MANA Tech delivers a complete, vertically integrated, cloud-based solution for data, research, and rapid prototyping and deployment of tools




Cloud computing

Data resides and remains in the cloud to minimize storage and transport costs while maximizing robustness, security and access to on-demand compute power



Domain Specific Languages

MANA's proprietary domain-specific languages, m and SLOB were created explicitly for quantitative finance with an extremely terse syntax which is highly expressive for typical operations in statistical arbitrage


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MANA App store

 MANA Tech offers users pre-built tools such as a Portfolio Builder or a Market Simulator, while also allowing users to use our rapid prototyping language to create their own custom built research and trading applications

Market microstructure data contains a goldmine of information with incredibly diverse applications. 


MANA Tech’s microstructure data offerings significantly lower the bar for market participants of all stripes to access and utilize this immensely valuable information.  The complex tasks of updating, cleaning, and normalizing data is delivered as a service to minimize duplicative effort, cost, and barriers to usage.



Daily Market Microstructure Series

Daily periodicity series created from direct feeds of the exchanges. These series can be used for many different applications, including backtesting and alpha generation for multi-day horizons, market impact analysis, advanced transaction cost analysis, as well as improving HFT strategies or execution algorithms.

Options Market Data Series

Options markets are a clearinghouse for volatility expectations and convexity in the underlying equity markets.  As such, derived quantities that properly summarize the activity of the options market on an underlying-by-underlying basis have great value for equity traders, in particular systematic equity traders that utilize quantitative approaches for signal generation, backtesting, and portfolio management.   

Intraday Market Microstructure Data

Intraday periodicity series created from direct feeds of the exchanges. Default periodicity is 1 minute and 1 second intervals, but datasets can be created at varying intervals as requested.

Custom Data Series

MANA Tech can also create customized data sets as requested from market microstructure data.

Please contact the MANA Tech team for further information.

At MANA Tech we use our rapid prototyping environment and our considerable domain expertise to create quantitative financial applications


COMING SOON...Clients will also able to gain access to the MANA App Store to use our platform to build their own custom applications



Alpha Studio

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Multi-tier microservice-based web application for backtesting intraday alpha signals in parallel

Analytics include:

  • Term structure and liquidity analysis studies
  • Cumulative Daily and Intraday signal performance
  • Correlations to other signals
  • Summary statistics (i.e. Sharpe, Sterling, win/loss %, r & r-squared)
  • Return attribution by ticker

Backtest Tool


Multi-tier microservice-based web application for creating optimal portfolios

Analytics include:

  • Term structure and liquidity analysis studies
  • Cumulative returns
  • GMV and Total Long and Short signals
  • Turnover
  • Performance and Signal Statistics


STROBE (Streaming Order Book Evolution)

  • STROBE supports market reconstruction and market replay at an arbitrary depth for any available time and security with minimal latency.
  • Allows for tracking individual orders, including visualizing the order's time in force and queue priority, and fills as well as displaying instantaneous and aggregated order book statistics
  • Can stream and replay over 1M data points in real-time and includes support for pause, rewind, step forward and step backward functionality



Customers can also create their own applications at the MANA App Store