Quant Qin
Agent-driven quantitative research
A Lightbulb Technology project
What is Quant Qin?
Quant Qin is a private quantitative research initiative that uses autonomous AI agents to analyze macro, equity, and alternative data for systematic investment insights.
It operates as a closed system — combining regime detection, signal aggregation, and position sizing into a unified research pipeline.
Powered by Atlas
Atlas Data Platform
Quant Qin consumes data from Atlas, our public financial data platform. Macro indicators, yield curves, cross-asset correlations, global trade flows — Atlas calculates it, Quant Qin interprets it.
The Flywheel
Every improvement to Atlas makes Quant Qin smarter. Every insight from Quant Qin tells us what data to add next. We are our own best customer.
Capabilities
Regime Detection
Multi-signal regime classification using macro indicators, yield curve dynamics, and labor market data.
Signal Aggregation
Composite scoring across asset classes with confidence weighting and anomaly detection.
Position Sizing
Kelly criterion-based allocation with drawdown limits and correlation-aware risk management.
Trade Network Analysis
Global trade flow modeling using network centrality and structural shift detection.
Backtesting
Historical regime replay with realistic execution assumptions and slippage modeling.
Agent Autonomy
Autonomous AI agents manage the full research pipeline — data collection, analysis, and reporting.
Private Access
Quant Qin is a private research platform. Access is restricted to authorized team members.
Portal access requires authentication
Disclaimer: Quant Qin is a private research platform. Nothing presented constitutes financial, investment, legal, or tax advice. All analysis is for internal research purposes only. Past performance does not guarantee future results. Investment decisions carry inherent risk.