Quantblade is a custom-knowledge AI trained on quantitative market microstructure — delivering regime-aware signals that institutional desks build, and retail traders rarely see.
The engine doesn't ask where price is. It asks what the market is doing. Three latent states — continuously inferred in real time. Your edge begins where pattern-matching ends.
Designed to catch what the market ignores: statistically rare price dislocations. Only triggers when the math says this doesn't happen by chance. Not valid alone — confirmed by regime state.
Seven timeframes. One weighted verdict. The system disagrees with itself until the evidence is overwhelming — then it speaks. Lower-frequency regimes carry higher conviction by design.
Every signal ships with a complete execution plan — entry, stop, and two targets — all derived from live market volatility. No arbitrary numbers. No guessing. Just a setup the math supports.
Not a generic chatbot. A domain-specific intelligence trained on quantitative market knowledge, regime theory, and execution logic. It reads every scan output and writes like a quant analyst — then answers your follow-ups.
Probability isn't just a number. See it. Regime states are overlaid directly onto chart history — so you understand the context behind every signal, not just the outcome.
Quantblade is not built on a prompt. The AI layer is trained on quantitative market microstructure, regime theory, and signal execution logic — so every output reads like it was written by a desk analyst, not a chatbot. The math behind each signal is real. The interpretation is contextual.
No signal-guessing. No screener noise. Just a custom-trained quant AI that reads the market, infers the regime, and tells you exactly where to act — and where not to.
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