Semantics stay consistent
Backtesting, paper trading, and live execution use the same reviewed strategy semantics to reduce environment drift.
Quantitative research and execution workspace
Move from market discovery, strategy creation, and historical validation to paper trading, live execution, and notifications in one continuous workflow that preserves context and evidence.
Strategy thread
Each step retains the exact objects and constraints from the one before, so results can continue into validation, comparison, and runtime.
Begin with an exact market identity that the server has published and marked ready.
Create traceable versions with the Agent, editor, or Strategy Marketplace.
Bind an immutable result to a frozen version, parameters, market, and date range.
Observe strategy and account projections in continuous market replay.
Notify, approve, or execute according to account capability, with an audit trail.
Deliver important state and outcomes in-product or to connected destinations.
Collaborative research
Give the Agent your goal, constraints, and existing strategy. It can find published instruments, organize the research, create or revise a strategy, and request approval before changes according to your settings.
Use the current page and published data to clarify the research goal and its constraints.
Continue one task from candidate instruments and strategy source through historical evidence.
Reads can run directly; creation, modification, and trading-related actions follow your approval settings.
Full lifecycle
The same strategy identity and immutable versions move through validation and runtime, with every result bound to an exact market, timeframe, parameter set, and date range.

Backtesting, paper trading, and live execution use the same reviewed strategy semantics to reduce environment drift.
Strategy versions, run inputs, and completion evidence remain traceable instead of being silently replaced by new data.
Approvals, account capabilities, and exact market identities constrain executable actions.
StratThread is a quantitative research and execution workspace connecting market discovery, strategy creation, historical validation, paper trading, live execution, notifications, and Agent collaboration.
Current research coverage includes published, ready crypto, A-share, and US-equity instruments. Timeframes, backtesting, and trading capabilities depend on the published capability of each market and data source.
No. StratThread supports research, validation, and execution workflows; it does not promise returns. Market data and analysis may be delayed and are not investment advice.
Start researching
Start with published market data and turn an idea into a strategy workflow you can validate and trace.
Open workspace