Paper-trading research
Personal Quant Agent
A research system that scans public market data, tests a small strategy library, applies explicit risk controls and records simulated decisions in a paper portfolio.
The question behind the system
A useful trading experiment should make weak evidence, regime dependence, costs and failure conditions more visible—not hide them behind an autonomous agent.
What it is designed to do
- Backtest signals net of modeled fees and slippage
- Challenge strategies with walk-forward and Monte Carlo checks
- Apply paper-portfolio sizing, stops and circuit breakers
- Execution
- Paper only
- Validation
- Three complementary checks
- Live orders
- Not implemented
The public boundary
What this page does—and does not—open.
This is a personal research prototype, not investment advice or a claim of expected performance. It has no live order routing, and the public site exposes no portfolio state or trading controls.
Separate application
Try the decision brief builder No public deployment is linked yet. The introduction remains available without exposing a private service or local data.