Digital assets · Under NDA
Portfolio Rebalancing Engine
Situation
A digital-assets team needed rebalancing faster than spreadsheets and clear enough for internal review.
What mattered
- No live trades without prior simulation evidence
- Every decision and fill must be reviewable later
- Ops team must be able to run it without a specialist on call
- Deployable in a controlled environment they already trust
Problem
Rebalancing crypto portfolios by hand is slow, error-prone, and hard to explain after the fact.
Approach
We built an engine that can prove a strategy on history first, then run rebalances with a full trail of what happened and why.
What we delivered
A rebalance engine with a simulation path for testing strategies, a live path only after proof, and records the team can audit when leadership asks what moved and when.
Outcome
Strategies are proven before live capital moves, and every rebalance leaves a clean audit trail.
Stack
- Rust
- Python
- PostgreSQL
- Docker
Timeline
Fixed-scope delivery. Engine, simulation path, and runbooks shipped together.