data
Multi-venue feeds. Freshness-anchored. Same client across markets.
from inalpha_data import get_barsQuant agents that evolve under audit.
Agents pick the factors that work now, convene a panel of investing legends, write and evolve the strategies — and route every order through machine approval. The LLM writes the code; the engineering harness signs every decision.
git clone https://github.com/mirror29/inalpha"Buy BTC, 0.62 confidence" — and no way to tell which data or which step went wrong.
Was that skill, or luck? If you can't reproduce it, you can't trust it.
The model holds the keys to your account. One bad prompt becomes a real order.
Replay the exact decision: the data it saw, the logic it ran, the reason it gave.
Every idea and test is on record, so real edge is something you can prove — not a lucky streak.
The AI only proposes. A rule you set places the order — it can't pull the trigger itself.
An AI that explains itself — and never trades behind your back.
factor.timing ranks the factor zoo by rolling Rank IC and surfaces the currently-effective signals — every factor formalized, IC-tested, multiple-testing-checked, and logged with author, timestamp, and the economic-story gate decision.
A deep dive convenes technical, fundamental, sentiment, and valuation analysts — and, when you ask, a panel of investing legends. They argue opposing cases, then Inalpha synthesizes the disagreement into one decision on record.
An agent writes a full strategy in Python. Three sandbox gates clear it before a single backtest runs. Then it mutates under a multi-objective fitness, so no one metric can be gamed — only strategies that beat the baseline survive.
class Strategy(Bar): ...no os / eval / jailbreak imports
runs walled off from the kernel
must subclass + implement on_bar
sharpe + 0.3·calmar − 0.1·turnover − 1.0·(maxDD > 30%)Strategy code is written once. Backtest, paper, and the live runner all share it — swap only the Clock and the Gateway. Business logic never changes; divergence can only come from physical reality — slippage, latency, data precision.
Multi-venue feeds. Freshness-anchored. Same client across markets.
from inalpha_data import get_barsIn-memory matching, backtest engine, persistent paper trading. State is replay-able.
from inalpha_paper import run_backtestMulti-analyst LLM debate. Opposing stances. No stale numbers passed as insight.
from inalpha_research import debateEvery order intent walks a one-way path: the agent drafts a plan, a rule you set (or you) approves it, and only then does a single-use, expiring token unlock execution. The model has no tool that reaches the order book directly — not after a jailbreak, not after a hallucination.
All markets route through one orchestrator. Add a venue, every agent gets it for free.
add a venue — every agent gets it for free
── Where we are honest with you
Honest answers to the questions we get asked most.
Inalpha is alpha-stage and AGPL-3.0. No real money yet — every line is on GitHub.
git clone https://github.com/mirror29/inalpha