Chimera · autonomous markets platform
Chimera, an autonomous, self-auditing trading research platform
I built Chimera, an autonomous, self-auditing crypto-derivatives research and execution platform. It runs ~117 services unattended, holds a 3.5 TB proprietary corpus, and proves every strategy against real execution costs, out-of-sample, before capital touches it. Currently paper-only on every venue.
117self-healing services
3.5 TBresearch corpus
4venues instrumented
88k+configs gated
System map
Five layers, strictly ordered.
L1Data spine
20+ collectors: Coinbase L1/L2 depth, Kraken, Binance spot+derivatives (WS-persisted), Kalshi perp order books, funding, open interest, liquidations, ETH/SOL on-chain, news firehose, sentiment. Stores: TimescaleDB hypertables (unified 1-second features, raw trades, order-book deltas, 1-second silver layer) · Redis hot state · daily parquet lake.
L2Feature & ML plane
GPU feature computer (LPPL, regime, vol zones, VPIN, Hive consensus) · vector assembler (1-second fast features) · JEPA ensemble, honest walk-forward AUC volatility 0.82, big-move 0.73 · ZoneX: 10 per-volatility-zone exit networks · XGBoost sleeves · regime classifier · leakage-guard watchdogs.
L3Research factory (the core)
Numba backtester with calibrated real costs · GPU sweep infrastructure (80k-cell searches in minutes) · scientific gate: purged+embargoed walk-forward, deflated Sharpe, three null controls, both-halves, stress perturbation, feature-basis robustness · forward book with verdict rules frozen before first data.
L4Execution
Multi-clock hot path: GPU exit <100µs · HFT exit <50µs · entry 100–250 ms · shadow runner (live+paper) · maker/taker routing, order splitting, retry & fill reconciliation · venue clients: Coinbase CFM, Kraken futures, Bitnomial, Kalshi. Currently paper-only on every venue. Risk stack: capital guardian + DEFCON stress gates + drawdown throttle.
L5Ops & self-healing
Infra-heal (auto-restarts critical containers, ~38 s recovery) · 25/25 heartbeats green · table-freshness & parity watchdogs · nightly ops loop · live monitor with true-forward vs backtest-seed columns per experiment.
Full architecture, evidence record, and honest economics in the white paper. Operational specifics redacted for the public edition.