Develop US futures strategies end to end.
From a Python idea to a monitored live run: Periscøpe handles the futures mechanics (calendars, expiration, margin), so you can focus on the strategy and move it from backtest to paper to live without rebuilding it.
Idea to live, for futures.
Write it in Python
Express your futures strategy in real Python against a typed SDK (entries, exits, sizing, and state), not a charting script.
Backtest with real mechanics
Event-driven backtests with exchange calendars, contract expiration, and variation-margin accounting.
Paper, then live
Run the same code on a live feed in paper, then live through your broker, no rewrite. Live access on request.
See every contract
Orders, fills, positions by contract, ledger, issues, and logs for every run.
The same futures 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 futures backtest
- Exchange calendars and expiration handled
- Variation-margin accounting
- Same code in paper and live
Learn the details.
Build your first futures 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.