Flagship
Apex Institutional Quant
Most advanced Harbor quant engagement — research-grade algorithms, market data pipelines, walk-forward backtesting, portfolio construction, execution + risk, observability, and operator tooling over ~6 months. Engineering deliverable, not investment advice.
Scope, inputs & rush
Full $120,000 due before kickoff. No milestones. Source handoff after written acceptance of deliverables (already paid in full).
Rush: not offered on this engagement
In scope
- Multi-strategy / multi-factor research framework with versioned experiments
- Market data ingestion pipelines (historical + scheduled updates) with quality checks
- Feature store / signal library with reproducibility
- Walk-forward / purged CV-style backtesting harness with tear-sheet reporting
- Portfolio construction & risk (limits, exposure, drawdown controls) as coded policy
- Execution layer hooks (broker/exchange APIs or simulation) with audit logs
- Ops dashboard: PnL attribution views, risk, job health, alert hooks
- CI for research notebooks/pipelines where scoped
- Full source, architecture docs, runbooks, training sessions (bounded count)
Out of scope
- Profit / alpha / return / win-rate guarantees
- Custody of client funds
- Unlicensed investment advisory
- Unbounded live capital mandates
- 24/7 trading desk staffing
What we need from you
- Strategy thesis
- Venues
- Data sources / licenses
- Risk policy
- Success metrics for engineering acceptance (not returns)