AI-Augmented Quantitative Trading, Engineered for Production
Real-time data, factor research, backtesting, risk governance, and low-latency execution in one system. Deterministic calculations with transparent artifacts.
What Is VibeQuantX?
An end-to-end quantitative trading platform combining traditional quantitative finance, AI/ML capabilities, real-time market data, robust risk management, and low-latency order execution.
Quant Research Lab
Factor screening, ML forecasting, and LLM-powered market analysis in one integrated environment.
Portfolio Management
Strategy registry with versioning, risk controls, and comprehensive performance metrics.
Execution Platform
C++ low-latency engine with paper trading default and gated live trading capabilities.
How It Works
From market data to execution, every step is transparent, auditable, and designed for production reliability.
Data Ingestion
Real-time WebSocket streams from Binance, Yahoo Finance, and Alpha Vantage. OHLCV, order books, and trades normalized into unified format.
Feature Engineering
Calculate technical indicators, factor scores (momentum, value, quality, volatility), and custom features with time-series alignment.
Analysis & Forecasting
ML models for price prediction, sentiment analysis from news/social, and LLM-generated market briefs for human interpretation.
Strategy Selection
Strategy registry with 8+ built-in strategies (MA crossover, mean reversion, momentum, pairs trading, factor long-short, and more).
Risk Assessment
Pre-trade risk checks including VaR/CVaR, position limits, drawdown monitoring, leverage caps, and concentration limits.
Execution
C++ low-latency execution engine with paper trading by default. Live trading gated behind explicit approval and risk validation.
Monitoring & Reporting
Real-time dashboards, performance attribution, audit logs, and comprehensive metrics (Sharpe, Sortino, CAGR, max drawdown).
Key Capabilities
Everything you need for quantitative research, portfolio management, and systematic execution in one integrated platform.
Factor Analysis
Momentum, value, quality, and volatility factors with quantile-based screening and composite scoring.
ML Forecasts
Price prediction models with backtesting validation. AI for analysis, not deterministic calculations.
LLM Market Briefs
Natural language market summaries and trend interpretations generated from aggregated signals.
Real-time WebSockets
Live streaming dashboards with sub-second updates from multiple exchange feeds.
Strategy Registry
8+ built-in strategies with versioning, parameter management, and performance tracking.
Risk Controls
VaR/CVaR limits, drawdown monitoring, leverage caps, position limits, and kill switches.
C++ Execution Engine
Low-latency order routing with smart order types, slippage modeling, and fee accounting.
Performance Metrics
CAGR, Sharpe, Sortino, max drawdown, Calmar ratio, win rate, and profit factor analysis.
Built for Teams
Whether you're a solo quant researcher or a multi-strategy team, VibeQuantX scales with your organization's needs while maintaining security and compliance requirements.
Role-Based Access
Fine-grained permissions for researchers, portfolio managers, risk officers, and admins.
Reproducibility
Deterministic calculations with version-controlled strategies and configuration snapshots.
Audit Trails
Complete logging of all actions, decisions, and state changes for compliance and review.
Flexible Deployment
Run on-premise, in private cloud, or hybrid. Docker-ready with full infrastructure as code.
What Makes Us Different
VibeQuantX is built on principles of transparency, determinism, and production-grade reliability that institutional teams require.
Deterministic Calculations
All quantitative calculations are reproducible and consistent. Given the same inputs, you always get the same outputs.
- No hidden randomness in core metrics
- Version-controlled calculation logic
- Reproducible backtests
Transparent Artifacts
Every signal, decision, and trade has a clear audit trail. Understand exactly why a position was taken.
- Full signal breakdown per trade
- Factor contribution analysis
- Decision logging with timestamps
Paper-First Gating
Live trading is explicitly gated. All strategies run in paper mode by default until validated and approved.
- Paper trading with realistic simulation
- Slippage and fee modeling
- Risk validation before live deployment
Production Deployment Model
Built for real-world operation with proper DevOps, monitoring, and failure handling.
- Docker-ready microservices
- Health checks and readiness probes
- Graceful degradation patterns
Security & Ops
Production infrastructure with enterprise-grade security, monitoring, and operational best practices built in.
Health Checks
Continuous service health monitoring with automatic alerting.
Readiness Probes
Kubernetes-compatible probes for orchestration and scaling.
Observability
Structured logging, metrics, and distributed tracing.
Audit Logging
Immutable logs of all system actions and user activities.
Encryption
TLS everywhere, encrypted at rest, and secure key management.
Secrets Isolation
API keys and credentials isolated with proper secret management.
Frequently Asked Questions
Common questions about VibeQuantX capabilities and deployment.
Request Demo Access
See VibeQuantX in action. Request a demo to explore the platform with your team and discuss how it fits your quantitative research and trading workflow.
Note: VibeQuantX is designed for educational and research purposes. Live trading features are available but should be used with appropriate risk management and professional guidance.