A system for turning questions into validated decisions.
QEV keeps the whole decision on the record — the evidence, the assumptions, the model, and what happened after deployment — so a conclusion can be checked, not just trusted.
Starting with quantitative finance. Research a strategy, test its assumptions, simulate live behaviour, and deploy it through controlled broker connections — in one connected workflow.
A decision is more than code.
Today its evidence goes missing.
Research begins in one notebook, backtests run in another service, execution lives in a broker-specific script. Assumptions vanish. Results can't be reproduced. Live behaviour drifts away from the evidence that justified it.
Today — loose leaves
With QEV — one bound record
- 01 Evidence & assumptions
- 02 Model & code version
- 03 Validation results
- 04 Live behaviour & outcomes
- 05 The full decision history
One continuous loop, from question to controlled execution.
State the hypothesis, the data it needs, and what would prove it wrong.
Test the model against history, costs, and the ways it could be fooling you.
Confirm it out-of-sample and under stress before any capital is committed.
Quant is the proving ground.
Decisions are the platform.
Quantitative finance is the hardest honest test for a system like this: noisy data, measurable outcomes, strict risk constraints, and relentless feedback. If the record holds here, it holds.
The same research, validation, and controlled-execution framework is built to extend to other evidence-intensive decisions later — forecasting, asset evaluation, operational calls. The homepage stays concrete about markets; the architecture is deliberately broader.
More than a backtester.
AI proposes.
Deterministic systems control.
- § AI may read, hypothesise, and draft — it may not bypass position limits.
- § Live deployment requires explicit human approval.
- § Risk rules run outside the language model.
- § Every order carries a traceable origin.
- § Emergency-stop and maximum-loss controls are mandatory.
Built on the infrastructure that already works.
Research engines
- Custom Python Prototype
- LEAN Planned
- QuantConnect Planned
- QEV-native Planned
Brokers
- Tradier Prototype
- Interactive Brokers Planned
- Webull Planned
- Futu Planned
Data
- Broker feeds Prototype
- Licensed datasets Planned
- User-supplied data Planned
- Research documents Planned
Integration roadmap — availability varies by development stage.
A path stated plainly.
- Real-time data
- Strategy execution loop
- Local paper simulation
- Tradier adapter
- Risk controls
- Dashboard & logs
- Historical datasets
- LEAN / QuantConnect link
- Experiment tracking
- Strategy registry
- Walk-forward testing
- Model comparison
- Research agents
- Paper-to-code
- Automated test generation
- Evidence scoring
- Review agents
- Controlled promotion
- Broader asset research
- Operational models
- Cross-domain workflows
- Enterprise deployments
Build decisions that survive contact with reality.
Request early access for product updates, prototype access, and future research partnerships. We read every submission.