OPTD — One Person Trade Desk
What a hedge fund builds with $5M and 12 people.
Run solo, with AI as the workbench.
A real trade desk has 10 functional roles, 8–20 people, and $5–50M in annual operating cost. The OPTD is what happens when one operator fills all ten — with Claude Code, deep methodology, and zero headcount.
The org chart
Ten roles. One operator. A workbench made of AI.
| Desk role | OPTD equivalent |
|---|---|
| Portfolio Manager | Human — judgment, regime reads, discretionary calls |
| Quant Researcher | Claude Code — indicator RE, backtest sweeps, sim runs |
| Quant Developer | Claude Code — signal engines, kernels, indicator ports |
| Execution Trader | ACSIL Order Manager — pyramid logic, exits, fills |
| Risk Manager | DD profiler, MC bust analysis, 7-gate stress test |
| Operations | Daily reconciliation, chart ingest parity, log parsers |
| Performance / TCA | MFE/MAE on tick data, LLM journal review |
| Market Data Ops | SCID reader, parquet cache, tick parsers |
| Tech Infrastructure | Multi-account bridge, Discord notifier, dashboard |
| Compliance | Pre-market checklists, rule violation tracking, cooldowns |
The punchline: what costs $5M/yr at a hedge fund, built for under $500/mo in tools. The methodology is the moat.
YouTube
The build, in public. Indicator RE, backtest design, risk and execution craft.
Community
Operators-only. Methodology, code, and the parts of the desk you don't want to build alone.
Products
SC toolkits, validation services, journal SaaS. Each one is a desk role, sold as a service.