Agentic Quant Research Infrastructure
Your unfair advantage
in quant finance.
Research sources in the intelligence database
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.
Trusted by top-tier hedge funds and mutual funds worldwide
Live pipeline — all time
Transparency
How we evaluate every alpha
9-stage pipeline. Rank IC, cost modeling, OOS validation. See the exact framework each candidate must pass.
Institutional
Bespoke alpha generation for your book
For funds that need more than discovery — our institutional service deploys directly against your proprietary data sources and existing alpha library, generating strategies that are specifically orthogonal to what you already trade.
Your data, your infra
Connects to proprietary data sources and internal systems
Library-aware
Generates alpha orthogonal to your existing factor exposures
Mutation engine
Evolves strategies as regimes shift — alphas adapt, not decay
Performance-aligned pricing · No upfront commitment
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 signals with genuine alpha potential.
Validate & Stress-test
Multi-stage QA pipeline: structural reasoning, bias detection, feasibility scoring. Only statistically robust hypotheses survive.
Build & Deliver
Full source code, walk-forward backtests, and production-ready IC reports — shipped to your desk. For institutional clients, delivered orthogonal to your existing book.
Ready to see the stream?
Browse the latest qualified research and follow each signal through the pipeline.