AgenticOps + RL-Ops,
End-to-End
Research strategies, run backtests, train RL agents, paper trade, and go live—all in one unified platform.
Trusted by World-Class Trading Teams
Trading is hard. Scaling is harder.
Traditional quant stacks are brittle, slow, and disconnected. AlphaSwarm was built to bridge the gap from research to revenue.
The Production Gap
Strategies that look great in backtests often fail in live markets due to overfitting, regime shifts, and execution slippage.
Manual Handoffs
Fragmented workflows between research, backtesting, and live trading cause errors, data loss, and massive delays.
Brittle Data Pipelines
Disconnected data pipelines break easily, lineage is lost, and research results become non-reproducible over time.
Infrastructure Sprawl
Managing notebooks, scripts, and cloud VMs manually creates operational risk and massive overhead for scaling teams.
One Unified Lifecycle
AlphaSwarm eliminates the "Handover Gap" by keeping your strategy in the same environment from ideation to execution.
Research
Multi-modal RAG over papers and internal data to discover alpha.
- Strategy Composer
- Ideation Console
- Factor Library
Backtest
Vectorized and event-driven engines with walk-forward analysis.
- Vectorized engine
- HFT simulation
- Cross-validation
RL Training
Train 12+ pre-built RL architectures with PRUDEX evaluation.
- Pre-built agents
- Iceberg store
- PRUDEX eval
Paper Trade
Verify performance in live market conditions with zero capital risk.
- Real-time data
- Paper broker
- Safety monitoring
Live Execution
Scale to production with robust execution and risk guardrails.
- One-click to live
- Risk overlay
- Anomaly rollback
Powerful Subsystems, Unified Platform
AlphaSwarm is composed of modular, industry-leading components that work together to give you an unfair advantage.
Built for Every Alpha Strategy
Whether you're running LOB strategies or long-term factor models, AlphaSwarm provides the tools to execute at scale.
Quant Hedge Funds
Systematic strategies at scale. Reduced time-to-live from months to days. 10x faster backtesting and 50% infrastructure cost reduction.
Prop Trading Firms
HFT-ready infrastructure with sub-microsecond tick replay. Accurate LOB simulation and 99.99% system uptime for professional execution.
Asset Managers
Seamlessly connect factor research to live execution. Automated factor rotation and 100+ pre-built institutional factors.
Fintech Startups
Launch quantitative products in weeks, not months. Zero infrastructure setup cost and rapid MVP development with our unified stack.
Connect Your Entire Stack
AlphaSwarm integrates with industry-leading data providers, brokers, ML frameworks, and cloud infrastructure.
Data
Brokers
ML & AI
Infrastructure
Analytics
Institutional-Grade Security
Your alpha is your most valuable asset. AlphaSwarm is designed to protect it at every layer of the stack.
Hash-Locked Immutable Specs
Every experiment and strategy is hash-locked. Ensure 100% reproducibility and prevent unauthorized mutations in production.
Audit-First Logging
Every action, configuration change, and agent decision is logged to an immutable audit trail for forensic analysis.
Step-up MFA (RFC 9470)
Multi-factor authentication required for sensitive operations like live deployment or large order overrides.
VPC & On-Prem Deployment
Deploy within your own security boundary on AWS, Azure, GCP, or on-premise hardware. Zero-knowledge by design.
Transparent Pricing for Every Scale
Start for free and scale as your assets and complexity grow.
Latest from the Lab
Technical insights on agentic AI, reinforcement learning, and the future of quant trading.
Ready to Evolve Your Alpha?
Join the next generation of quant researchers using agentic AI and reinforcement learning to dominate the markets.
No credit card required. Public beta now open.