Meridian Capital
Real-time portfolio monitoring processing 2M+ trades/day for a NYC-based quantitative fund managing $1.2B in AUM.
The Challenge
Meridian Capital's portfolio system was a patchwork of Excel models and a legacy .NET application that couldn't keep up with their growth to 4,000+ instruments across equities, options, and futures. Traders were making decisions on data that was minutes — sometimes hours — stale. Risk reports took 3+ hours to generate, and the system crashed under peak load at least twice a month.
Our Approach
Event-driven architecture on AWS Lambda for sub-200ms trade ingestion across 6 prime broker feeds
WebSocket-based streaming layer delivering real-time P&L updates to 40+ concurrent dashboard sessions
TimescaleDB for time-series storage with sub-second query performance across 2B+ historical ticks
Custom risk calculation engine running Monte Carlo simulations in parallel using worker threads
Results
Trades Processed / Day
Uptime Since Launch
Avg. Latency Reduction
“alphabench didn't just build us a dashboard — they rebuilt our entire relationship with data. Our PMs went from waiting hours for risk reports to having live exposure views at their fingertips. The engineering quality is on par with what you'd expect from a top-tier fintech, not an agency.”
David Chen
CTO, Meridian Capital
Have a similar project? Let's talk.
We'd love to hear about your trading or portfolio management challenges. Let's talk architecture.
START A PROJECT