QuantSignals FST · AI trading agent

Your AI trader, operating inside your rules.

FST screens the market, studies QS Research, risk-checks one bounded plan, executes only through the selected account policy, and monitors the position while you keep the stop control.

Start with $50,000 paper money Read the proof standard See how it works

QS ecosystem architecture

One continuous operating loop

Live products

01 · Signal world

QS Research

Flow, GEX, dark-pool activity, Katy AI forecasts, and the analyst graph turn market data into a traceable thesis.

Open QS Research

02 · Decision bridge

FST

Your natural-language agent carries the thesis forward and turns it into policy.

Interprets the signal
Checks portfolio fit
Applies risk budget
Previews the trade

> Buy NVDA if thesis passes.

Policy verdict: APPROVED

Max risk: $100

03 · Execution world

QS Brokerage

Preview-first execution, hard risk limits, explicit approvals, audit history, and performance tracking keep the process intact.

Open QS Brokerage

/screen

Rank today's opportunities across the live QS signal universe.

/signal

Read market structure, evidence, disagreement, and the trade thesis.

/trade

Size, risk-check, preview, submit, and reconcile one bounded plan.

/monitor

Watch the position, thesis, market read, stop, and target continuously.

Park

Ask Exit, Cut, Add, or Hold; silence takes the displayed safe default.

Learn

Journal outcomes and test better alpha in a shadow research loop.

Loop Engineering governs state, evidence, budgets, and stop conditions

Autoresearch tests alpha in shadow; candidates are recommended for human review

Research · The signal world

See what the market is doing—and what your agent sees.

An advanced charting and signal workspace with QS Flow, GEX, dark-pool levels, Katy AI forecasts, and a full research notebook. Human-first when you want it. API- and agent-first by design.

Launch Research Research API

FST · The supervised decision bridge

Autonomous inside your limits. Powerless outside them.

Choose QS Paper or an eligible connected account, review the displayed limits, and start one supervised session. FST narrates the signal, risk decision, order state, and position state while hard policy remains outside the model.

One ignitionPassive narrationRigid guardrailsVisible stop control

FST · supervised drive

QS PAPER · DRIVING

DestinationQS Brokerage · Paper

/screen 38 names → NVDA leads

/signal Flow bullish · GEX supportive · thesis intact

/trade Filled 2 NVDA · max risk $100

/monitor Target near · watching reversal

fst › We reached the target. How should I park this position?

ExitCutAddHold

Illustrative QS paper session, not actual performance. No answer in 01:42 → safe default: Exit.

Brokerage · The execution world

Every trade carries its thesis, risk, and audit trail with it.

QS Brokerage is distributed through agents instead of a maze of buttons. Orders are previewed, checked against rigid limits, explicitly approved, executed, monitored, and measured as one accountable process.

Hard risk policy

Account-aware limits

Preview + approval

Session audit trail

Explore Brokerage Execution API

Roadmap · after the proof system

The marketplace comes after execution can be judged consistently.

Today, QS first-party signals feed the operating loop. Third-party strategies remain a roadmap item until QuantSignals can publish evidence, conflicts, drawdown, freshness, and execution limitations under one consistent standard.

Published history

Risk profile

Freshness

Conflicts

Portfolio fit

Read the evidence requirements

FST · Five-Day Paper Evaluation

Make FST earn your trust before real money.

Give FST five market days in QS Paper. Review what it considered, rejected, risk-checked, executed, monitored, and stopped—then decide from the complete record.

Run the paper evaluation See what counts as proof

Evaluate process, not promises

QS Paper destination
Limits visible before start
Rejected plans included
Losing outcomes included
No live upgrade required