Command, validate, and execute systematic strategies
Invarianz unifies research, modelling, and execution so independent desks can operate with quant-desk rigor.
- Institutional-grade strategies tracked
- 750+
- Median signal latency
- 24ms
- Broker & exchange connections
- 120+
Active Strategies
6 runningLive Signals
Quick Actions
Built for flow
Tooling for research, validation, and live operations.
Assemble the quant primitives you rely on—technical signals, on-chain flows, market data, or execution algos—and orchestrate them with enterprise telemetry.
- Terminal intelligence
Inspect community and in‑house playbooks, algorithms, and on-chain data streams from one adaptive workspace.
- Multi-exchange order book replay
- Monte Carlo stress testing
- Alpha decay visualization
- Strategy lifecycle
Author, version, and backtest your ideas with the same engine that powers the Invarianz research desk.
- Python & TypeScript SDKs
- Deterministic compute capsules
- Portfolio-aware paper trading
- Execution you control
Deploy to your preferred venue with our hardened desktop client that signs orders locally and never holds keys.
- End-to-end encryption
- Role-based approvals
- Hardware wallet support
Operating cadence
A transparent workflow from hypothesis to execution.
Discover & benchmark
Filter strategies by regime, asset coverage, and risk budget.
Model & validate
Drag components or drop in code to simulate trades with tick-level fidelity.
Paper trade
Route signals to live market data streams without touching capital until you are ready.
Execute safely
Sync a broker, push config to the client, and let Invarianz guard every fill.