BARRASIE7E
Quantitative Signal Platform · Est. 2017
Barrasie7e was founded in 2017 by two former quantitative analysts from Jane Street and Hudson River Trading to give retail and RIA traders the same signal infrastructure used inside institutional prop books — engineered in Miami, deployed from co-located servers in NY4, LD4, and TY3.
Operating History
Every milestone below is dated and independently verifiable — not a recent launch riding the last crypto cycle.
Two former quantitative analysts from Jane Street and Hudson River Trading incorporate Barrasie7e Trading Technologies, Inc. at 1750 Coral Way, Suite 410, Miami, FL. Initial 6-person research team begins building the first 4 factor models.
Ledger & Quant Audit Partners retained as annual auditor. First 5-year live performance track record (2019–2023) opens — covering equities, FX, and crypto with no strategy resets.
Signal delivery infrastructure migrated to co-located servers in NY4 (Secaucus) and LD4 (London). Median execution latency drops below 200ms — measured at 412ms faster than retail-tier competitors in independent benchmarks.
Recognized by the Quantpedia Trading Awards as the top retail-tier quantitative platform of the year, citing audited Sharpe ratios averaging 1.84 across the flagship equity suite.
Barrasie7e added to the CFA Institute's 2024 directory of systematic-trading tools. TY3 (Tokyo) co-location comes online for Asia-Pacific subscribers.
By the numbers · Q1 2024
The People
Barrasie7e is run by the same people who design the models. The research team has averaged 4.2 years of tenure since 2019.
CO-FOUNDER · CEO
Former equities quantitative analyst, Jane Street (2012–2017). M.S. Operations Research, Columbia University.
Built statistical-arbitrage signal pipelines at Jane Street covering global equities. At Barrasie7e he leads factor research, the risk overlay framework, and the annual audit relationship with Ledger & Quant Audit Partners.
CO-FOUNDER · CTO
Former FX & futures quantitative analyst, Hudson River Trading (2011–2017). M.Eng. Computer Science, MIT.
Designed low-latency execution systems at HRT before co-founding Barrasie7e. She runs the engineering org across Miami, London, and Singapore and owns the sub-200ms signal-delivery SLA across all three co-location sites.
Every public signal card shows the live Sharpe, the audited max drawdown, and the live-vs-backtest slippage — accessible before sign-up.
12 of 12 flagship strategies carry a continuously audited live track record since 2019, verified annually by an independent third party.
Full Python and REST API access is included on every paid plan — no upcharge for algorithmic deployment of our own signals.
Each factor model reports its realized live slippage versus backtest assumption. Current average is 2.3% across the flagship equity suite.
Third-Party Recognition
QUANTPEDIA TRADING AWARDS
"Best Retail Quant Platform 2023"
2023 · INDEPENDENT JURY
CFA INSTITUTE
2024 Systematic-Trading Toolkit Directory
FEATURED · 2024
LEDGER & QUANT AUDIT PARTNERS
Annual performance auditor since 2019
6 CONSECUTIVE ANNUAL AUDITS
TRUSTPILOT · VERIFIED REVIEWS
4.8 / 5 across 1,240 reviews
RATING · UPDATED Q1 2024
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Your trial unlocks every one of the 17 factor models, the complete Python and REST API, and the full 12-of-12 audited live track record going back to 2019.
No credit card required · Cancel anytime · Barrasie7e is a software/signal vendor, not a registered investment adviser.