Alpha Operating System · Cross-asset intelligence

Discover alpha.
Build strategies. Own the edge.

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.

Live factors
Relationships
Tradable assets
Alpha Engine · Sample preview
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What Alpha Engine reveals

A market-intelligence layer for serious quants.

Built from live FRED macro series, Quiver congressional and insider flows, MarketAux news sentiment, and a curated cross-asset factor model.

Correlation clusters

Auto-detect which assets move together across timeframes.

Lead-lag signals

Find what moves first — Gold leading EURUSD, yields pressing Nasdaq.

Factor chains

Trace causal paths from macro factors through cross-asset effects to entries.

Theme rotation

See sector breadth, risk-on / risk-off regimes and news catalysts in one view.

Macro shock propagation

Watch how a yield spike, DXY move or VIX expansion ripples through the graph.

Strategy routing

Each live alpha case suggests the strategy template best suited to trade it.

From insight to execution

One pipeline. From a market relationship to a running strategy.

Step 1
Market Graph
See the live universe in 3D.
Step 2
Alpha Case
Pick a relationship to exploit.
Step 3
Strategy
Generate a Python strategy template.
Step 4
Validate
Walk-forward · Robustness · Monte Carlo.
Step 5
Run
Local execution on the Compute Layer.
Products

Two pillars. One operating system.

Alpha Engine · Premium

Alpha Engine

The market intelligence layer. 3D Market Graph, lead-lag signals, factor chains, theme clusters, macro, news, and alt-data overlays.

฿59,900 / year
  • 3D Market Graph
  • Cross-asset correlation
  • Lead-lag signals
  • Factor chains
  • Theme clusters
  • Live macro / news / alt-data
Open Market Graph
Quant Studio

Quant Studio

Build Python strategies from any alpha case. Backtest, walk-forward, robustness — then run on the Compute Layer.

Credits-based · pay per compute
  • Strategy Builder (visual blocks)
  • Backtest engine
  • Walk-Forward · Robustness
  • Compute Layer (local)
  • Execution bridge
  • Marketplace licensing
Open Strategy Builder

You own the keys

Strategies run locally. The cloud never sees your broker credentials.

Honest backtests

Walk-forward, robustness, slippage and spread sweeps are mandatory.

Auditable alpha

Every Marketplace listing is signed, versioned, and live-drift monitored.

Compute Layer · v0.1

Run the Compute Layer on your machine.

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.

# install
curl -fsSL quantmogul.ai/install | bash
# pair to your account
qm agent register --name macbook
# execution bridge
qm bridge attach --broker exness
● online · ready for jobs