The team wants to turn a quant strategy into a real product: backtests must be reproducible, definitions must align with the fund contract, and every day after launch must reconcile — traditionally months of work for a research team plus a middle-and-back office.
Design, backtests, parameter decisions, launch
Numbered research reports, all negative results included, searchable and traceable
Settlement-file inflow, NAV reconciliation, dashboards and alerts
@cio writes the reproducible spec first: asset buckets, risk budgets, rebalancing rules — every definition pinned down.
@quant-eng implements the engine to the spec and finishes the twelve-year historical backtest the same day, verified item by item before review.
A systematic sweep across parameter tiers finds a better configuration; a human signs off on switching the flagship and freezing it.
The full material set aligns with the fund contract: risk-limit constraints and disclosures pass line by line, with documents updated alongside every definition change.
After launch, settlement files flow in daily; the Agent reconciles both ways to produce the daily NAV, dashboards update in sync, and missing artifacts alert automatically.
Settlement inflow, NAV roll-forward, dashboard updates; missing required artifacts alert automatically.
Rebalance days run from a pre-written playbook, with measured costs archived.
@cio drafts the monthly report; a human gives final review before it's archived and published.