Develop US equities and ETF strategies end to end.
Take an equities or ETF idea from Python to a monitored live run. Periscøpe handles the calendars, the fills, and the run infrastructure, so the same strategy moves from backtest to paper to live without a rewrite.
Idea to live, for equities and ETFs.
Write it in Python
Express your equities or ETF strategy in real Python against a typed SDK, with parameters you set from the run form.
Realistic backtests
Event-driven backtests with NYSE calendars and modeled spread and slippage, not fills at an ideal price.
Paper, then live
Run the same code on a live feed in paper, then live through your broker. Live access on request.
Inspect every run
Orders, fills, positions, ledger, classified issues, and logs for each run, with CSV export.
The same strategy, every mode.
Write once, run as backtest, paper, and live. The strategy reacts to market events the same way in each mode; only the data feed and broker change.
- Event-driven equities and ETF backtest
- NYSE calendars and sessions
- Modeled spread and slippage
- Same code in paper and live
Learn the details.
Build your first equities strategy.
We onboard in focused cohorts. Tell us what you trade and how you work. Live access is rolled out to select users on request.