QuantCore Neural Intelligence for Structured Trading

A multi-engine intelligence system combining CSI, COT, macro regime detection, seasonality, divergence, and risk-defined execution. Built for institutions, trusted by disciplined traders.

QuantCore System Initialization
qc@kernelboot --sequence
[READY]Secure data fabric online
[READY]Latency stable at 12ms
qc@kernel
AUD/CHF
AUD/JPY
AUD/CAD
AUD/NZD
AUD/USD
CAD/CHF
CAD/JPY
CHF/JPY
EUR/AUD
EUR/CAD
EUR/CHF
EUR/GBP
EUR/JPY
EUR/NZD
EUR/USD
GBP/AUD
GBP/CAD
GBP/CHF
GBP/JPY
GBP/NZD
GBP/USD
NZD/CAD
NZD/CHF
NZD/JPY
NZD/USD
USD/CAD
USD/CHF
USD/JPY
XAU/USD
AUD/CHF
AUD/JPY
AUD/CAD
AUD/NZD
AUD/USD
CAD/CHF
CAD/JPY
CHF/JPY
EUR/AUD
EUR/CAD
EUR/CHF
EUR/GBP
EUR/JPY
EUR/NZD
EUR/USD
GBP/AUD
GBP/CAD
GBP/CHF
GBP/JPY
GBP/NZD
GBP/USD
NZD/CAD
NZD/CHF
NZD/JPY
NZD/USD
USD/CAD
USD/CHF
USD/JPY
XAU/USD

Markets move faster than most research stacks can validate.

QuantCore turns fragmented signals into institutional-grade, execution-ready intelligence.

Signal Intelligence

Decision-Grade Signal Health

Live confidence and technical alignment derived from currency strength, seasonality, and regime filters.

Live calibration
Signal Quality

Confidence Index

Multi-engine consensus after macro alignment.

78% Aligned
Macro aligned 62% Regime stable 4.2h Drift 0.08
Technical Momentum

Trend Alignment

Momentum, structure, seasonality and currencies strength alignment across timeframes.

74% Aligned
Trend score Seasonality Currency strength

Trading Styles

Structured intelligence for every trading horizon

QuantCore adapts its signal stack to the strategy horizon, aligning data, regime, and execution criteria.

Day Trading

Intraday setups driven by fundamental alignment with real-time trend and structure confirmation.

Swing Trading

Multi-day positioning shaped by seasonality cycles, currency strength index, and mean-reversion windows.

Position Trading

Long-horizon conviction anchored in central bank tone, policy divergence, and macro drivers.

15 Core Engines Working in Sync

Every QuantCore signal is the output of layered engines built on institutional workflows and rigorous statistical validation.

CSI

Currency Strength Index

Normalized strength scoring across 8 majors with multi-timeframe recalibration.

COT

COT Positioning Engine

Institutional positioning, percentile extremes, and divergence detection.

MAC

Global Macro Analysis

Macro regime detection blended with fundamental currency bias.

ZON

Zone Detection

Multi-candle base identification with confidence scoring and validation.

DIV

Divergence Tracker

RSI-price divergence scanning on execution timeframes.

SEA

Seasonality Engine

5-20 year composites with pivot point and extreme alerts.

TRM

Trend & Momentum

EMA, RSI, ADX alignment scoring across 5m to 4h.

REG

Market Regime Classifier

Classifies trending, ranging, and volatile market states.

LQH

Liquidity Sweep Detector

Stop-run detection with ATR and reversal confirmation logic.

MA

MA Crossover Engine

Multi-TP structured execution with partial position management.

PUL

Pulse Momentum

Strongest/weakest pair ranking with trend direction alignment.

BTA

Best Trade Analyzer

Confluence scoring across zone, COT, CSI, divergence, RR.

SQE

Signal Quality Engine

Ranks signals by confidence, alignment, and execution readiness.

CSE

Currency Scoring Engine

Multi-factor scoring output to currency_scores.json for bias and readiness.

CRL

Correlation Guard

Portfolio correlation checks to prevent stacked exposure.

Institutional Methodology

From signal ingestion to capital-ready execution.

QuantCore maps every trade to a structured pipeline built for compliance, explainability, and institutional-grade auditability.

Ingest

Signal acquisition

Multi-source feeds, normalized and tagged with engine lineage and confidence bands.

Curate

Risk-weighted conditioning

Macro, sentiment, and correlation layers adjust signal posture before scoring.

Validate

Institutional controls

Compliance logic, liquidity filters, and kill-switch triggers enforce guardrails.

Deploy

Execution readiness

Actionable outputs with exposure limits, venue routing, and audit logs attached.

Data Integrity Layer

Precision-tested inputs built for live markets.

We reconcile pricing, volume, and macro feeds in real time so every engine operates on verified data.

Feed reconciliation

Cross-venue checkpoints detect drift, anomalies, and stale ticks before signals fire.

Triangulated quotes Latency scored

Macro normalization

Global calendar events, sentiment deltas, and regime shifts are standardized per asset.

Event scoring Regime tags

Audit-grade logs

Immutable processing history for every data transformation and engine output.

Lineage locked Export ready

Institutional Proof

Evidence-backed performance signals.

We surface the metrics investment committees ask for before capital deployment.

99.98%

Signal uptime across distributed execution nodes.

4.2ms

Median dispatch latency from trigger to routing.

87%

Signal-to-execution alignment after risk filters.

Execution Readiness

Know exactly how close a signal is to capital.

Every output is graded by readiness level, from research insight to live-venue action.

Level 1 · Research

Exploratory signals

Early indicators flagged for analyst review and scenario backtesting.

Level 2 · Validated

Institutional vetting

Signals cleared through macro, correlation, and liquidity safeguards.

Level 3 · Deployable

Execution-ready

Routing, sizing, and risk controls attached for direct deployment.

Use Cases

Designed for institutional decision-makers.

QuantCore adapts to research desks, portfolio managers, and execution teams alike.

Portfolio research

Validate thematic trades with regime overlays and scenario-driven stress tests.

Risk oversight

Surface correlation shocks, exposure drift, and signal alignment across strategies.

Execution ops

Route high-conviction signals with pre-packaged sizing and venue intelligence.

Client reporting

Export proof-ready metrics and audit trails for investor communications.

Performance & Reliability

QuantCore merges statistical robustness with real-time signal delivery. Every data point is validated, weighted, and logged for auditability.

72.4%
Backtest signal accuracy
29
Monitored instruments
22
Scheduled intelligence jobs
12ms
Average processing latency

Technical Flow

QuantCore is built in Python and Pandas with deterministic logic. Zone detection is a first-class engine with strict validation.

def detect_zones(df):
    base = df.tail(6)
    if base['range'].mean() < atr(df) * 0.6:
        zone = {
            "low": base['low'].min(),
            "high": base['high'].max(),
            "confidence": score_confidence(base)
        }
        if breakout_confirmed(df, zone):
            store_zone(zone)
            return zone
    return None

Zone Detection Pipeline

  • Input: 5m, 15m, 1h, 4h OHLCV streams
  • Base Scan: Multi-candle compression validation
  • Breakout: Volume and range expansion checks
  • Confidence: Weighted score from 1-4
  • Storage: Persisted with unique constraints
  • Alerts: Zone touch + divergence + CSI confirmation

Direct Connectivity

QuantCore is wired into Tier-1 data sources and execution stacks to preserve signal integrity from analysis to trade.

Price Data Provider

Institutional OHLCV streams across 6 timeframes with sub-minute updates.

CFTC COT Data

Institutional positioning ingest with 52-week percentile tracking.

Discord Signal Relay

Multi-channel alerts with cooldown logic and audit trails.

Early Access Program

Join the QuantCore waitlist

Access is limited while we onboard institutional partners. Submit your details and trading profile to reserve priority access.

We review every request. Expect a response within 48 hours.