My co-founder and I applied to YC this summer with a full quant platform - backtest, optimize, and deploy strategies all in one place. Regulatory complexity killed us. We had to pivot.

While my co-founder moved on to other things, I kept working on the core problem: why is it so hard to go from backtest to live trading? Our original platform only supported one backtesting framework, and we acted as the broker through Alpaca. It was brittle and limited.

So I built StrateQueue as an open-source library instead. It now supports four major backtesting frameworks (Backtrader, Zipline, PyAlgoTrade, bt) with a unified API. Same with brokers - IB and Alpaca, with more coming. Adding new ones is straightforward.

The key insight was that most people don't need another backtesting platform - they need a bridge from their existing backtest to production. StrateQueue handles the messy parts: real-time data feeds, broker APIs, error handling, monitoring, and latency optimization.

You literally go from backtest to live in 3 lines of code, regardless of which framework you're using.

Would love feedback from anyone who's dealt with this production deployment nightmare before.