CoralQuant 致力于研究高频量化软件，目前已研发出 Rust 编写的高性能、高安全性高频量化系统，为金融机构、量化交易团队和个人爱好者提供高频量化技术解决方案，助力客户在瞬息万变的市场中抢占先机。 CoralQuant is dedicated to high-frequency quantitative trading software. We have built a high-performance, high-security high-frequency trading system in Rust, and provide quantitative technology solutions to financial institutions, quantitative trading teams and individual enthusiasts.
为高频交易量身打造的技术解决方案，兼顾速度、效率与成本Technology built for high-frequency trading — speed, efficiency and cost in balance
我们的核心产品：基于 Rust 的高频量化交易框架，覆盖行情处理、订单管理、回测与风控，支持金融机构、量化交易团队和个人爱好者订购，并可按客户需求定制高频量化框架与策略。Our core product: a high-frequency quantitative trading framework written in Rust, covering market data handling, order management, backtesting and risk controls. Available to institutions, quant teams and individuals, and customisable to each client's framework and strategy needs.
专为高频交易设计的超低延迟行情解析系统，实现高速、稳定的行情数据处理，支持多交易所协议。An ultra-low-latency market data parsing system designed for high-frequency trading, delivering fast and stable data processing across multiple venue protocols.
基于向量化技术的高速回测引擎，并行计算大幅缩短策略迭代时间，支持现有 vnpy 策略迁移。A high-speed backtesting engine built on vectorisation. Parallel computing greatly shortens strategy iteration time, and existing vnpy strategies can be migrated.
高精度订单流模拟撮合系统，支持 TICK 级别的市场微观结构回放，为高频策略验证、滑点成本测算和极端行情压力测试提供专业工具。A high-precision order-flow matching simulator with tick-level market microstructure replay, for high-frequency strategy validation, slippage cost estimation and extreme-market stress testing.
CoralQuant 接受非标准产品的开发和定制We develop non-standard trading software to order
交易所行情录制系统、交易所行情数据订阅。Exchange market data recorders and market data subscription services.
为量化爱好者、公司和小型团队定制交易与市场数据，按需采集、清洗和交付，接受定制开发。Custom trading and market data for quant enthusiasts, firms and small teams — collected, cleaned and delivered to specification.
高频回测系统、高速 K 线回测系统。High-frequency backtesting systems and fast bar (K-line) backtesting systems.
支持美股、A 股、港股、期货、期权、外汇、数字货币等几乎所有金融交易平台的接口定制。API integration for almost any trading venue: US equities, China A-shares, Hong Kong equities, futures, options, FX and digital assets.
为现有交易系统提供二次开发和性能优化服务。Secondary development and performance optimisation of existing trading systems.
按客户需求定制高频量化框架和量化策略软件。Custom high-frequency frameworks and quantitative strategy software built to client requirements.
以扎实的工程能力，为您的交易策略提供坚实的底层支持Solid engineering as the foundation for your trading strategies
Rust 实现，兼顾性能与内存安全，行情解析与下单链路面向低延迟设计。Built in Rust for performance and memory safety, with market data and order paths designed for low latency.
向量化回测引擎与并行计算，显著提升策略研发效率。Vectorised backtesting and parallel computing significantly speed up strategy research.
全深度订单流回放，还原市场微观结构，发现简化回测遗漏的滑点风险。Full-depth order flow replay reconstructs market microstructure and exposes slippage that simplified backtests miss.
容器化部署，可部署在客户自有环境，按需定制。Containerised deployment in the client's own environment, customised as needed.
清晰透明的软件交付流程A straightforward software delivery process
与客户确认需求、交付内容与验收标准，并签订书面合同。We agree requirements, deliverables and acceptance criteria in a written contract.
完成开发与测试，交付软件并部署到客户自有环境。We develop, test and deliver the software for deployment in the client's own environment.
按服务协议提供维护、升级与技术支持。We provide maintenance, updates and technical support under a service agreement.
CoralQuant 不做交易，只卖软件和技术，做金融交易行业的基础设施。CoralQuant does not trade. We sell software and technology — the infrastructure of the financial trading industry.