Build, backtest and deploy quantitative trading strategies with a visual DAG editor — Built on Sui.

Data, signal, graph, regime, risk, and execution agents collaborate in real-time under an explainable, auditable co-pilot framework.
The system's decision loop combines specialized analytics: Data, Signal, Graph, Regime, Risk, and Execution agents vote in sequence before writing a traceable consensus receipt.
Position sizing, VaR, drawdown, liquidity, correlation, VIX, and custom crisis rules can immediately intercept and block any automated order signal.
Combine visual DAG blocks or Python DSL with live sentiment, regime, and institutional flow.
strategy.signal("SUI")Simulate high-concurrency neural compute loops. Type optimization and allocation calls directly into the sandbox terminal below.
By segmenting processing operations into strict visual and functional stages, the Xorr methodology isolates workload overheads and accelerates throughput.
Instantly delegate computation queries across a secure peer cluster without centralized bottleneck latency.
Leverage state-of-the-art encryption tokens guaranteeing bulletproof request provenance on every execution pass.
Chain and compile complex LLM agent instructions, executing them locally within hardware-accelerated shells.

“Migrating our latency-critical execution loops to Xorr cut node failure rates to 0% while bringing sub-millisecond dispatch metrics back to main production pipelines.”