Alpha Engine maps the hidden structure of global markets — lead-lag relationships, factor chains, macro shocks, and news themes. Quant Studio turns what you find into validated Python strategies and routes them to execution.
Built from live FRED macro series, Quiver congressional and insider flows, MarketAux news sentiment, and a curated cross-asset factor model.
Auto-detect which assets move together across timeframes.
Find what moves first — Gold leading EURUSD, yields pressing Nasdaq.
Trace causal paths from macro factors through cross-asset effects to entries.
See sector breadth, risk-on / risk-off regimes and news catalysts in one view.
Watch how a yield spike, DXY move or VIX expansion ripples through the graph.
Each live alpha case suggests the strategy template best suited to trade it.
The market intelligence layer. 3D Market Graph, lead-lag signals, factor chains, theme clusters, macro, news, and alt-data overlays.
Build Python strategies from any alpha case. Backtest, walk-forward, robustness — then run on the Compute Layer.
Strategies run locally. The cloud never sees your broker credentials.
Walk-forward, robustness, slippage and spread sweeps are mandatory.
Every Marketplace listing is signed, versioned, and live-drift monitored.
Your strategies execute locally via the Compute Layer and execution bridge. Broker keys never leave your computer — the cloud only sees signed strategies and anonymized telemetry.