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The reasoning layer for quantitative signals.

QuantPrompt fuses time-series forecasting with large-language-model reasoning and alternative-data sentiment — turning raw market data into clear, explainable directional signals for institutional desks.

A reasoning layer, not another black box.

Most quantitative models hand you a number and leave you to trust it. QuantPrompt adds a second stage: a language-model reasoning layer that weighs each model's forecast against market sentiment and technical context, then returns a directional signal with the rationale behind it. Every call is auditable — you see not just what the model concluded, but why.

How it works

01

Quantify

Purpose-built time-series models distill price, on-chain, and cross-asset data into base directional forecasts.

02

Contextualize

Alternative-data sentiment and technical indicators are layered on to frame each forecast in current market conditions.

03

Reason

A language-model reasoning layer fuses every input into a final directional signal — delivered with a written rationale you can audit.

Every signal, logged and auditable.

The QuantPrompt Hub is your control surface. Every signal the model produces — and the reasoning behind it — is written to a complete, timestamped record you can review, export, and stand behind with stakeholders and regulators.

A full signal audit trail

Every AI signal is logged with its inputs, its rationale, and a timestamp — a defensible record of exactly what the model decided and why.

Your data never leaves your environment

QuantPrompt runs inside your own infrastructure. Signals, prompts, and market data stay within your security perimeter — nothing is sent to a third party.

Why it's different

Explainable by design

Every signal ships with its reasoning. No unexplained outputs.

Quant meets language

Statistical forecasting and language-model reasoning in one pipeline.

Alternative-data aware

Sentiment and technical context, weighed alongside the numbers.

Research-grade foundation

Built on peer-reviewed research published in Springer Nature.

Built for institutional desks.

QuantPrompt is designed for asset managers, quantitative funds, and systematic trading desks that want model-driven conviction with the transparency their process — and their stakeholders — demand.

Asset managers Quantitative funds Systematic trading desks

Request early access

We're onboarding a small group of design partners ahead of launch. Tell us about your desk and we'll be in touch.

Private beta. No commitments, no spam.

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