What we're building,
and where we are.

The core simulation engine for single-instrument strategy testing. Handles event-driven backtesting with full OHLCV data, slippage modelling, and position management. The foundation everything else is built on.

Extends the single-instrument engine to handle correlated positions across multiple instruments simultaneously. Cross-asset signals, portfolio-aware position sizing, and inter-instrument dependencies all handled at the engine level.

A comprehensive, searchable dictionary of quantitative finance metrics. Every metric available in AlphaFind is documented with plain-language explanations, mathematical definitions, and interpretation guidance.

The HPC-grade graphics pipeline powering every chart and graph in AlphaFind. Custom-built to deliver 120fps rendering on any operating system — not a target, a constraint we designed to from the start.

An AI partner built specifically for quantitative research. Helps users build and debug strategies, interpret backtest results, explain metrics, and answer questions about their data. Available inside the platform 24/7.

Local database and pipeline for historical market data. Provides clean, validated time-series data for in-sample, out-of-sample, and holdout testing across all supported instruments and timeframes.

The user-facing charting interface: 21 chart types, 75 indicators, 70 drawing tools — all rendering through the GPU engine. Built for the kind of detailed visual analysis serious traders actually need.

Central asset store for strategies, indicators, and primitives — whether they shipped with the platform, were purchased on the Exchange, or built by the user. Organised, searchable, and version-tracked.

A high-performance screener for backtest results. Search, filter, and rank across millions of strategy configurations to find the highest-performing setups. Scales from 10M results on Standard up to 1B on Ultimate.

A structured environment for rigorous quantitative research. Set a hypothesis, define parameters, document methodology, and track your scientific journey — with built-in workflow enforcement to keep research honest.

Interactive Brokers integration for live market participation. Manual trade execution and performance tracking on Standard and Pro. Automated strategy execution — putting a tested strategy live with a single confirmation — on Premium and above.

Extends the simulation engine to full portfolio-level strategy testing. Correlation-aware allocation, drawdown constraints, rebalancing logic, and portfolio-level performance attribution across any combination of instruments.

The primary interface for building trading algorithms — from single-instrument strategies through to multi-instrument and full portfolio approaches. Visual and code-based construction, with direct access to the backtesting engines.

Fully customisable tearsheet and reporting tool. Pull any metric from the Lexicon into professional-grade reports with charts, tables, and narrative exports — shareable as PDF or structured data.

Visual tools for understanding parameter sensitivity across your strategy configurations. Identify which inputs drive performance and which are noise — a critical step between backtesting and live deployment.

Forum, monthly challenges, feature roadmap voting, and mentorship — all built into the platform. The infrastructure for a community of serious traders who want to share, compete, and learn from each other.

The unified application shell — workspaces, the panel system, navigation, and the full user experience layer that brings every module together into a single, cohesive desktop application.