Alpaca equities live · real shorts · paper-first

A quant desk for your
Alpaca account

The desk's Relative Value launch style: market- and sector-neutral long/short baskets, beta hedging, and a momentum + reversal signal — the portfolio construction a hedge-fund desk runs. Validate it on a paper account first; go live when you're ready.

The agent proposes — the app places only what you approve.

Neutral by construction. Tilted by signal.

The agent builds a basket that targets near-zero market and sector exposure, so you're paid mainly for picking the right names — not for guessing market direction. Then a per-name signal tilts it toward what it expects to outperform, while staying close to neutral.

  • Market- & sector-neutral. True long/short — real short legs on margin — or long + an inverse-ETF hedge on cash accounts (a daily-reset instrument whose hedge ratio needs monitoring), solved toward net-zero estimated beta against your benchmark.
  • Momentum + reversal signal. A cross-sectional score ranks the universe; the basket tilts toward the favored names and away from the rest.
  • Risk you can see. Beta, R² vs SPY, and net exposure on every proposal — you see the risk before you approve.
proposed basket
you> Market-neutral AI-chip spread, $10k
Chip-vs-chip spreadnet β-$ ≈ 0
LONGMUsig +1.5$3,000
LONGAMDsig +0.6$2,000
SHORTNVDAsig −0.9$3,000
SHORTTSMsig −0.6$2,000
Gross $10,000 · long $5,000 / short $5,000 · net $0. Both sides are semis and the solver targets matched market & sector exposure — you're paid mainly for MU/AMD vs NVDA/TSM on a +1.9σ signal spread, not market direction. Hedged name-vs-name, not with an inverse ETF. Approve to trade.

Built for equities

The same desk-grade tooling, applied to your stock book.

Stocks & ETFs

Diversified long/short baskets sized to your budget — fractional notional longs, whole-share shorts — placed on your Alpaca account.

Paper first, live when ready

Run the desk on an Alpaca paper account with simulated money — same engine, same risk gates, simulated fills (live executions can differ) — then switch to live when the track record earns it.

Beta & sector measurement

Know your estimated market exposure — portfolio beta, sector tilt, and how much risk a hedge removes.

Enforced risk limits

Exposure caps and daily-loss limits are enforced across your whole book; a same-instrument concentration warning counts repeated symbols. The global kill switch halts app-driven opens and closes, while resting-order cancellation and venue reads continue.

Works with your Alpaca account

Connect Alpaca in seconds — paper (simulated money) or live, API key or OAuth, credentials encrypted at rest. The agent reads your positions and proposes trades; you approve every order before anything is placed. Kalshi connects too — trade events beside your equity book under the same risk layer.

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KalshiAlpacaVercel AI SDKClaude · GPT · GeminiTavily SearchX API

Free while in beta

Quantreno is in early access. Everything described on this page is live and included — no billing yet, no card required.

Early access

Beta access

$0while in beta

The full desk, on your own connected venue accounts. You approve every order before anything is placed.

Join the beta
  • Full AI trading agent — research, sizing, execution proposals
  • Kalshi trading + Alpaca long/short equity baskets (paper or live), approval-gated
  • Market- & sector-neutral construction with a momentum + reversal signal
  • Per-sleeve P&L, exposure, and performance tracking
  • Live positions and P&L across Kalshi and Alpaca on one desk
  • Enforced exposure + daily-loss limits, a same-instrument warning, and a global placement halt

Fair-use limit of 50 chat messages per rolling 24 hours per registered account during beta. Paid plans come later — beta users will be notified before anything changes.

Trade like a desk,
not like a tab full of tickers.

Connect an Alpaca paper account and let the agent build your first neutral basket — zero real money down.