Product overview
The strategy marketplace centers on each strategy's version, market, timeframe, risk, parameters, and evidence. Data, analysis, scheduling, and execution frameworks are runtime compatibility boundaries: after a user chooses local or hosted, the system matches the required Runtime. Planned entries expose product and parameter space without pretending to run.
Technical strategies have runnable configs and arbitrage has selected monitoring configs. Options and Polymarket are discoverable but not runnable. Real historical datasets, public hosted self-service, and production live remain unavailable.
Using the web
- Browse strategies directly, filtering by market, category, and currently available runtime.
- Read the thesis, risks, stop conditions, parameters, and evidence status.
- For an implemented strategy, choose hosted or local and let the system match its runtime components.
- Planned entries have no fake runtime or download action.
No-install AI Context
Give the public AI Advisor Context to Codex, Claude, OpenClaw, or another harness. The server-rendered page exposes preference cards, the current strategy catalog, versions, evidence status, and a recommendation endpoint without requiring a CLI or Skill.
- In Codex, switch to Plan mode and copy the dedicated prompt to request native single-select cards with two or three options and conditional market questions.
- The page can request cards, but the current client and question tool decide whether to render them; text is the fallback.
- Recommendations cite a published strategy
slug/version. - A market with no published strategy returns an empty result, not a crypto substitute.
- The public layer stores no session, accepts no secrets, and places no order.
Hosted runtime
Hosted runtime is for 24/7 operation, remote visibility, and low-frequency shared signals. Paper is the default. Limited live spot requires a server switch, a validated encrypted account, and explicit bot activation.
The website does not yet offer public self-service. Identity, tenant authorization, automatic reconciliation, a position ledger, and a kill switch remain prerequisites.
Local Runtime
Local mode requires no signup and runs multiple compatible strategies in one background process. The download center now combines a framework directory, each framework's strategy configurations, and verified release files. The current packaged Runtime and Developer Source belong to Technical Indicators. Future options, Polymarket, or multi-leg frameworks may have separate dependencies and config formats instead of pretending the current Runtime is universal.
quantelse-local validate --config runner.json
quantelse-local run --config runner.json --offline
quantelse-local run --config runner.json --ui --offline
quantelse-local context --bot my-strategyStrategy JSON never contains API keys. Local credentials enter the OS keyring through the terminal. AI context includes redacted state, signals, and events. Hyperliquid public candles can drive paper execution; live still requires a validated account, a global switch, and explicit activation.
CLI / AI harness
Codex, OpenClaw, and other harnesses should call controlled commands and APIs. They should not read trading secrets or execute arbitrary AI-generated trading code. The professional strategy-management CLI/Skill is the second layer and remains planned.
Recommend a strategy
quantelse recommend \
--goal 'conservative BTC grid' \
--budget 1000 \
--risk lowHarness contract
- Natural-language intent becomes a validated strategy specification.
- Backtest output carries the data source, costs, and warnings.
- Runner commands emit structured single-line JSON.
- AI receives strategy and bot references, never secrets.
HTTP API
Public Context, recommendations, and backtests do not require a CLI. See the full interactive API Reference ↗.
/v1/frameworksRuntime compatibility for developer tools/v1/strategiesTag, market, risk, and status filters/v1/strategies/{slug}Detail, parameter space, and evidence/v1/advisor/contextDiscovery snapshot; recommendations use available entries only/v1/backtestsBacktests for supported technical strategiesBacktest data
Published performance starts empty. Technical demo backtests use synthetic data and label it demo-paper-synthetic. Funding and multi-leg, options, and prediction-market strategies require synchronized order-book, options-scenario, and event-resolution engines respectively. Results stay empty until the matching engine is released.
API key safety
- Paper mode needs no exchange credentials.
- Live keys never belong in URLs, parameters, logs, or AI chat.
- Disable withdrawal and transfer permissions; prefer subaccounts and IP allowlists.
- Hosted credentials are encrypted. Local credentials use the operating-system keyring; strategies and AI receive only an opaque
account_ref.
Popularity, backtests, and AI analysis do not guarantee future results. Switching to live must remain a clear, separate, reversible user action.