Full-cycle quantitative trading system covering US, A-share, and HK markets — from signal discovery and fusion decision-making to risk management and trade execution
Technical, sentiment, options flow, fundamental, and quant factor signals are normalized and dynamically weighted. Weights auto-adapt to market conditions in real-time, producing unified trading decision scores
High-score signals enter a three-way debate: a bull case, a bear case, and an adjudicator that rules. It mirrors institutional adversarial review and curbs systematic bias and over-optimism
Covering US, A-share, and HK markets, tracking cross-market contagion chains in real-time. From macro rates to VIX volatility, automatically identifying risk escalation and triggering alerts within minutes
Post-market auto-review of all signal performance every trading day. Signals that keep underperforming are downweighted and eventually retired, and the strategy iterates with them — the system gets more accurate with use
From Covered Calls to Iron Condors, paired with real-time implied volatility surface monitoring and options flow anomaly detection. One-click deployment of professional-grade options combinations
Strategy admission gate (confidence + market environment + historical win rate) and position gate (concentration + sizing + real-time capital) run independently, providing end-to-end protection from order to profit/loss management
The diagrams below describe how the system actually runs.
Technical, sentiment, options flow, fundamentals and quant factors each score separately, then get weighted by the current market regime. The weights are not fixed, so the same signal carries different weight under different conditions.
Position size, drawdown, correlation and tail events each carry their own threshold. Whichever trips first, risk comes down before opportunity is discussed.
SuperTrade is not a simple trading tool but a complete quantitative investment decision system. It chains data collection, multi-dimensional analysis, signal fusion, adversarial audit, risk management, automated execution, P&L tracking, and strategy evolution into one automated pipeline. 106 automated tasks run around the clock — from intraday data collection to daily strategy review, from minute-level signal fusion to weekly model validation. Built-in academic-grade quantitative research capabilities support Walk-Forward overfitting detection, factor IC rolling evaluation, and model drift monitoring.
Let AI be your quantitative research partner — from signals to execution, intelligently driven end-to-end
Contact Us