Kwiz Quants
Institutional-grade systematic trading strategies, rigorously validated through a multi-layer pipeline and automatically executed on your MT5 account. You keep full control of your capital. We provide the intelligence.
Live Dashboard Coming Soon
The Kwiz Quants monitoring dashboard will be embedded here once deployed.
How It Works
From strategy selection to automated execution — fully transparent, fully under your control.
Select from our validated strategy library across multiple currency pairs and timeframes — or bring your own strategy for our validation pipeline.
Securely connect your MetaTrader 5 brokerage account via our MetaSocket infrastructure. Your funds stay in your account — always.
Strategies execute automatically with full transparency. Monitor performance in real time through your dedicated dashboard.
Strategy Library
Each strategy family targets distinct market inefficiencies. No proprietary signal logic is revealed — we show the approach, you see the results.
Cross-pair lead-lag 28 forex pairs
Exploiting short-term predictive relationships between correlated currency pairs. Signals derived from lagged cross-pair price dynamics across multiple timeframes.
Single-pair + multi-pair Majors & crosses
Machine learning models trained on price history for both single-instrument and multi-pair settings. Signal generation validated through walk-forward cross-validation.
Rolling correlation Euro, yen & commodity crosses
Mean-reversion strategies built on time-varying correlation between structurally related pairs. Entry/exit triggered by correlation breakdowns and subsequent restoration.
Cointegration / spread mean-reversion Majors & crosses
Statistical arbitrage on cointegrated forex pairs. Spread modelled as a mean-reverting process; positions initiated when the spread deviates beyond statistically significant thresholds.
Our Differentiator
Our strategies are held to institutional-grade validation standards before they ever touch real capital. This disciplined process is what separates Kwiz Quants from signal-selling retail operators.
Each of the 52,248 strategy-pair-timeframe combinations is run through 10-fold walk-forward cross-validation with parameter grid search (70% train / 30% test per fold) on Dukascopy historical OHLC data. Multiple pipeline runners claim work atomically from a shared SQLite queue so the search parallelises across machines. Fold results are aggregated and fed into a 6-dimension Composite Robustness Score (CRS): Deflated Sharpe Ratio, Probability of Backtest Overfitting, trade sufficiency, fold hit-rate, return CV, and exit resilience.
Strategies that survive Stage 1 are re-run inside the native MT5 Strategy Tester using broker tick data — real spreads, real execution costs. Our KwizStrategyTester EA runs the same strategy logic in tester mode as it does in live trading, eliminating implementation drift. MT5 launches natively on Windows or via a Wine64 bridge on macOS. This stage catches gaps that OHLC backtests miss.
Only strategies that pass both stages and achieve a Composite Robustness Score of at least 0.50 across all six dimensions enter the validated pool. Fewer than 1% of the 52,248 candidates clear this bar. Strategies scoring CRS ≥ 0.75 with Sharpe ≥ 1.0 are promoted to the top tier; the remainder are monitored. This dual-gate design ensures no strategy reaches production without surviving tick-level execution under real broker conditions.
# Kwiz Quants — 2-Stage Validation Pipeline
# 52,248 strategy × pair × timeframe combinations
# Stage 1: walk-forward grid search (Dukascopy OHLC)
cv <- run_unified_cv(
strategy, n_folds = 10,
train_pct = 0.70, grid_search = TRUE
)
crs <- score_robustness(cv,
dims = c(“dsr”, “pbo”, “trade_sufficiency”,
“fold_hit_rate”, “return_cv”, “exit_resilience”)
)
if (crs >= 0.50) {
# Stage 2: MT5 tester — KwizStrategyTester (broker tick data)
# same EA runs identically in tester and live modes
run_mt5_tester(strategy, ea = “KwizStrategyTester”)
}
Infrastructure
Kwiz Quants runs on production-grade infrastructure designed for reliability, transparency, and performance.
Signal generation, 2-stage validation pipeline, and portfolio management — all in R. Dashboard, Payments API, and Strategy API are containerised in Docker with renv-locked packages.
Our own MT5 EA. A single EA that runs identically in MT5’s Strategy Tester and in live trading — no mode switching required. Handles 105 instruments across 9 asset classes with split take-profit and position recovery.
13-module Rhino/Shiny app: strategy selection, live trading orchestration, real-time P&L, backtesting UI, and client management — backed by Plumber APIs.
Columnar, Arrow-native persistence with ephemeral DuckDB connections — thread-safe for concurrent dashboard and trading processes. SQLite WAL queue for parallel backtest coordination.
Pricing
All plans include the multi-layer validation pipeline and real-time monitoring. Currently in early access — contact us for pricing details.
Request early access to Kwiz Quants or schedule a demo to see the platform in action.