Agentic intelligence for your trading operations.

An entire trading desk, powered by AI — scalable cloud compute and optimisation algorithms searching, validating and deploying strategies at a scale no human desk could match.

  • Trading VPS
  • Native Python Strategies
  • Frontier Intelligence

Illustration of a VC Trader session. The trader selects Claude Opus 5.5 and asks Agent Alpha to prepare the desk for the week. Agent Alpha reads the live account, this week's events, five markets and its research memory, briefs four helpers, ranks gold as the strongest candidate, charts XAUUSD with an entry area, stop and target, and brings a buy-limit proposal with a Portfolio Risk review. The session ends awaiting the trader's approval. All figures are illustrative.

Illustrative workflow · timing condensed

Quant research & cloud compute

Put serious compute behind your research.

Work with your agents in Jupyter. Run CMA-ES parameter searches, evaluate strategies across rolling out-of-sample windows and take approved strategies into cloud deployment.

  • Jupyter researchExecutable Python notebooks, worked on with your agents.
  • CMA-ES optimisationAdaptive parameter searches run as cloud compute jobs.
  • Rolling walk-forward evaluationTrain, then test on periods the search never saw — window after window.
walk_forward.ipynbwith Agent AlphaPython 3 · idle

Session breakout — rolling walk-forward

Fit on 12 months, test on the next 3 unseen months, roll forward each quarter. CMA-ES searches three parameters inside every training window.

wf = experiments.walkforward(    strategy="session_breakout@v4",    symbol="EURUSD", timeframe="H1",    window=("2023-01", "2025-06"),    train="12M", test="3M", step="3M",) wf.search(    method="cma-es",    params={"lookback": (8, 48),            "stop_atr": (0.8, 3.0),            "target_r": (1.0, 4.0)},    population=12, generations=20,    objective="sharpe",) wf.oos_summary()

Out 6 windows · 1,440 evaluations · OOS = unseen test period

WindowTrainTestIS SharpeOOS Sharpe
W1Jan – Dec 2023Q1 20241.841.21
W2Apr 2023 – Mar 2024Q2 20241.770.94
W3Jul 2023 – Jun 2024Q3 20241.921.38
W4Oct 2023 – Sep 2024Q4 20241.69−0.22
W5Jan – Dec 2024Q1 20251.811.07
W6Apr 2024 – Mar 2025Q2 20251.740.88

Mean OOS Sharpe 0.88Walk-forward efficiency 0.49

Rolling walk-forward

EURUSD · H1 · Jan 2023 – Jun 2025

6 / 6 complete
  1. W1Train Jan – Dec 2023, test Q1 2024, out-of-sample Sharpe1.21
  2. W2Train Apr 2023 – Mar 2024, test Q2 2024, out-of-sample Sharpe0.94
  3. W3Train Jul 2023 – Jun 2024, test Q3 2024, out-of-sample Sharpe1.38
  4. W4Train Oct 2023 – Sep 2024, test Q4 2024, out-of-sample Sharpe−0.22
  5. W5Train Jan – Dec 2024, test Q1 2025, out-of-sample Sharpe1.07
  6. W6Train Apr 2024 – Mar 2025, test Q2 2025, out-of-sample Sharpe0.88
Train · 12 moUnseen test · 3 moOOS Sharpe

CMA-ES parameter search · W6

240 evaluations · σ 0.30 → 0.04

0.51.01.52.0gen 0gen 191.74
BestPopulation mean
lookback
22 bars8 – 48
stop_atr
1.6 × ATR0.8 – 3.0
target_r
2.4 R1.0 – 4.0

From notebook to hosted strategy

Research compute runs the experiments. Strategy hosting runs only what you approve.

  1. Research compute

    1,440 cloud backtests

    Complete

    CMA-ES across 6 rolling walk-forward windows

  2. W6 parameters · approved by you
  3. Strategy hosting

    session_breakout v4

    Running

    MT5 · cloud-hosted

    Max daily loss
    2.0%
    Risk per trade
    0.5%

Illustrative data Simulated example values for a sample strategy. Not a record of real trading performance and not a guarantee of future results.