Prior Systems
Full-stack quantitative trading platform with real-time portfolio tracking, Black–Scholes options pricing, and 15+ technical indicators.
What is Prior Systems?
Prior Systems is a production-grade algorithmic trading backtesting platform that enables traders and quantitative analysts to test trading strategies against historical market data. The platform features dual-mode analysis, real-time portfolio tracking, and advanced performance analytics.
Dual-Mode Analysis
Switch between mechanical strategies (15+ technical indicators) and manual fundamental analysis with options trading
Black-Scholes Pricing
Full implementation of options pricing model with Greeks calculation (Delta, Gamma, Theta, Vega)
Real-Time Portfolio
Track multi-asset portfolios with live P&L updates, position-level analytics, and automatic price refresh
Production Deployed
Live at priorsystems.net with 10+ active users from UChicago quantitative finance organizations
Technical Highlights
- Microservices architecture on Vercel + Railway
- Processes 10K+ bars of data with sub-100ms rendering
- PostgreSQL with SQLAlchemy handling 50K+ data points
- 12 RESTful API endpoints with <200ms latency
System Architecture (You may have to zoom in to see details)
Frontend Layer
- Next.js 16 on Vercel
- React 18 with TypeScript
- Chart.js visualization
- Responsive UI/UX
Backend Layer
- FastAPI on Railway
- 12 RESTful endpoints
- PostgreSQL database
- yfinance integration
Data Flow
- CSV ingestion
- Price data caching
- Real-time calculations
- Portfolio persistence
Real-World Impact
Active Users
Platform is actively used by members from quantitative finance organizations at University of Chicago, including:
- Maroon Capital - Student-run investment fund
- Trott Business Leaders - Business strategy group
Use Cases
- Algorithmic strategy development and validation
- Historical market analysis and pattern recognition
- Options trading education and simulation
- Portfolio risk management testing
Production URL: priorsystems.net