Periscøpe
// Algorithmic trading

Algorithmic trading with Python.

Build algorithmic trading strategies in Python, backtest them against historical data, and run the same code in paper and live. One managed workflow for algo trading on US equities, ETFs, and futures, with diagnostics, orders, fills, and logs built in.

// What you get

A full algo trading workflow in Python.

Strategies in real Python

Write your algorithmic trading strategy in Python against a typed SDK. The full language and your own helper files, not a no-code builder or a charting script.

Backtest to live, one code path

The same trading strategy runs in backtest, paper, and live. Promoting changes the data feed and broker, not your code.

Managed compute

Your algo trading runs execute on managed cloud infrastructure in a hardened sandbox. No servers or schedulers to operate.

Diagnostics built in

Orders, fills, positions, ledger, classified issues, and logs for every run, with CSV export.

// Write

Write the trading strategy in Python.

Author your algorithmic trading strategy in an in-browser Python editor that understands the SDK and runtime, with parameters you declare up front and AI assistance for review and debugging.

  • Pure Python with a typed strategy SDK
  • Parameters set from the run form
  • Immutable, versioned strategies
  • AI assistance you stay in control of
Editorv1
Writing an algorithmic trading strategy in Python
// Run

Backtest, paper, and live on the same code.

Run your trading strategy as an event-driven backtest, then on a live feed in paper, then live through your broker. The strategy code does not change between modes.

  • Event-driven backtest with modeled fills
  • Real market calendars (NYSE, CME futures)
  • Paper on a live feed, simulated fills
  • Live access on request
Run / Modesv1
Running an algorithmic trading strategy across backtest, paper, and live
// Fit

Who this is for.

Best for

Traders who code their strategies.

You want to build algorithmic trading strategies in Python and run them end to end, without assembling the engine, execution, and hosting yourself.

Keep in mind

Python, and these markets.

Strategies are written in Python, and the platform covers US equities, ETFs, and futures. It is not a no-code tool, and it does not cover options, FX, or crypto.

// FAQ

Algorithmic trading with Python: questions.

What is algorithmic trading with Python? +

Algorithmic trading means trading by rules expressed in code rather than by hand. Doing it in Python means writing your trading strategy as Python, backtesting it against historical data, and running it automatically. Periscøpe covers that whole path for US equities, ETFs, and futures.

Why use Python for algo trading? +

Python gives you the full language and ecosystem instead of a platform-specific scripting language. You get real control over entries, exits, sizing, and state, with libraries and tooling you already know.

Do I need to build my own infrastructure? +

No. Periscøpe is a managed platform: it provides the event-driven backtester, paper and live execution, managed compute, and diagnostics. You write the trading strategy in Python; the platform runs it.

Which markets can I trade algorithmically? +

US equities, ETFs, and futures. Not options, FX, or crypto.

Can I take a Python strategy from backtest to live? +

Yes. The same strategy version runs in backtest, paper, and live, with only the data feed and broker changing. Live access is rolled out to select users on request.

// Access

Start algorithmic trading in Python.

We onboard in focused cohorts. Tell us what you trade and how you work. Live access is rolled out to select users on request.

We only use your email to contact you about access.

Read the quickstart →