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About & licence

Author

Dr. Rayan Azhari is a London-based researcher and consultant (PhD; Chartered Environmentalist, CEnv MISEP) whose work spans sustainability and energy systems, with a long-running practice in programming and quantitative methods. This book distils the engineering and methodology behind the systematic trading system he designed and runs, the parts that decide whether an edge survives contact with a real market.

What this book is

A practitioner's guide to building a production quant trading stack: validation, portfolio construction, risk management, deployment, and operations, using a real system (referred to throughout as "Titan") as the running, sanitised case study. It deliberately shares process and methodology, not proprietary edge.

How to read this book

  • First time, front to back. It is written as a build log that follows one loop: research, validate, deploy, operate, learn. The preface sets the philosophy.
  • In a hurry? Read A backtest you can trust first; it contains the discipline the rest of the book depends on. Then read One strategy, end to end, the build-log walk-through that threads a single example through the whole loop and composes the rest of the book on one sleeve. After that, dip into the part you need: the table of contents on the left is also a reference index.
  • Want to run something? Appendix D: Run it yourself is a hands-on session with the public companion framework: clone it, run the validation pipeline on sample data, read a real verdict, then break the discipline on purpose and watch the gate catch you. Every chapter also ends with Exercises (with collapsible worked answers).
  • Conventions. Callouts flag what bites: warning for anything that corrupts a result or risk calculation, danger for anything that touches live capital. Numbers in examples are illustrative unless stated otherwise.

Contributing & corrections

  • Framework code (the titan/ package, Apache-2.0): issues and pull requests are welcome in the repository.
  • The book is all rights reserved and not open to redistribution or derivative contribution, but corrections and typo reports are very welcome: please open an issue describing the page and the fix.

Licence & terms

This project is split-licensed:

  • Book content: © 2026 Dr. Rayan Azhari, all rights reserved. The book is not entirely free: Parts I and II (Foundations, and Research & Validation) are free to read on this website, while the complete book (Parts III to VII and the appendices) is a paid edition, available to buy on Leanpub and in print. Whether you read the free parts or buy the complete book, you may not redistribute, host, mirror, resell, modify, or use it to train machine-learning models without prior written permission. Brief, attributed quotation for review, commentary, or teaching is fine.
  • Companion framework code (the titan/ package and scripts in the repository): Apache-2.0. Code samples embedded in the book remain Apache-2.0.

How to cite

Azhari, R. (2026). Building a Production Quant Trading System. https://www.rayanazhari.co.uk/books/building-a-production-quant-trading-stack/

Disclaimer

Educational material. Not investment advice. No warranty. Trading involves a substantial risk of loss; nothing here is a recommendation to trade any instrument, and the example strategies have no expected edge.