One workspace for the research loop
Market monitoring, strategy registration, parameter sweeps, backtest reports, and account views no longer live across disconnected scripts and reports.
Back to products[ QUANT RESEARCH PRODUCT ]
Quant Platform: multi-market research and backtesting workspace
A running system that brings market monitoring, strategy experiments, and backtest evidence into one workspace. The public demo pairs a Rust API with a React trading terminal across selected China, Hong Kong, and U.S. market data.
Read-only demo account: viewer / viewer123
From disconnected tools to a traceable quant research loop
Backtests run on real daily bars
The public demo includes real historical daily bars for selected China, Hong Kong, and U.S. instruments, with source labels and reproducible parameters.
A privately deployable core
The Rust API, static frontend, and local market data run as one service and can expand around broker, licensing, and audit requirements.
A self-built core, wired to local providers and open-source research tools
Five steps from market signal to execution boundary
Market monitoring
Maps, heatmaps, alerts, and market lenses organize scattered signals into a research entry point.
Strategy registry
Strategy definitions, versions, and permissions share one managed registry.
Parameter sweeps
Controlled search spaces compare return, drawdown, and stability across runs.
Backtest review
Equity, drawdown, fills, and data sources preserve reproducible inputs.
Execution path
Paper trading, risk controls, and broker connectors enter through explicit boundaries.
[ CURRENT BOUNDARY ]
The public build is for research and demonstration, not investment advice
The public build demonstrates real historical-bar backtests and selected live quotes, with explicit synthetic fallback when providers are unavailable. Real capital, broker execution, production account systems, and data licensing are outside the public demo boundary.