Status: In Beta

Λόγος · Reason

Parallax

Agentic Intelligence for Quantitative Research

Parallax runs specialized agents for macro analysis, factor research, sentiment synthesis, and risk modeling on a single research thread. Every insight is traceable to its data source, every backtest self-critiqued for overfitting and regime-sensitivity.

parallax · agent sessionRUNNING
Macro Finance

› query

Pulling FRED macro indicators
Engineering lag & spread features
Training XGBoost + Bayesian model
Backtesting 1990 – 2024
Rendering probability timeline
1/5 STEPS
20%

4

Agent Domains

100%

Traceable

Beta

Institutional

01

Multi-Agent Market Reasoning

Specialized agents for macro, factor research, sentiment synthesis, and risk modeling collaborate on a single research thread — mirroring Morbius' architecture, applied to markets.

MacroFactorSentimentRisk

02

Evidence-Grounded Strategy Research

Every generated insight is traceable to its underlying data source, filing, report, or dataset — no black-box signals.

10-KTick dataMacro seriesBroker reportAlt data

03

Autonomous Backtesting & Scenario Analysis

Parallax proposes, runs, and critiques its own backtests — surfacing overfitting risk and regime-sensitivity automatically.

Walk-forwardOverfit riskRegime splitStress scenario

04

Narrative-to-Model Translation

Converts qualitative market theses into structured, testable quantitative models — bridging discretionary and systematic research.

ThesisVariablesSpecificationTestable model

05

Institutional-Grade Audit Trail

Every research conclusion is fully explainable and reproducible — built for institutions where “why” matters as much as “what.”

LineageVersioningReproducible runSign-off

Parallax is in closed beta with select institutional partners.