Auto-Quant
stablev1.0.0An autoresearch coworker for trading strategies.
Spawns as a local Auto-Quant clone on its own autoresearch/<tag> branch. The agent runs the prepare / backtest / optimize pipeline, edits strategies, logs results to results.tsv, and commits as it goes — every iteration leaves an auditable git trail. Each workspace gets isolated data so runs never mix. This was the first experiment that proved a vertical scenario could be swallowed whole by a harness.
What this workspace does
Spawns a workspace as a local Auto-Quant clone on its own autoresearch/<tag> branch. The agent runs the existing prepare / backtest / optimize pipeline, edits strategies under user_data/strategies/, logs results to results.tsv, and commits as it goes — so every iteration leaves an auditable git trail.
When to spawn this
- ›You want to test a new strategy idea (mean-reversion, momentum, factor combinations) and let the agent iterate on parameters.
- ›You're exploring how to combine multiple indicators against Auto-Quant's existing data layout.
- ›You want a backtest loop that runs alongside other workspaces without sharing data directories.
Isolation
Each workspace gets its own user_data/data/. First run, the agent runs uv run prepare.py to fetch OHLCV from Binance. The isolation is deliberate: different runs may want different timeframes or symbols, and a shared cache would silently mix incompatible files across workspace generations.
What you'll see in Inbox
- ›Backtest result summaries (Sharpe, drawdown, key periods) as the agent finishes runs.
- ›Strategy diff notes when the agent commits a meaningful iteration.
Parameters
Where it runs
A trading harness — it depends on the home data supply, so it binds to a provider that injects that substrate. Today that's OpenAlice.
Your one-person Wall Street.
- ›requires OpenAlice market-data supply
TraderAlice/Auto-Quant
Pull this harnessGET /api/harnesses/auto-quant