QuantumArb 2.0

An AI-Accelerated, Quantum-Ready Arbitrage Platform for the Next Decade of Finance.

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Mission

To engineer the world's most advanced, resilient, and intelligent cross-asset arbitrage system. QuantumArb 2.0 is designed from the ground up to achieve deterministic, ultra-low-latency performance while pioneering the use of AI and quantum computing in financial markets.

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Core Architecture

The platform is built on a cloud-native, microservices architecture designed around four key pillars:

• Latency: An obsessive focus on speed, targeting sub-100 microsecond tick-to-trade latencies. This is achieved through a hybrid hardware/software approach, bypassing kernel and OS-level overheads for all critical path operations.

• Intelligence: A multi-layered AI stack that moves beyond simple automation. It combines a real-time, on-FPGA inference engine for nanosecond-level predictions with a sophisticated ML pipeline for training advanced models on both market and alternative data.

• Resilience: An active-active, geographically distributed deployment designed for zero-downtime and sub-30-second disaster recovery failover, meeting and exceeding Reg-SCI standards. System integrity is continuously validated through automated Chaos Engineering.

• Compliance: A comprehensive, end-to-end risk and compliance framework. From pre-trade hardware risk checks and real-time VaR calculations to post-trade surveillance for manipulative patterns, every action is logged to an immutable, audit-ready WORM store.

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System Components

QuantumArb 2.0 is a collection of specialized, high-performance services working in concert.

graph TD
    subgraph "Hardware (FPGA)"
        A[Market Data Ingest] --> B(Order Book);
        A --> C{Feature Engine};
        C --> D[AI Inference Engine];
        B --> E{Decision Logic};
        D --> E;
        E --> F[Order Router];
    end

    subgraph "Core Services (Kubernetes)"
        G[Exchange Gateway] <--> H(Strategy Engine);
        H <--> I(Risk Gateway);
        H <--> J[ML Inference Server];
        G --> K(Portfolio Manager);
        K --> I;
        L(Latency Oracle) --> G;
    end

    subgraph "Compliance & Data"
        M(Data Bus Connector) --> J;
        F --> N{WORM Logger};
        G --> N;
        H --> N;
        I --> N;
        O[Trade Surveillance] --> N;
    end

    subgraph "Operator & Monitoring"
        P[Operator UI] <--> H;
        P <--> I;
        P <--> K;
        P <--> O;
        Q[Grafana Dashboard] --> G;
        Q --> H;
        Q --> I;
    end

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• FPGA Core: The heart of the low-latency path, handling order book management, feature calculation, and AI inference in hardware.
• Strategy Engine: The central decision-making service, equipped with a Smart Order Router (SOR) and integrated with the ML pipeline.
• Risk Gateway: Provides real-time, pre-trade risk checks using a shared Redis state.
• VaR Calculator: Runs Monte Carlo simulations to calculate portfolio-wide Value at Risk.
• Exchange Gateway: Manages connectivity to exchanges, dynamically routing orders via the fastest path determined by the Latency Oracle.
• Portfolio Manager: The source of truth for all positions and P&L.
• ML Pipeline: A complete suite for data processing, model training (XGBoost), and serving (FastAPI).
• Quantum Sandbox: An environment for prototyping QAOA-based portfolio optimization.
• Compliance Suite: Includes the WORM Logger for immutable audit trails and the Trade Surveillance Service for detecting manipulative patterns.

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Technology Stack

• Core Services: Rust (Tokio)
• ML & Quantum: Python (FastAPI, XGBoost, Pandas, AWS Braket)
• Hardware: SystemVerilog (for FPGA logic), C++ (for High-Level Synthesis)
• Networking: C (DPDK for kernel bypass)
• Infrastructure: Terraform, AWS (EKS, EC2, S3)
• Deployment: Docker, Kubernetes, Helm, ArgoCD (GitOps)
• CI/CD: GitHub Actions
• Service Mesh: Istio (for mTLS)
• State & Messaging: Redis, NATS (conceptual)

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Features

• On-Chip AI: A hardware-implemented decision tree for nanosecond-level predictive signals.
• Smart Order Routing (SOR): Intelligently splits orders across venues to minimize slippage and achieve best execution.
• Dynamic Path Arbitration: A Latency Oracle service ensures orders are always sent on the fastest network path (Microwave vs. Fiber).
• Real-time VaR: Monte Carlo-based Value at Risk calculations provide a sophisticated, live view of market risk.
• End-to-End Compliance: From pre-trade checks to post-trade spoofing detection, the platform is built for regulatory scrutiny.
• Quantum Optimization: A fully integrated QAOA portfolio optimizer demonstrates readiness for next-generation financial modeling.
• Unified Operator Command Center: A single UI provides real-time control over strategies, risk, portfolio performance, and compliance alerts.

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Getting Started

Deployment of the QuantumArb 2.0 platform is fully automated:

1. Configure AWS: Set up AWS credentials for Terraform and the CI/CD pipeline.
2. Provision Infrastructure: Run terraform apply to build the VPC and EKS cluster.
3. CI/CD Pipeline: Pushing code to the main branch will trigger the GitHub Actions workflow, which builds, tests, and containerizes all services.
4. GitOps Deployment: ArgoCD detects changes in the Helm charts within the repository and automatically deploys or updates the services on the EKS cluster.

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Project Status

Functionally Complete (Conceptual): All core and advanced features outlined in the project plan have been implemented, packaged, and integrated. The platform is ready for performance tuning, live data integration, and production hardening.

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Contributing & Governance

Contributions are welcome. All development must adhere to the project's coding standards and pass all automated CI checks. All algorithmic changes are subject to a governance model based on FINRA best practices.

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License

The core of QuantumArb 2.0 is open-source under the Apache 2.0 License. Proprietary low-latency plugins, advanced AI models, and specific exchange connectors are licensed separately.