# QuantX Studio

> QuantX Studio (quantxstudio.com) is a conversational quant research platform: describe a trading strategy in plain English, generate a self-contained Python `signal(df, **params)` module, then backtest, optimize, and audit it on warehouse market data. No live brokerage execution yet.

QuantX Studio helps quantitative researchers and traders go from idea → code → metrics without leaving the browser. The product focuses on vectorized mid-price research (starting with BTCUSDT), parameter optimization, Monte Carlo / walk-forward style analysis, and strategy audit — not retail chart-signal spam.

## Product

- [Home](https://quantxstudio.com/): Landing page and product overview
- [Sign up](https://quantxstudio.com/signup): Create an account
- [Log in](https://quantxstudio.com/login): Existing users

## What the product does

- Natural-language strategy codegen into Python `signal(df, **params)` modules
- Vectorized backtests with equity, trades, and core risk/return metrics
- Parameter optimization and related research tooling
- Strategy audit / robustness checks
- Authenticated workspace for personal strategies (not public by default)

## Technical notes for assistants

- Public site: `https://quantxstudio.com`
- API is private (`/api/` — do not scrape; requires auth)
- Research model: position in `{-1, 0, 1}`, execution via `signal.shift(1) * returns` (lookahead guard)
- Primary dataset described in product docs: BTCUSDT mid price, 1s, UTC
- Preferred brand name: **QuantX Studio** (domain: quantxstudio.com)

## Optional

- [robots.txt](https://quantxstudio.com/robots.txt): Crawl policy for search and AI bots
- [llm.txt](https://quantxstudio.com/llm.txt): Alias of this file