Notes from the lab.
Quant, engineering and market-structure research from the systems we build and run. Practical, technical and free of hype. New research is published monthly.
White-Label Trading Platforms: Build, Buy or Partner?
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.
Read the researchWhat an Investor Portal for an Emerging Fund Manager Actually Needs
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.
Read the researchSharpe vs Sortino Ratio: Why One Lookback Is Never Enough
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.
Read the researchMarket Data Feeds That Don't Go Dark: A Three-Tier Fallback Design
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.
Read the researchHow to License and Protect MT5 Expert Advisors and Indicators
How to sell MT5 Expert Advisors and indicators without giving the strategy away, and without making life miserable for the customers who actually paid.
Read the researchBlack-76 vs Black-Scholes for Futures and Index Options
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.
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