VibeTrading

VibeTrading is a finance research agent that connects natural-language prompts to market data, backtests, swarm analysis, and reproducible research artifacts.It supports multi-engine backtesting across crypto, equities, futures, forex, composites and options and produces run cards, exports, and audit-ready reports.

Quant researchers and investment teams can compose swarm teams (investment committee, quant desk, risk review, macro) to run tool-batched analyses, factor tests, options checks, and counterfactual backtests.

The platform ingests market data, documents, broker journals, URLs and local files, and parses broker journals to extract trading rules and shadow-account metrics.Features include session search, persistent memory, editable skills, context compression, and traceable tool outputs for reproducibility and diagnostics.

Broker integration is opt-in.default read-only operation with broker authorization required for execution, configurable limits, and immediate halt controls.Use cases include strategy development, alpha library research, trade-journal diagnostics, portfolio validation, and automated report generation for traders, quants, and research teams.

Key Features

• Natural-language prompt interface connecting prompts to market data, backtests, swarm analysis, and reproducible research artifacts
• Multi-engine backtesting across crypto, equities, futures, forex, composites, and options
• Swarm team orchestration for tool-batched analyses, factor tests, options checks, and counterfactual backtests
• Flexible data ingestion and parsing of market data, documents, broker journals, URLs, and local files, including extraction of trading rules and shadow-account metrics
• Platform infrastructure including session search, persistent memory, editable skills, context compression, traceable tool outputs, and opt-in broker integration with configurable limits and immediate halt controls

Use Cases

• Validate new trading ideas using vibe-trading's natural-language backtesting to map plain-English prompts to historical market data across equities, futures, FX and crypto, execute multi-engine and counterfactual backtests, and export reproducible run cards and audit-ready reports for compliance and investor review
• Collaboratively analyze and refine strategy variants with swarm-team analyses and the multi-asset backtester to surface consensus signals, parse broker journals to reconcile live trades, and generate traceable, exportable research artifacts for team handoffs and decision records
• Automate end-to-end performance attribution and portfolio construction by connecting opt-in broker feeds, running multi-engine stress tests and cross-asset backtests, producing counterfactual scenarios, and delivering audit-ready, reproducible reports with traceable outputs for due diligence and regulatory audits

Who is it for?

• Backtest engineers
• Quant researchers
• Investment managers
• Portfolio managers
• Risk managers