<- Aurum Ecosystem

Athanor

Factor compiler. Write alpha signals in a purpose-built DSL and compile them directly to native C++ — no interpreter, no JIT, no runtime dependency between your factor and the engine.

Language & compilation

Express factors in .at files using bar and book data sources, arithmetic operators, rolling windows, cross-sectional operations, and control flow.

// Bollinger Band width - normalized spread of the bands factor bb_width := IF MEAN(Bar.close) > 0 THEN (4 * STD(Bar.close)) / MEAN(Bar.close) ELSE 0 // Bollinger %B - position of price within the bands factor bb_pctb := IF STD(Bar.close) > 0 THEN (Bar.close - (MEAN(Bar.close) - 2 * STD(Bar.close))) / (4 * STD(Bar.close)) ELSE 0

The e-graph optimizer processes every expression ahead of time — algebraic rewrites, constant folding, and common subexpression elimination are applied before your strategy ever sees market data. The output is standard C++23 that links directly into your strategy binary and runs on the engine thread at native speed.

Included factors

Shipped as .at source, compiled into your strategy: