Multi-venue feeds: crypto, US, A-share, HK, JP, KR, AU, IN, UK, DE equities, global indices, FRED macro.
from inalpha_data import get_barsFind alpha with a fox's eye.
The quant familiar · backtest = paper = live
Conversational AI agents for quantitative research, strategy authoring, and paper trading — wired with Claude Code–grade engineering discipline.
The loop
An orchestrator routes your prompt across three Python kernels. Decisions flow back into the conversation — fully transparent.
Three kernels
Multi-venue feeds: crypto, US, A-share, HK, JP, KR, AU, IN, UK, DE equities, global indices, FRED macro.
from inalpha_data import get_barsIn-memory matching, backtest engine, and persistent paper trading with replay-able state.
from inalpha_paper import run_backtestMulti-analyst LLM debate. Freshness-anchored. No stale numbers passed off as insight.
from inalpha_research import debateWhy Inalpha
One strategy codebase across backtest, paper, and live. Behavior must be identical — or nothing is meaningful.
Research, decision, risk, and review have dedicated agents — opposing stances, distinct toolsets, traceable decisions.
Prefer an agent that says “I don't know” over one that sounds certain but cannot show its evidence.
Decision records, tests, declarative guards come first. Clever code is a bug nursery.
Solid infrastructure before flashy features. Surviving long matters more than running fast.
Coverage
Crypto-first, multi-venue from day one. Each market routes through the same kernel and the same agent prompts.
Built different
Declarative, config-driven, and reviewable. Not a chat wrapper.
Middleware on every tool call.
Role-scoped tool access.
Plan-then-execute with one-shot tokens.
Isolated subagents for risk and review.
Model Context Protocol native.
Parallel workers for grid backtests.
Get started
Inalpha is alpha-stage and AGPL-3.0. No real money yet — but every line is on GitHub.
git clone https://github.com/mirror29/inalpha