Darquant breeds, mutates and backtests thousands of trading strategies every generation. Statistical gates kill the lucky ones. Survivors compete in a live arena — and the strongest lineage takes capital.
Every cycle, code-level strategies are crossed and mutated, stress-tested out-of-sample, and ranked by multi-objective fitness. Weak lineages die. Strong ones reproduce and graduate to live capital.
LLM-driven crossover & mutation produce complete, novel strategy code each generation.
→Backtrader runs every genome with walk-forward windows and lookahead-bias audits.
→PSR / DSR significance gates reject strategies that are merely lucky, not skillful.
→NSGA-II ranks survivors on return, drawdown & robustness — a Pareto front, not one metric.
→The fittest lineage enters the live arena under shadow mode, then real capital.
The Arena is a continuous tournament. Capital is normalized across competitors, exposure is aggregated, and a deterministic curator retires underperformers with a full soft-delete audit trail. No black-box deletions — every promotion and culling is logged.
Circuit breakers, slippage tracking and collision detection keep the live book honest. Metrics stream to Prometheus & Grafana in real time.
NSGA-II evolves a Pareto front across return, risk and robustness — never overfitting to a single number.
NSGA-II · ParetoProbabilistic & Deflated Sharpe Ratios separate genuine edge from multiple-testing luck.
PSR · DSRRolling out-of-sample validation with in-sample/out-of-sample consistency checks on every genome.
walk-forwardHidden Markov regime detection seeds the population so strategies adapt to changing market states.
HMM · 6–8 regimesShadow mode, circuit breakers, aggregate-exposure limits and collision detection before a cent is risked.
shadow · breakersScheduled promotion & retirement with soft-delete audit logs — reproducible, never a black box.
Celery · auditDarquant is opening a small private beta for systematic traders and quant researchers. Request access below.
Darquant is research & trading-automation software. Nothing here is financial advice. Algorithmic trading involves substantial risk of loss; past or simulated performance does not guarantee future results.