Systematic trading teams
For small systematic or quant teams who want one place to train and run agents live.
Train and deploy in one place
Configure experiments, run training, and promote to live from the same platform. No separate backtest engine, live execution stack, or data pipeline to glue together.
Use one workflow: define your experiment (environment, policy, actions, observations, reward), launch training runs, monitor in real time, and promote a model to a live deployment. Timeframe and symbols are set once in the experiment and reused for live—so training and production stay in sync.
One broker for data and execution
Training and live trading both use the same broker account. No split between “backtest data” and “live execution” across different providers.
Connect a broker account for experiments; the same account is used when your agent runs live. OHLCV data and order execution come from one source, so you avoid cross-venue mismatches and keep your pipeline simple.
Cloud execution on a schedule
Deployments run in the cloud on a schedule aligned to your timeframe. No need to host or maintain the execution environment.
Once a deployment is active, the platform runs your agent at the right cadence (e.g. daily for daily bars, or intraday during market hours). It fetches data, runs inference, and places market orders. Your team can focus on strategy and risk; execution is handled for you.