CuteMarkets publishes tools for people who want to work seriously with options data, backtests, and research workflows. This organization is where we put the parts of that work that are useful on their own: SDKs, a backtesting runtime, examples, and a few research-facing packages that show how we think about the problem.

If you are new here, the simplest way to think about the org is:

• start with an SDK if you need data access
• start with the runtime if you want to test ideas
• start with the strategy repo if you want to inspect one concrete model end to end

These repos are meant to be read and used together. The SDKs make data access easier. The runtime shows how to structure backtests with more realistic assumptions. The strategy repos package a smaller, more opinionated slice of that stack so you can inspect a complete example without reading the whole engine.

• SDKs for working with CuteMarkets data
• backtesting and research utilities
• examples that are meant to be copied and adapted
• selected model wrappers with explicit assumptions and results

Some parts of the broader stack stay out of this org, especially internal orchestration and live trading infrastructure. The public repos here are the parts we think are most useful to other developers and researchers on their own merits.

1. Read the SDK repo if your first question is data access.
2. Read the runtime repo if your first question is historical options backtesting.
3. Read the public strategy repo if your first question is how one model is specified and evaluated end to end.

If you want the shortest route from “what is this?” to “can I use it?”, start with the repo that matches your immediate task, run one example, and then follow the links to the adjacent repos or the docs. That is the easiest way to understand how the pieces fit together without getting lost in implementation detail.