely plausible.

The staged milestones with testing between them are how the work was actually structured. The client asked for more testing before accepting delivery, and got it.

More case studies.

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Next step

Research in one place, execution in another?

We build the engine so the numbers agree, then connect it to your broker.

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