Agentic Quant Research Infrastructure
Your unfair advantage in quant finance.
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
Knowledge centre
How we classify, judge, feed and serve every alpha
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 with a worked example.
Explore the dimensionsEvaluation
How we judge whether an alpha works
Two families of alpha, two scorecards. Rank IC, deflated out-of-sample P&L and modelled cost tiers — the exact framework every candidate must clear, with the published thresholds it is judged against.
View evaluation frameworkDataLibs
The market data behind the signals
69 markets across equities, FX, crypto, 1m microstructure, commodities and macro — field-level formats, history depth, and a searchable ticker universe.
Browse the data libraryAPI
Every endpoint, field and metric
Read-only access to the same cross-sections, daily books, equity curves and metrics the reports are built from — field-level definitions and a tutorial you can run from the page.
Read the API guideLess theatre. More edge.
Three stages. One pipeline. Every alpha candidate passes through all of them.
Discover & extract
Read the quantitative research stream as it publishes. Score and rank each piece, and keep the work carrying a testable trading hypothesis.
Validate & stress-test
Structural reasoning, look-ahead detection, and feasibility scoring. What clears walk-forward net of modelled costs survives; the rest is dropped.
Build & deliver
Full source code, walk-forward backtests, and audit-ready reports — enough to re-run the work and test it against your own book.
Institutional
Bespoke alpha generation for your book
The institutional service runs inside your environment, against your own data and your existing alpha library, and generates candidates 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.