Prompt
Type the thesis — entries, exits, sizing, universe. Studio structures it into a strategy spec.
1
Prompt. Backtest. Win.
Historical data
0y+
To first result
0 code
Prompt → live
0 click
From sentence to strategy. No code.
Backtest
Replay against 10+ years of market data in seconds. Equity curves, drawdowns and trade-level stats included.
2
Deploy
Hand it to Autopilot with one click. Live trading inherits the same rules and the same guardrails.
3
Live Trading
One-click live trading
4
Prompt
Type the thesis — entries, exits, sizing, universe. Studio structures it into a strategy spec.
1
Backtest
Replay against 10+ years of market data in seconds. Equity curves, drawdowns and trade-level stats included.
2
Deploy
Hand it to Autopilot with one click. Live trading inherits the same rules and the same guardrails.
3
Live Trading
One-click live trading
4
Ship from proven templates.
Momentum. Ride persistent trends with adaptive stops and volatility-aware sizing.
Mean-reversion. Fade extreme moves around a moving anchor when volume confirms exhaustion.
Arbitrage. Capture price dislocations across venues, pairs and funding rates in real time.
Pairs. Long one asset, short its cointegrated twin - neutral to the tape, sensitive to the spread.
Signal density, confidence, and deployment readiness at a glance.
Risk lives next to return.
Drawdown. Rolling max-drawdown envelope so the worst path is visible beside the happy one.
Volatility. Forward volatility cone calibrated to regime — calm, trending or stressed.
Exposure. Exposure map by asset, sector and chain so concentration risk never hides.
What traders ask before building.
Can I run it with 0 quant knowledge?
Yes. Studio reads your English and emits a structured strategy spec — no code, no quant background required. Plain-language prompts like "buy when RSI breaks 30, trail a 2% stop" become a working spec you can backtest in the same thread. Power users can still inspect and edit the generated spec for fine-grained control.
What markets and timeframes can I backtest?
Crypto majors and tokenized RWAs, at minute-level resolution. Lookback is up to years where venue data supports it.
How realistic are the backtests?
Studio models fees, funding, borrow and slippage from venue-specific cost curves. Walk-forward, out-of-sample and regime-sliced views are available on every run, and leakage checks flag suspicious results automatically.
Can I run paper trading?
Yes. Studio paper trades on the same engine that powers live execution — same fee model, same slippage curve, same risk hooks. Promote a strategy to paper from any backtest with one click and let it run on live market data without capital at stake. When the paper run confirms what the backtest promised, hand it to Autopilot the same way.
How do I go from backtest to live trading?
One click hands the strategy to Autopilot, carrying over universe, sizing and risk rules.
Can I share or clone a strategy?
Yes. Strategies are first-class artifacts with permalinks. Share with a teammate or fork a public template to start from a known-good baseline.