QuantDinger
An open-source quantitative research platform that documents Jev-powered pre-trade decisions alongside market data, backtesting and execution tools.
An open-source quantitative research platform that documents Jev-powered pre-trade decisions alongside market data, backtesting and execution tools.
For supported live entry paths, QuantDinger sends order, strategy, exposure, positions, and budget context to Jev for typed entry and risk checks. It records the outcome with order context; exits and emergency risk actions bypass this filter, and provider failure follows the documented fail-open path.
Assess position sizing, leverage, existing exposure, drawdown, recent realized performance, protection, and the deterministic order budget.
A trade request with source type, symbol, requested action, market/order details, quantity, reference price and notional, leverage, strategy type, signal reason, plus context containing current evidence.
Enable the AI Decision Filter for a live strategy or Quick Trade.
Assemble order and account context before an entry is submitted.
Request typed Jev checks and record provider, result, confidence, latency, and reason.
Apply the documented entry gate; let exits and emergency actions proceed outside it.
The implementation validates typed per-check choices and confidence before handing them to deterministic entry policy, with explicit fallback and fail-open handling.