Systematic desk · simulated

Five-Agent Desk — Paper Trading

Macro → Quant → Portfolio → Risk → Execution, filling into a simulated account.

Paper only

Simulated account — no real orders, not investment advice. Every fill here is make-believe: the executioner is a stub that never connects to a broker. The underlying strategy has no validated edge (factor premia are currently dormant), so this is a system to watch and learn from, not a profit engine. Past/paper performance does not predict future results.

Paper portfolio

Paper equity curve

Method. Agent 1 reads a live macro regime from SPY price (trend vs its 200-DMA + a volatility read, via Twelve Data); Agent 2 turns the strategy signals into targets; Agent 3 builds a gross-scaled plan; Agent 4 applies position/sector limits + a kill-switch; Agent 5 routes the risk-approved plan to a paper broker that fills at last close + slippage/commission and persists the book. Equity is logged each run.

Not advice. Research/education only. Do not deploy real capital on this basis; live execution stays disabled until a validated edge, months of paper results, and a deliberate human-approved build.