Quantum AI Trading data visualisation showing predictive market analysis on a trading terminal

Predictive models tested against public, auditable trading logs

Quantum AI Trading analyses market data in real time and publishes every recommendation it produces, so you can judge model accuracy on evidence rather than assurance.

Access Live Logs
2.4M+ Logged signals reviewed by the community to date
<80ms Median signal-to-execution latency

How the models reach a recommendation

Each signal passes through a fixed sequence of stages. Nothing is discretionary once the pipeline runs, which is what allows the resulting log to be checked independently.

01 — Ingestion

Structured and unstructured data intake

Order book depth, historical price series, and macro indicators are normalised into a common schema before any model sees them, reducing the chance of skewed inputs.

feed.orderbook → normalise()
feed.macro → normalise()
feed.volatility → normalise()
output: unified_tensor[t]
02 — Model Scoring

Ensemble prediction across independent models

Multiple models score the same window independently. Agreement between them raises confidence; disagreement suppresses the signal rather than forcing a call.

model_a.score(window)
model_b.score(window)
model_c.score(window)
if variance > threshold: suppress()
03 — Risk Filtering

Position sizing bounded by live volatility

A separate risk layer caps exposure based on current volatility and drawdown state, meaning the same signal can produce different position sizes on different days.

exposure = base_size * vol_adj(t)
if drawdown > limit: exposure = 0
04 — Publication

Timestamped write to the public log

The final signal, its confidence score, and the risk-adjusted size are written to the transparency log before execution, so the record cannot be edited after the fact.

log.write(signal, confidence, size, ts)
log.hash(entry) → append_only

Primary data sources

  • Level 2 order book data
  • Historical OHLCV series (5+ years)
  • Volatility indices
  • Macroeconomic release calendars
  • On-exchange volume distribution

Built around risk control and repeatable process, not forecasts alone

The value of a prediction is limited without a framework for sizing and monitoring it. These are the mechanisms that sit underneath every published signal.

Real-time risk mitigation

Exposure is recalculated continuously against live volatility and open drawdown, rather than fixed at the point a signal is generated. This limits the impact of sudden regime shifts.

Risk recalculated every 4 seconds

Scalable recommendation output

The same underlying signal set can be sized for a single retail account or fed into an institutional execution system without altering the model logic itself.

One pipeline, size-agnostic output

Auditable decision trail

Every recommendation carries a confidence score and the data window it was derived from, so users can trace a specific outcome back to its inputs rather than accept a black box.

Full input trace on every signal

Public performance records, updated continuously

Signals are written to the log at the moment they are generated. Nothing shown here is curated after the outcome is known.

BUYEUR/USDconf. 0.8109:41:02
SELLFTSE100 CFDconf. 0.7409:38:47
BUYBTC/USDconf. 0.6809:35:19
SELLGBP/JPYconf. 0.7709:31:55
BUYUS30conf. 0.6309:28:04
— suppressed, variance above threshold —

Log entries are hashed and appended in order, so historical records cannot be altered retroactively. Community members can cross-reference timestamps against independent market data feeds to confirm each entry.

Rolling 8-week directional accuracy, by cohort — full breakdown available in the public log

Analysis built for people who check the working

Quantum AI Trading was designed on the premise that traders who understand a model's logic will trust its output more than those simply told to trust it. Every dashboard element links back to the data and reasoning behind it.

The platform does not claim to remove risk. It aims to quantify it clearly enough that decisions can be made with a fuller picture of probability and exposure.

Quantum AI Trading analyst reviewing model output on a workstation

Applied differently depending on who is running the book

Institutional desk

Screening signal volume without adding headcount

A small desk needed to monitor a wider set of instruments than its analysts could review manually, without expanding the team or missing intraday shifts in volatility.

The desk integrated the signal feed into its existing execution system, using confidence scores to filter which recommendations warranted a manual second look before sizing.

Office environment — desk workflow
Private high-frequency trader

Reducing exposure during volatility spikes

An independent trader running a high-frequency strategy found that manual risk adjustment lagged behind sudden volatility changes, occasionally amplifying losses.

By connecting position sizing to the platform's live risk layer, exposure was automatically reduced within seconds of a volatility spike, ahead of manual intervention.

Office environment — trading terminal

Technical questions, answered directly

What latency should I expect between signal generation and execution?

Median signal-to-execution latency across logged instruments is under 80 milliseconds, measured from model output to order submission on our reference connection. Actual latency for your own execution will depend on your broker and network path, which is why we publish generation timestamps rather than execution timestamps in the log.

How is user and account data secured?

Account credentials and trading data are encrypted in transit and at rest, and are held separately from the model infrastructure that generates signals. Signal generation does not require access to your brokerage account; connection to execution systems is opt-in and can be revoked at any time.

How often are the models retrained?

Model weights are reviewed on a rolling basis against recent out-of-sample performance. Retraining is triggered by a measurable drop in accuracy against a holdout set, not on a fixed calendar, so that changes are tied to evidence rather than schedule.

Can the performance log be independently verified?

Yes. Each entry is timestamped and appended in an order-preserving manner, and the underlying market conditions at each timestamp can be cross-checked against independent public data feeds. We do not amend historical entries after the outcome of a trade is known.

Does the platform guarantee a specific rate of return?

No. The platform quantifies probability and risk based on historical and live data, but market conditions change and past accuracy does not determine future results. We publish the log so that you can assess performance directly rather than rely on a projected figure.

Review the methodology before you commit capital

Most users start by reading the published logs and methodology in full, then move to a limited technical demo once the risk framework is clear. There is no requirement to connect a live account at any stage of that process.