Agentic Quant Research Infrastructure
Your unfair advantage in quant finance.
Alpha candidates coded, backtested & delivered
SimicX autonomously ingests the global research stream, extracts tradeable hypotheses, and delivers audit-ready alpha candidates — so your team decides what to trade, not what to read.
Built for top-tier hedge funds and asset managers worldwide
Live pipeline — all time
Taxonomy
The six dimensions of every alpha
Frame of reference, clockspeed, method, market, data and risk — the six axes that tell two alphas apart, each demonstrated in motion.
Transparency
How we judge whether an alpha works
Two families of alpha, two scorecards. Rank IC, deflated out-of-sample P&L, cost & capacity modelling — the exact framework every candidate must clear.
Less theatre. More edge.
Three stages. One pipeline. Every alpha candidate passes through all of them.
Discover & extract
Continuously ingest the global research stream. Score, rank, and surface only the work with genuine, tradeable alpha potential.
Validate & stress-test
Structural reasoning, leakage detection, and feasibility scoring. Only statistically robust, cost-aware hypotheses survive.
Build & deliver
Full source code, walk-forward backtests, and audit-ready reports — shipped to your desk, ready to evaluate against your own book.
Institutional
Bespoke alpha generation for your book
For funds that need more than discovery — our institutional service runs against your proprietary data and existing alpha library, generating strategies specifically orthogonal to what you already trade.
Your data, your infra
Runs against your proprietary data sources and internal systems.
Library-aware
Generates alpha orthogonal to your existing factor exposures.
Adaptive
Evolves strategies as regimes shift — alphas adapt, not decay.
Performance-aligned pricing · No upfront commitment
Ready to see the stream?
Browse the latest qualified research and follow each signal through the pipeline.