QuantLabsNet.com Public Quant Analytics Group

Introduction

After 30+ years of coding experience, I decided to challenge myself: build an entire trading application using 100% C++ with no compromises.

The result? A humbling failure.

But failure is the best teacher, and I want to share what happened, what I learned, and what the community taught me during a recent live stream discussion.

Part 1: The Starting Point

When I began this project, my thinking was:

Date: August 2026 Tag: Systematic Trading | Algorithmic Strategies | Risk Management

Hey everyone,

Been running this systematic pipeline for a while now and wanted to share some real numbers from today's output. Maybe it'll spark some discussion on strategy filtering and live deployment.

TL;DR:

• Generated 3,600 backtested strategies today

• After Barchart liquidity validation + composite risk scoring = 36 deployable (about 1%)