Balance in every market. Built for legacy.
SYMETRIQ is your own quant desk — a fully automated trading system powered by 18 specialist AI agents across 120+ instruments and 22 brokers. Bull argues FOR. Bear argues AGAINST. A swarm jury votes. A 13-check risk gate decides. No spreadsheets. No staring at charts. No emotion-driven button-mashing. It runs on its own, 24/7 — within your rules, your risk limits, your broker, your strategies. Pause, override, or kill it anytime.
Instead of a team of human analysts, traders, and risk managers, SYMETRIQ runs AI agents that each specialize in one area. One watches the news. One reads the charts. One tracks whale wallets. One monitors macro data.
They feed findings into a structured pipeline that debates whether to trade, sizes the position, checks every risk limit, and — only if everything aligns — executes.
You configure the rules. You pick your broker. You set your risk appetite. SYMETRIQ does the work.
Every potential trade flows through eight stages. Data agents pull. Analysts score. Strategies signal. Bull and Bear debate. A swarm jury votes. The risk gate vetoes — or executes. Every step is logged.
Bull argues FOR. Bear argues AGAINST. This adversarial debate forces consideration of both sides — catching blind spots a single AI model would miss.
Four data agents fire simultaneously. Market Data pulls prices and candles. News scans Finnhub, NewsAPI, CryptoPanic. Macro monitors FRED and Finnhub for CPI, NFP, GDP. On-Chain tracks Etherscan, DeFi Llama, and Dune Analytics.
Six agents run in parallel. Fundamental reads earnings. Sentiment tracks Fear & Greed. Whale spots large wallet flows. Correlation measures cross-asset risk. Regime classifies the market. And then there's the one that does the heavy lifting:
Pure math. No LLM. What would take a human hours happens in seconds — for free.
Your active strategies — Python or PineScript — run against the analysis data. They produce BUY, SELL, or HOLD signals with suggested entry, stop-loss, and take-profit levels.
One LLM argues FOR the trade. Another argues AGAINST. A courtroom trial for every trade — forced consideration of both sides. The full debate transcript is saved for review.
Three different AI models vote independently. Two of three must agree. Using models from different providers ensures diverse perspectives — or run math-only mode and skip the LLM layer entirely.
Position size. Daily loss. Drawdown. Correlation. Margin. Max positions. Broker health. Slippage. Daily trade count. Cooldown. Event risk. Regime budget. Profit target. Any single failure vetoes the trade.
The order sends to your broker. Stop-loss and take-profit orders placed at the broker level — so they execute even if SYMETRIQ goes offline.
Fill verified. Price checked. SL/TP placement confirmed. Everything written to the database — every vote, every reason, every fill. Exportable, auditable, yours.
Each agent owns one narrow domain. None can force a trade alone. All votes are weighted by trust scores that update based on prediction accuracy — agents that are right more often gain more influence.
SYMETRIQ doesn't just run strategies. It discovers them. Two autonomous research systems run in the background, finding new ideas and iterating on your existing ones.
Strategy Discovery scans financial sources, extracts trading logic, auto-generates Python code, and backtests the result. Each discovery surfaces with a name, source, backtest metrics, and confidence score.
Deploy to live strategies with one click, or reject it. You set the research interval. Each cycle costs ~$0.50–$2 in LLM credits.
Start with any strategy. AutoResearch iterates on it — tests a variation, keeps it if it improves out-of-sample Sharpe, reverts if not, then tries another. Repeat across generations.
Run the Manual Lab (your idea, SYMETRIQ iterates) or the Autonomous Lab (set a budget, let it cook). Full experiment log with OOS Sharpe tracking.
Other platforms convert your description to code. The Codifier closes the gap between what you say you do and what you actually do — by walking you through 30 historical setups and asking which ones you'd really take.
You describe your strategy in plain English (or fill out a guided form). The Codifier translates it to validated Python conforming to SYMETRIQ's strategy interface. Then it shows you 20-30 historical setups your stated rules generated — trade by trade, you tell it: would you have actually taken this?
Your Nos and Maybes are gold. That's where the Codifier surfaces the unstated heuristics — the news filter you skip on, the time-of-day cutoff you respect, the conviction-based sizing you adjust on the fly — and iterates them into the code. Most traders' strategies aren't what they say. They're what they actually do at the chart.
Codifier-generated strategies don't go live just because the code compiles. Every strategy must clear: a quick backtest, walk-forward validation (the gold-standard anti-overfit test), 14 calendar days minimum of paper trading, and a minimum of 3 closed paper trades. Backend-enforced.
Going live doesn't mean going at full size. The risk gate enforces a graduated ramp on every Codifier strategy — bounded downside while real execution data builds. The UI cannot override this. The only way out is more live trades, not more clicks.
Not a strategy discovery tool — that's AutoResearch + Strategy Discovery. Not a standalone backtester — that lives in the Quant Lab. Not a no-code visual rule builder. Not a place to write Python from scratch — manual code goes in strategies/custom/.
Eight sub-tabs of advanced analysis. Everything you'd build yourself if you had six months — integrated, tested, ready.
Probability of profit. Median equity. Probability of ruin. Percentile distribution. Shows where your strategy lives on the outcome curve.
COVID-19, Crypto Winter 2022, Flash Crash 2010, Volmageddon, Black Monday. See what your strategy would have done through every modern market trauma.
Splits data into windows. Optimizes on one, tests on the next unseen window. OOS much worse than IS = overfit. The definitive anti-curve-fit test.
Beta, momentum, value, size, volatility. See which factors your strategies lean on — and which are currently paying.
Measures how correlated your strategies are with each other. Low correlation = real diversification. Running 5 strategies that all buy the same dip = one strategy.
Per broker. Per session. Per instrument. Know exactly how much edge you lose at each venue — then route accordingly.
Live funding rates across crypto perps. Spot extreme funding — build funding arbitrage strategies on top.
How deep is the book? What's the average trade size? Know where you can actually get size filled without moving the market.
Every agent's vote. Every risk check. Every fill. Pause any agent, adjust any threshold, review any trade's full decision chain.
Dashboard imagery is a demonstration of product capability. Numbers are illustrative, not actual performance.
SYMETRIQ always starts in SIM mode — you must explicitly confirm to switch to LIVE each session.
Trade forex, crypto, stocks, indices, metals, and oil — all from the same dashboard. Data auto-routes to the right provider for each asset class.
SYMETRIQ connects via your API keys with your permissions. It can trade — but it cannot withdraw. Revoke access anytime from your broker.
SYMETRIQ is a software tool, not a fund. It doesn't hold your money, doesn't manage it, doesn't make decisions for you. You configure. You monitor. You own the outcome.
SYMETRIQ always boots in simulation. Identical pipeline, identical analysis, identical risk checks — just no real orders. You must explicitly confirm to switch to LIVE each session.
One-click Kill Switch halts new trades and cancels pending orders. Dead-Man Switch auto-halts if the system stops heartbeating. Both visible in the header at all times.
YELLOW cuts position sizes 50%. ORANGE blocks new trades. RED halts everything. Thresholds are yours — default is 5 / 10 / 15% drawdown.
Bring your broker API keys — scope them trade-only (no withdrawal permission). SYMETRIQ never stores credentials anywhere other than your broker. You can revoke anytime.
Every agent vote, every risk check, every fill is written to your database. Filter, export, or replay any decision. If SYMETRIQ did something, you can see exactly why.
Skip the LLM layer entirely. Run pure rules-based strategies with zero per-cycle API spend. Keep SYMETRIQ's speed and structure without the AI bill.
SYMETRIQ always boots in simulation. Identical pipeline, identical analysis, identical risk checks — just no real orders. You must explicitly confirm to switch to LIVE each session.
One-click Kill Switch halts new trades and cancels pending orders. Dead-Man Switch auto-halts if the system stops heartbeating.
YELLOW cuts position sizes 50%. ORANGE blocks new trades. RED halts everything.
Before any order leaves, the Risk Manager runs 13 independent checks. Any single failure vetoes the trade — no exceptions, no override.
AI-Enhanced mode uses your own API key — OpenRouter or LiteLLM, your call. Typical usage runs about $5–$30/mo depending on how much you trade, billed directly by your provider (not us). Flip on Math-Only mode anytime to drop that cost to zero.
Private beta is limited. Start on paper, go live when you're confident.
Request Private Access →Read once. Then read again.
SYMETRIQ is software. It is not a registered investment adviser, broker-dealer, commodity trading advisor, futures commission merchant, or financial planner under U.S. federal or state law, and is not registered with the SEC, FINRA, CFTC, NFA, or any equivalent regulator. Nothing SYMETRIQ provides — including AI agent outputs, strategy signals, backtest results, AutoResearch discoveries, Strategy Discovery outputs, or market commentary — constitutes investment advice, a recommendation to buy or sell any security or asset, a solicitation, or an offer. No fiduciary, advisory, or brokerage relationship is created between you and SYMETRIQ by your use of the software.
Trading securities, cryptocurrencies, futures, options, foreign exchange, and other financial instruments involves substantial risk and is not suitable for every investor. You may lose some, all, or — in leveraged or margin accounts — more than your entire invested capital. Automated and algorithmic strategies can amplify losses as well as gains, and can execute losing trades faster than a human can intervene. Do not trade with funds you cannot afford to lose.
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Backtest results, paper trading, simulated performance, hypothetical returns, and demonstration metrics shown anywhere in SYMETRIQ (including dashboard previews, marketing materials, and this website) are hypothetical, do not reflect actual trading, and have inherent limitations — including but not limited to the absence of real execution, slippage, liquidity constraints, financing costs, tax consequences, and emotional decision-making. Simulated results are often designed with the benefit of hindsight. No representation is made that any account will or is likely to achieve profits or losses similar to those shown. NO SYMETRIQ STRATEGY, AGENT, CONFIGURATION, OR FEATURE IS GUARANTEED TO BE PROFITABLE.
SYMETRIQ uses large language models and other AI systems whose outputs can be incorrect, inconsistent, biased, incomplete, or fabricated. AI agent votes, Bull/Bear debates, Swarm Jury decisions, and AI-generated commentary are automated outputs — not expert analysis. AI outputs may reflect training data limitations, provider outages, prompt errors, or model hallucinations. Do not rely on any AI output as the sole basis for a financial decision.
You are solely responsible for: (a) evaluating whether SYMETRIQ is appropriate for your financial circumstances, risk tolerance, investment objectives, and experience level; (b) configuring SYMETRIQ's risk settings, strategies, and broker connections; (c) monitoring SYMETRIQ's operation and positions at all times, including during system outages; (d) verifying the accuracy of all orders, fills, and account data with your broker of record; (e) complying with all applicable laws, tax obligations, and regulatory requirements in your jurisdiction; and (f) all trading outcomes, including losses. SYMETRIQ provides tools. You provide judgment.
SYMETRIQ connects to third-party brokers, exchanges, and data providers through their APIs using credentials you supply. Those providers are independent of SYMETRIQ and are governed by their own terms of service. SYMETRIQ is not responsible for broker outages, API failures, rejected orders, incorrect fills, price feed errors, withdrawals, custody of funds, or any other action or inaction of any third party. Your broker of record — not SYMETRIQ — is the authoritative source for your account balance, open positions, and executed trades.
SYMETRIQ is made available only where lawful. It is your responsibility to determine whether your use of SYMETRIQ, your chosen broker, and your chosen trading activity are permitted in your jurisdiction and consistent with applicable regulations. SYMETRIQ does not offer services to, and is not intended for use by, any person or entity in any jurisdiction where such offering, use, or distribution would be contrary to local law or regulation.
SYMETRIQ IS PROVIDED "AS IS" AND "AS AVAILABLE" WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, including warranties of merchantability, fitness for a particular purpose, non-infringement, or uninterrupted operation. To the maximum extent permitted by law, SYMETRIQ and its developers, officers, contractors, and affiliates disclaim all liability for any direct, indirect, incidental, consequential, punitive, or special damages — including trading losses, lost profits, lost data, or business interruption — arising from or related to your use of SYMETRIQ, whether based on contract, tort, or any other legal theory.
This notice is a summary only. Your use of SYMETRIQ is governed by our full Terms of Service and Privacy Policy, which you must read and accept before using the software. In the event of any conflict between this notice and the Terms of Service, the Terms of Service govern.