Express an idea. Keep it honest.
Build systematic strategies declaratively — factor tilts, an optimizer, a risk model, long/short, neutralization, regime awareness — without a research stack to maintain. Or hand the idea to Vega and let it draft one.
Declarative, not a notebook
Compose factors, weighting, and constraints in a clean builder — or author it in Python with the SDK and run it sandboxed.
Institutional machinery built in
Optimizer, covariance/risk model, long-short, factor neutralization, Kelly sizing and a regime filter — all available, none required.
One click to the truth
Every strategy runs straight into an honest walk-forward backtest — no separate plumbing, no curve-fit-friendly defaults.
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Ask the market your first question.
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Get early access →Backtested / walk-forward results are hypothetical, do not represent actual trading, and are not indicative of future results. Trading is paper (simulated) only. Not investment advice.