Some strategies live on a timescale that a polling engine cannot serve. NOVAQ's answer was to run them natively inside the trading platform, from a C# core working on one-second data.

The hard part is proving that a strategy written in another language is still the strategy in the study. Translation is where quantitative projects quietly lose their results: a rounding rule, a bar boundary or an order of operations can change the outcome with no error message. A watcher therefore replays closed trades and compares them with the research implementation.

The result

109,583 15-second bars were checked. Decisions matched 213 of 213 and 125 of 125, trades 125 of 125 and 77 of 77, and independent windows 117 of 117 and 140 of 140.

What that proves

The code does what the study specifies, which removes a large class of errors and leaves any difference to the market. This capability now gives NOVAQ a second execution path, alongside the main platform.

Limits

This is code parity and says nothing about future performance. Live results of these strategies have lagged the study, so parity should not be read as evidence of profitability.