About OpenWaters Trading
Making algorithmic trading accessible to everyone.
Our Mission
OpenWaters Trading was built to democratize algorithmic trading. We believe that powerful backtesting tools shouldn't be locked behind expensive institutional platforms. Our mission is to provide traders with professional-grade tools to test their ideas with confidence before risking real capital.
Why OpenWaters?
Research engine: Built in Rust for historical testing, optimization, and broker-connected paper infrastructure.
Accuracy: Millions of historical bars across 8 timeframes with high-quality data for reliable results.
Simplicity: Intuitive interface that doesn't require a PhD in quant finance.
Transparency: Clear documentation and straightforward pricing with no hidden fees.
Technology
OpenWaters is built with modern, battle-tested technology:
- •Rust backend for historical testing and trading infrastructure
- •Next.js frontend for a responsive, modern UI
- •SQLite for efficient data storage
- •AWS infrastructure for reliability and scale
Built by Traders
We're algorithmic traders who got frustrated with existing tools. Too expensive, too slow, or too complicated. So we built something better. OpenWaters Trading is the platform we wish we had when we started.
Starter Access
Starter access lets users run quick backtests while we refine Backtest Pass, Researcher, and the request-only Paper Trading Beta workflow. Live-capital access remains separate from the initial paid research tiers.
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