Strategy
Rules, invalidation, regime fit, risk model, evidence, and known limitations.
Plan, market context, behavior, execution, and debrief in one decision workflow. Decision Desk is the first QuantBias product: a serious workstation for strategy evidence, TradeSense review, staged execution, and improvement after the trade.
Founder-led beta. Public pages explain the research foundation, product direction, and safety posture. Live trading is not enabled for public launch.
Strategy-linked draft, thesis context preserved, and changed fields visible before submit.
Make risk visible. Preserve trader agency.
Paper-first default, graduated warnings, explicit live gates, and no silent fallback.
QuantBias is built around the trader's full decision process: thesis, market context, staged execution, edge measurement, and debrief. The surface should make deliberate trading easier, not louder.
Rules, invalidation, regime fit, risk model, evidence, and known limitations.
Bias Lens and Market Lens review the decision before the trader commits.
Drafts, changed fields, route state, guardrails, and paper/live protection.
Result, behavior attribution, lesson, and next improvement plan.
QuantBias captures the trader’s thesis, changed plan, or low-context state before a trade disappears into execution history.
The product makes risk visible before the click without pretending to replace the trader’s judgment.
Results, attribution, lessons, and process changes feed the next decision instead of becoming forgotten notes.
The public site should earn credibility before it asks for excitement. QuantBias treats research, validation, and limits as part of the product story itself.
Every bias is operationalized from peer-reviewed research — roughly 33 academically-grounded detectors, surfaced only when the math supports them. No dollar figure is ever shown without a confidence interval.
It is not the market feed, the broker, the charting terminal, or the post-trade spreadsheet. It is the decision-quality layer that ties those realities together.
Brokers route orders. QuantBias is where the trader defines intent, reviews risk, and sees what changed before submit.
Charts matter, but they do not explain plan drift, repeated mistakes, or whether a strategy still deserves confidence.
A plain journal records what happened. QuantBias links decisions, fills, edge, and debrief so learning compounds.
Backtests can support a strategy, but QuantBias stays focused on the live decision process: thesis, execution, edge, and debrief.
Second Read is not the whole product. It is the decision review produced after Bias Lens and Market Lens inspect the trade from both sides.
Reads behavior: conviction, hesitation, overtrading, plan drift, revenge pressure, and repeated failure modes.
Reads context: regime, liquidity, volatility, trend, event risk, and whether the setup fits the current market.
QuantBias summarizes what changed, what risk is visible, what evidence supports the setup, and what the trader may be missing before the order is submitted.
The company vision is broader than one terminal: a product family for trader intelligence, strategy development, behavioral analysis, and evidence-based execution. Decision Desk comes first because it sits closest to the trader's real decision point.
The company surface for methodology, receipts, beta access, account identity, and the control plane for future QuantBias products.
The first flagship product: desktop-grade trade preparation, broker readiness, multi-screen staged trades, and protected paper/live workflows.
Away-from-desk review for staged trades, alerts, debrief, edge summaries, and lightweight strategy decisions.
TradeSense stays inside the first flagship product. Bias Lens reads the trader's behavioral patterns, Market Lens reads the surrounding market context, and Second Read turns both into a sharper decision review before execution.
Understands the trader and the market together. Bias Lens reads behavior, conviction, hesitation, overtrading, and plan drift. Market Lens reads regime, volatility, liquidity, and context. Second Read turns both into a decision review before execution.
A structured strategy workshop. QuantBias helps the trader create the strategy, define rules, invalidation, risk model, market regime, evidence requirements, backtest criteria, and review process.
A full post-trade reconstruction: results, fills, P&L and R-multiple attribution, plan adherence, repeated mistakes, lessons learned, and the next improvement plan.
Public website, founder access, methodology, and beta requests
Staged trades, strategy evidence, and deeper web control-plane depth
Decision Desk workstation with broker-aware execution review
A broader QuantBias product suite for trader intelligence, strategy validation, and protected execution workflows
Yes. The public website is open for positioning, research context, credibility, and beta requests while the private product app remains gated.
No. QuantBias is a decision-quality product for active traders. It does not publish “buy this now” calls or replace broker infrastructure.
Strategies are a first-class product object. QuantBias should help traders create, formalize, validate, compare, and improve their own strategy evidence.
No. Live trading remains gated and protected. Public launch does not enable open live trading.
QuantBias starts with Decision Desk for active traders: the first product in a broader trader intelligence company, with public methodology and a private product for real workflow.