Secure Quantitative Backtesting Platform
Design an internal system for quantitative researchers to upload and execute trading strategy code against multi-terabyte historical market datasets. The system must support parallel execution, ensure strict resource isolation and security for untrusted code, and provide reproducible performance reports. Detail the data access strategy for high-throughput historical data, the sandboxing mechanism, and the job orchestration architecture to handle long-running compute tasks.
DockergVisorS3RedisPostgreSQLParquetKubernetesPython
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