Multiple Algo Models. One Verdict.
Kabra's Quant Terminal aggregates multiple independent quantitative models into a single conviction-weighted signal, paired with a 100-agent AI consensus engine and automated Chart Pattern Detection.
Quant Terminal Ensemble
Multiple independent quantitative models run in parallel, aggregated into one conviction-weighted verdict — no conflicting outputs to reconcile manually.
20+ Built-In Models
Momentum, mean reversion, volatility, and other factor models ship built-in. No custom pipeline required to start running an ensemble strategy.
Agent Swarm Cross-Check
Pair Quant Terminal with Agent Swarm's 100-agent AI ensemble for a second independent conviction read before sizing a trade.
Chart Pattern Inputs
Automated technical setups feed into the model ensemble so pattern-based strategies don't need external data wiring.
Backtest Context
Every model includes historical performance context. Trade Tracker records live fills so your live equity curve is directly comparable to backtest expectations.
Cross-Asset Coverage
The same model ensemble runs on equities, forex, and crypto — one algorithmic workstation across asset classes.
How it works
Select the quantitative models you want active in Quant Terminal.
Kabra runs each model independently and aggregates votes into one verdict.
Cross-check with Agent Swarm's AI consensus read for additional confidence.
Log every fill in Trade Tracker so live performance is comparable to backtest.