Voice in. Trading agents out.
I describe hypotheses to the agents — by voice or text — sourced from conversations with practitioners (brokers, traders, asset managers), market observations, papers. The agents formalize each hypothesis into a backtested strategy. Deployed live on founder capital. No black box, no demo theater.
Three shifts that didn't exist a year ago. Each one expands what a single trader can do.
A strategy idea used to mean meetings and weeks of code. One voice memo now becomes a backtest in hours. Inspiration that would have died in a notebook gets validated.
Factor decomposition, walk-forward validation, ML pipelines — agents do them on demand, by description. The specialist apprenticeship is no longer the bottleneck.
One human watches one screen. Sub-agents watch dozens of order books, news feeds, and curves in parallel. Signals get aggregated; the trader reasons over what was found.
Hypothesis in, live capital out — automated end to end. Two examples below; each traces back to a specific input I gave the agents (voice or text), sourced from a practitioner conversation.
Source — a brokerage trader on variance-risk-premium intuition. I described the heuristic; the agents formalized it.
Source — a US asset manager on persistent dislocations across the Treasury curve. I described the view; the agents systematized it into a cross-curve framework.
Practitioners are anonymized. Their intuition shaped the hypothesis; the agents did the formalization. No endorsement implied.
Fourteen years of quantitative-economics training, deployed as the engine that powers every use case above.
Sun Yat-sen → Xiamen MA → Cornell PhD in Economics (July 2025). AFA 2026 paper on perpetual-futures cross-market predictability — the academic version of what drives the agents. Solo founder. Trading on personal capital.
Every link below resolves. No mockups. The same agent infrastructure produces all of it.
Fifteen financial studies, methodology papers, microstructure work — full PDFs and findings.
Multi-model agent stack, on-premise compute, data pipeline detail with diagram.
729 reports · 337 quality findings · continuous output across finance and biology.
Ten-year DRAM/NAND benchmark — reference data for memory perpetual-futures contracts.
Cross-curve RV framework — the asset-manager use case from above.
410ns insulin MD simulation · 4,865 ChEMBL compounds · T2D drug discovery — adjacent stream, same infra.
Travel back to 33+ real market crises — Lehman, COVID, the 2024 yen unwind. Trade blind on the headlines from that day, then get a Gemini-3 attribution back with confidence scores and source evidence. Stanford × DeepMind 2026 hackathon · GMI SCALE Cohort 01 compute.
Top 10 of 40 teams · trading-agent dashboard built end-to-end in 30 minutes by the founder's own agent, submitted with 1 hour to deadline.
Selected by enterprise-tier compute, data, and cloud providers — the same stack hedge funds and institutional research desks rely on.
Pick the right routing — every alias lands in the same inbox for now.