A Research Engine That Executes Trades.
Dual backtesting engines, AI-powered semantic research, regime-aware strategies, and walk-forward validation — all in one platform. Zero guesswork.
Built for Serious Traders
Why Trade OS
Not another charting platform.
Most trading tools give you charts and a buy button. Trade OS gives you a research engine, a validation framework, and a Risk Center that keeps the numbers in front of you.
Two Engines, One Strategy
Write your strategy once. Screen it in seconds with the vectorized engine. Then promote it to a realistic event-driven simulation with order-by-order execution, realistic fill modeling, and configurable trading-cost profiles.
Fast screening → Realistic validation → Paper runs
AI That Researches, Not Just Alerts
Semantic search across news, your own research documents, saved backtests, and reports — every answer cites its sources. Model research evaluates LightGBM, XGBoost, and random-forest signals with purged out-of-sample validation and reports the evidence.
Knowledge base → AI synthesis → Cited answers
Regime-Aware Strategies
Strategy templates like regime_switch, volatility_regime, and credit_regime switch their rules between trending and ranging markets, classify volatility environments, and filter on macro conditions instead of using one-size-fits-all settings.
Trend + volatility + macro regime templates built in
Overfitting Protection
Walk-forward validation with deflated Sharpe statistics and an overfitting-risk grade is a first-class feature, backed by Monte Carlo simulation. You see whether your edge is real before risking capital.
Every strategy validated out-of-sample before it runs
Platform
Everything you need. Nothing you don't.
A deep strategy catalog, an options pricer, model research, and composite research workflows.
Strategy Engine
129 pre-built strategy templates across trend-following, mean-reversion, momentum, volatility, and event-driven categories. Bounded Optuna parameter sweeps with a separate holdout for out-of-sample validation.
AI Research Assistant
Open-ended research conversations backed by semantic search across news, your own documents, saved backtests, and reports. Not a chatbot — a research co-pilot with full source attribution.
Alternative Data
Backtest with the full picture: news sentiment, alt-data strategy inputs (factor, macro, and yield-curve signals), earnings and dividends, insider flows, and analyst upgrades. Not just price and volume.
Options Pricer
Black-Scholes, binomial, QuantLib American/Heston, and Monte-Carlo option pricing with full Greeks — plus an options dataset for research and backtesting.
Multi-Asset Data
Market data across equities, options, crypto, and forex from multiple providers, one consolidated paper-trading portfolio view, and execution against the Alpaca paper broker from a single dashboard.
Risk-First Controls
The Risk Center: parametric, historical, and Cornish-Fisher VaR with CVaR, Monte Carlo simulation, GARCH volatility fitting, Kelly-criterion and risk-based position sizing, and portfolio CVaR recommendations.
How It Works
From hypothesis to deployment.
A research pipeline that validates ideas before they touch capital.
Research
Explore ideas with AI-powered semantic search across news, fundamentals, and your own research library.
Backtest
Screen fast with vectorized backtests, then validate with event-driven simulation using realistic fills, costs, and market mechanics.
Validate
Walk-forward testing and Monte Carlo simulation. See your deflated Sharpe and overfitting-risk grade before risking a dollar.
Deploy
Run validated artifacts in paper mode through the Strategy Runtime, with Kelly and risk-based position sizing plus VaR analytics alongside every decision.
Traders on the waitlist
Pre-built Strategy Templates
Backtest Engines
Regime-Aware Strategy Templates
Beyond Price & Volume
Backtest with the data that actually moves markets.
Every dataset is served through the platform's own market data layer — no CSV uploads, no custom pipelines.
News Sentiment
Lexicon and local-model headline sentiment scoring across recent news for any symbol
Macro & Rates
Yield-curve strategies, bond analytics, and macro risk filters as backtest inputs
Factor & Alt Data
Factor, macro, yield-curve, earnings-drift, and insider strategy templates as alt-data inputs
Volatility Analysis
GARCH volatility fitting plus volatility-regime strategy templates
Insider & Analyst Data
Insider transactions and analyst upgrade datasets for research and event studies
Earnings & Events
Earnings dates and surprises, corporate actions, dividends, and splits integrated into event-driven backtests
Pricing
Simple, transparent pricing. Planned, not final.
Trade OS is in beta — billing is not live yet, so everything below is free during beta. Final tiers and prices will be announced at public launch.
Starter
For individual traders getting started.
- 129 strategy templates
- Vectorized backtesting
- Options Pricer
- Alpaca paper trading
Pro
For active traders who need an edge.
- Both backtest engines
- Walk-forward & Monte Carlo
- Strategy Runtime paper runs
- Research library with source attribution
- Full Risk Center analytics
Institutional
For funds, prop desks, and teams.
- Everything in Pro
- Multi-user workspaces
- Org-wide research library
- Custom data & integration needs
Trade OS provides tools and analytics for informational purposes only. Nothing on this site constitutes investment advice. Trading involves substantial risk of loss. Past performance, including backtesting results, is not indicative of future results.
Ready to trade with an unfair advantage?
Trade OS is in beta and opening to early adopters. Join the waitlist to see the platform in action.
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