Engineering a self-governing quantitative vehicle. Full-stack automation of strategy generation, risk management, and capital allocation.
Multi-agent LLM consensus. Specialized agents deliberate on macroeconomic shifts and sentiment signals to form an investment thesis.
Systematic alpha capture. Direct integration with market data for automated technical execution and momentum tracking.
Hard-coded quantitative guardrails. Real-time VaR calculation and position sizing based on historical volatility failure patterns.
Implementing cross-agent validation to mitigate hallucination in the decision process.