v0.4 · alpha Solver-routed execution now live on Base, Arbitrum, Solana →

Run quant strategies on‑chain.
Without writing a single bridge.

Compose, backtest and deploy automated trading agents to any DEX. Quantum aggregates spot, perp and LP venues behind one solver — your strategy never sees a bridge or a private key in plaintext.

Start trading — free Watch 90s overview

$184M

cumulative volume

2,418

live strategies

+18.4%

median 90d return

12 chains

solver coverage

quantum.trade/dashboard

a live screenshot · 14:02 UTC

Strategies

Mean Reversion

ETH/USDC+2.14%

Funding arb

perps · 8h+1.40%

TWAP fill

cowswap+0.62%

Grid ETH/BTC

ETH / USDC

Uniswap v4 · Base

3,847.92

+34.18 (+0.90%) 24h

Strategy · live

Mean Reversion v2

+$3,184.22 · +2.14%

SIGNAL z=2.18 → entry

FILL 0.482 ETH @ 3847

SIGNAL z=−2.34 → exit

FILL +$48.20 realized

SKIP slippage > 0.15

SIGNAL z=2.04 → entry

Solver-routed across

Uniswap v4·CowSwap·Curve·Balancer·1inch·Hyperliquid·dYdX·Jupiter

For strategy authors

Write it once.
Earn forever.

Author a strategy in Python or TypeScript, expose it as a public vault, and earn 1% management + 15% performance fees from every subscriber. Code stays on your machine — only the signed signals hit Quantum.

Hot-reload your strategy locally · solver routes orders
Built-in backtester with 5y of L2 tick data
Audit-friendly signal log on IPFS
Author profile + subscriber leaderboard

Read the SDK docs →

mean_reversion.py

from quantum import Strategy, signal

class MeanReversion(Strategy):
    pair      = "ETH/USDC"
    venue     = "uniswap-v4"
    lookback  = 48  # hours
    z_entry   = 2.0
    z_exit    = 0.5

    @signal
    def tick(self, book):
        z = (book.mid - book.sma(self.lookback)) / book.std(self.lookback)

        if   z > self.z_entry:  return "sell"
        elif z < -self.z_entry: return "buy"
        elif abs(z) < self.z_exit: return "close"

$ quantum deploy --live ✓ deployed in 2.4s

Backtest · Mean Reversion v2

Jan 2023 → May 2026

Walk-forward · 9 windows

CAGR

38.4%

Sharpe

2.84

Max DD

−4.2%

Win rate

68.4%

Honest backtests

No more
in-sample miracles.

Every backtest runs walk-forward by default — your strategy is tested out-of-sample on 9 rolling windows. Costs, slippage and MEV are simulated using the same routing engine your live trades use.

L2 tick data with venue-accurate fills
Solver-aware slippage model
Reproducible — same commit, same equity curve

Execution

Your alpha.
Not the searcher's.

Every fill goes through a solver auction with private-mempool submission. Quantum's settlement layer guarantees price-or-revert and surfaces the exact cost breakdown — gas, slippage, MEV captured.

MEV-protected Private mempool Price-or-revert Atomic multi-leg

A single fill, broken down

Fill 62%

Slippage 18%

Fee 12%

Gas

Order	10.000 ETH → USDC
Quoted	38,479.20 USDC
Filled	38,471.04 USDC
Routed via	CowSwap → Uni v4 + Balancer
Effective slippage	0.021%
MEV captured	+$2.14 (refunded)

Pricing

Free to start. Pay for edge.

Hobbyist

$0/mo

Backtest unlimited strategies. Live-trade up to $10k.

1 live strategy
1y backtest data
Community signals

Quant

Stop renting alpha. Author it.

Connect wallet Read the manifesto →

Run quant strategies on‑chain. Without writing a single bridge.

Write it once. Earn forever.