Part VI — Live Trading Infrastructure

This is the part most courses skip entirely. Research and backtesting get all the attention, but the gap between a promising backtest and a system that trades real money unattended is where most aspiring quants stall. Live trading is an engineering discipline: processes crash, data arrives late, brokers reject orders, and the system must behave sensibly through all of it — often at 3am with no human watching.

In this part you study a complete trading system with the same architecture professionals use: Strategy → Risk Engine → Execution Engine → Broker API → Exchange. Each stage has explicit interfaces and its own failure domain, so a bug in signal generation cannot bypass risk checks, and an execution problem cannot corrupt strategy state. The treatment is concrete throughout — schedulers and market calendars, Redis and PostgreSQL, Docker and cloud deployment, monitoring and alerting — not architecture diagrams left as an exercise.

The final lessons cover what separates hobby deployments from professional ones: crash recovery and state reconciliation, idempotent order handling, circuit breakers and kill switches, secrets management, paper trading as a promotion gate, and audit trails that would satisfy a compliance review. By the end you understand what it takes for a system to run overnight with no human watching — and exactly what should happen when it breaks.

Modules

Module	Focus
System Architecture	The Strategy → Risk Engine → Execution Engine → Broker API → Exchange pipeline, process boundaries, state, failure domains, and backtest/live parity
Scheduling and Data Plumbing	Schedulers and market calendars, Redis for hot state and pub/sub, PostgreSQL for durable storage, and data pipelines into the live system
Docker and Cloud Deployment	Containerizing the stack, docker-compose, VPS vs managed cloud, networking, and regions/latency basics
Monitoring, Logging, Alerting	Metrics and health endpoints, structured log aggregation, alerting policies, and dashboards for positions and PnL
Resilience and Risk Controls	Crash recovery, state reconciliation, idempotent orders, circuit breakers, pre-trade limits, and kill switches
Secrets, Paper/Live, and Compliance	Secrets management, API key hygiene, paper trading as a gate, go-live checklists, and audit trails