Enables quant research, strategy generation, backtesting, and paper trading from natural language prompts, integrating with AI agents via an MCP server.
Local-first backtesting engine with built-in overfitting detection (PBO, deflated Sharpe, bootstrap CI, walk-forward) and a native MCP server for AI agents to validate trading strategies.
Enables AI assistants to backtest trading strategies described in plain English, providing access to market data, technical indicators, and comprehensive performance reports.
A local, fully vectorized computational engine for stock market analysis that enables AI to perform factor calculation, strategy backtesting, IC analysis, and GPU-based multi-dimensional visualization using local DuckDB data.
Provides tools to research crypto trading strategies via backtesting, walk-forward validation, and paper trading, with a deflated-Sharpe overfitting check. Enables natural-language-driven analysis and interpretation of strategy performance.