QEV Question · Evaluate · Validate Request early access
AI-native research & decision infrastructure

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.

RECORD · QEV-0417 · rev.6
“Does a 20-day cross-sectional momentum signal survive costs on liquid US equities?”
Validated
Out-of-sampleholds, 2015–2024
Transaction costsedge survives
Slippage modelapplied
Look-ahead checknone found
Multiple-testingde-flattered
Drawdown / regimewithin limit
dataset eod.us.liquid@a3f19c · code v6 · 4e8b1d0 · gate human approval required · status paper → live-small
§ 01 The problem
Fig. 1 A strategy scattered across tools loses the one thing that makes it trustworthy: its record.

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

notebookdata vendor backtesterpaper service broker APIcron scripts monitoringrisk sheet AI assistant

With QEV — one bound record

  • 01 Evidence & assumptions
  • 02 Model & code version
  • 03 Validation results
  • 04 Live behaviour & outcomes
  • 05 The full decision history
§ 02 The method
Fig. 2 The name is the loop: Question, Evaluate, Validate — then execute under control.

One continuous loop, from question to controlled execution.

Question
Ask precisely

State the hypothesis, the data it needs, and what would prove it wrong.

Evaluate
Weigh evidence

Test the model against history, costs, and the ways it could be fooling you.

Validate
Earn the decision

Confirm it out-of-sample and under stress before any capital is committed.

01
Discover
AI-assisted research over data, papers, news, and your own datasets.
02
Design
Turn ideas into explicit hypotheses, models, and test plans.
03
Validate
Historical, out-of-sample, walk-forward, cost, and stress tests.
04
Simulate
Operate against live data in controlled paper environments.
05
Execute
Deploy approved strategies through broker-neutral adapters.
06
Monitor
Track drift, exposure, failures, and the evidence behind each decision.
§ 03 The proving ground
Note Markets are chosen first because results are measurable and mistakes are expensive.

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.

§ 04 The platform
Fig. 3 Five layers. QEV sits above the engines and brokers, not beside them.

More than a backtester.

IIntelligenceResearch agents, paper analysis, hypothesis generation, model explanation.
IIValidationBacktesting, robustness checks, bias detection, confidence & evidence scoring.
IIIQuantStrategies, portfolios, risk models, simulations, analytics.
IVExecutionBroker & exchange adapters, approval policies, order controls.
VMemoryDatasets, experiments, assumptions, provenance, versions & outcomes.
§ 05 Safety & control
Fig. 4 Nothing reaches live capital without passing every gate — and a human at the last one.

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.
01ResearchGate
02BacktestGate
03PaperGate
04Human reviewApproval
05Live · smallGate
06ScaleGate
§ 06 Integrations
Appendix Named as targets, not certifications. Status is stated, never implied.

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.

§ 07 Roadmap
Note What runs today is marked. Nothing else is claimed as built.

A path stated plainly.

Stage 1Connected prototypeIn progress
  • Real-time data
  • Strategy execution loop
  • Local paper simulation
  • Tradier adapter
  • Risk controls
  • Dashboard & logs
Stage 2Research platformPlanned
  • Historical datasets
  • LEAN / QuantConnect link
  • Experiment tracking
  • Strategy registry
  • Walk-forward testing
  • Model comparison
Stage 3AI quant labPlanned
  • Research agents
  • Paper-to-code
  • Automated test generation
  • Evidence scoring
  • Review agents
  • Controlled promotion
Stage 4Decision OSVision
  • Broader asset research
  • Operational models
  • Cross-domain workflows
  • Enterprise deployments
Early access

Build decisions that survive contact with reality.

Request early access for product updates, prototype access, and future research partnerships. We read every submission.

  • § No profit promises. QEV evaluates strategies; it does not guarantee returns.
  • § Current prototype scope is stated separately from the roadmap.
  • § Your details are used only to contact you about QEV.
Received

You're on the record.

We'll reach out with prototype access and product updates.

Request access — QEV early cohort

Demo form — connect the handler to your waitlist backend before launch.