12 AI Agents. One Decision.
QuantMind replicates a quant hedge fund team — data analysts, investor bots, and a risk officer — debating every trade in real time. Every decision is visible.
No cherry-picked backtests
Metrics populate from live paper trades via the Alpaca API. The spike validation hit 58% directional accuracy and 1.35 profit factor across 5 tickers.
⚠ Paper trading only — no real capital at risk. Metrics are indicative, not guaranteed.
How it works
Every 60 minutes, 12 agents run a full analysis cycle — transparent from signal to trade.
Data Collection
4 agents scan in parallel: price action & technicals, financial fundamentals, news sentiment, and macro indicators from FRED.
The Debate
5 investor bots — Value, Growth, Contrarian, Momentum, Quant — apply their frameworks. They don't agree. That's the point.
Risk Gating
Before any order: RiskManager validates VaR, position sizing via Kelly criterion, daily loss limits, and portfolio concentration. Math only, no opinions.
Execution
PortfolioManager synthesizes the debate into a final decision. ExecutionTrader places the order via Alpaca paper API. Full audit trail saved.
12 specialized agents
Each agent has a distinct philosophy, LLM model, and role in the pipeline. They don't converge by design — disagreement produces better decisions.
Hedge funds are black boxes. QuantMind isn't.
Every signal, debate, risk gate, and trade is logged with a full reasoning trail. You can inspect why any agent voted the way it did.
No proprietary wrappers
Every component is replaceable, auditable, and open source. Swap any LLM provider or data source without touching the agent logic.
Watch the debate in real time
Open the dashboard to see the agents debating live. Or explore the full source code — no signup required.