Aurion Labs Research https://aurionlabs.io/research/ Quant, engineering and fintech research from Aurion Labs. en-gb Thu, 01 Oct 2026 13:59:57 +0000 White-Label Trading Platforms: Build, Buy or Partner? https://aurionlabs.io/research/white-label-trading-platform/ https://aurionlabs.io/research/white-label-trading-platform/ Thu, 01 Oct 2026 09:00:00 +0000 Business A decision framework for brokers, prop firms, educators and fintech startups weighing an off-the-shelf licence against a custom build or a white-label development partner. What an Investor Portal for an Emerging Fund Manager Actually Needs https://aurionlabs.io/research/investor-portal-for-fund-managers/ https://aurionlabs.io/research/investor-portal-for-fund-managers/ Thu, 01 Oct 2026 09:00:00 +0000 Fund technology The features an emerging manager's investor portal genuinely needs on day one, what can wait, and how to build it so the data stays correct and private. Sharpe vs Sortino Ratio: Why One Lookback Is Never Enough https://aurionlabs.io/research/sharpe-vs-sortino-ratio/ https://aurionlabs.io/research/sharpe-vs-sortino-ratio/ Thu, 01 Oct 2026 09:00:00 +0000 Quant Sharpe and Sortino are simple to define and easy to get wrong. Correct formulas, honest annualisation, and why a single lookback window hides more than it shows. Market Data Feeds That Don't Go Dark: A Three-Tier Fallback Design https://aurionlabs.io/research/market-data-feed-redundancy/ https://aurionlabs.io/research/market-data-feed-redundancy/ Thu, 01 Oct 2026 09:00:00 +0000 Engineering How we keep live scans running when a data source fails. A broker-terminal primary, a server-side secondary and a commercial vendor tertiary, with every bar tagged by source. How to License and Protect MT5 Expert Advisors and Indicators https://aurionlabs.io/research/mt5-ea-licensing/ https://aurionlabs.io/research/mt5-ea-licensing/ Thu, 01 Oct 2026 09:00:00 +0000 Engineering How to sell MT5 Expert Advisors and indicators without giving the strategy away, and without making life miserable for the customers who actually paid. Black-76 vs Black-Scholes for Futures and Index Options https://aurionlabs.io/research/black-76-vs-black-scholes/ https://aurionlabs.io/research/black-76-vs-black-scholes/ Thu, 01 Oct 2026 09:00:00 +0000 Quant Futures and index options are priced off a forward, not a spot price. Here is how the Black-76 model works, where it differs from Black-Scholes, and where implementations go wrong.