Research
Incremental market archives, reproducible LEAN backtests, deterministic features, and walk-forward evaluation.
Veloryn is a quantitative trading system built on open-source LEAN. It connects research, portfolio construction, independent risk control, broker execution, and operational evidence without giving the browser authority to trade.
Incremental market archives, reproducible LEAN backtests, deterministic features, and walk-forward evaluation.
Central sizing, independent risk authorization, durable order intent, reconciliation, and fail-closed controls.
Broker-owned live pricing, read-only telemetry, health monitoring, alerts, and broker/account certification.
Strategies produce signals, never orders. An approved intent must pass sizing and independent risk before reaching the single execution boundary.
Backtests use cached historical data. Live price checks come from the configured execution broker. Missing or ambiguous state blocks action.
Production activation requires separate evidence for each broker, account, deployment, and capital limit.