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Design a Backtesting Platform
Requirements and Constraints
Design challenge: Design a backtesting platform that lets quantitative researchers simulate trading strategies against years of historical market data, at scale, with correctness guarantees.
Every quant firm runs on a research loop: generate hypothesis, test it, refine it, deploy it. Backtesting is the "test it" step, and it's not optional. Before a strategy touches real capital, it needs to prove itself against historical data. A slow or unreliable backtesting platform doesn't just frustrate researchers; it directly slows the pace at which a firm can discover and deploy alpha.
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