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MTS1B — Open-source institutional-grade quant stack

MTS1B is a 29-repo open-source ecosystem covering the full quant lifecycle: data ingest → research → portfolio construction → execution → operations → reporting. Each repo is light and focused — one job, done well, composable with the rest.

Why a multi-repo OSS stack?​

Most quant code is locked inside hedge funds or sold as black-box SaaS. We think the institutional-grade primitives — HRP, walk-forward CV, Almgren-Chriss, broker abstractions, OMS state machines — should be in the open, under a permissive license, with real test coverage.

The MTS1B ecosystem is:

  • Apache 2.0 — use it for anything, commercial or otherwise.
  • Hard-split into focused repos — clone the 3 you need, ignore the 26 you don't.
  • Multi-target deployment — Docker Compose, Proxmox LXC, Kubernetes, Nomad, native installers, all via a single menuconfig-style installer.
  • Community-driven — Discord, GitHub Discussions, AI bot to triage issues + suggest fixes.

The 29 repos at a glance​

v1 LAUNCH — foundational 12 (months 1-3):
  mts1b-foundation       pure types + schemas
  mts1b-platform         eventbus, observability, messaging, ...
  mts1b-deploy           Docker + Proxmox installer
  mts1b-brokers          IBKR, Coinbase, Schwab, ...
  mts1b-marketdata       FMP, Polygon, ThetaData, ...
  mts1b-quantkit         HRP, BL, Kelly, BS Greeks, walk-forward CV
  mts1b-portfolio        sizing, capacity, session matrix
  mts1b-riskengine       pretrade gates, drawdown halt
  mts1b-oms              OMS state machine
  mts1b-oms-algos        VWAP, TWAP, Almgren-Chriss
  mts1b-GPUbacktester    CUDA backtest engine
  mts1b-docs             you are here

See the architecture page for the full dependency graph and the release waves page for the v2 and v3 roadmaps.

Getting started​

# Install the deploy tool (placeholder — v1 in progress)
pip install mts1b-deploy

# Configure with menuconfig-style installer
mts1b-deploy menuconfig

# Install your chosen profile
mts1b-deploy install --config mts1b.config

# Run a smoke backtest
mts1b-deploy demo backtest-equities

Head to Getting started for the full walkthrough.

Status​

🚧 Pre-alpha. All 29 repos exist as private skeletons. The technical extraction from the source monorepo is in progress. Expected timeline:

  • v1 launch — month 3 (12 foundational repos ready)
  • v2 launch — month 7 (11 engines + multi-target deploy)
  • v3 launch — month 12 (treasury / sports / community / native installers)
  • LTS v1.0 — month 18

Repos remain private invite-only until each is explicitly flipped public. Wave labels are scheduling milestones, not auto-triggers.