Helix  Terminal
Quantitative Research System

Helix

One signal core. Three markets. Every step from a raw idea to a validated book — honest by construction.

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What you can do with it

—A research terminal that goes data → signal → backtest → combine → validate, the same code path live or in research, gated by an honest deflated-Sharpe test.

01 · Region-aware

Three markets,
one workflow

Switch between US, China A-shares and Hong Kong and the whole app re-derives — methods, screener, data, book and market rules (long-only, price limits, stamp duty) all follow the region.

US · T+2 · long/short CN · T+1 · ±10% limit HK · stamp duty
In the exhibition: the Markets wing →
Global universe live
US HK CN
02 · Factor Lab

576 factors,
ranked & deduped

A 572-alpha zoo (WorldQuant 101, Guotai-Junan 191, Qlib 158, academic anomalies) plus Helix-authored event factors like PEAD and six pre-registered research grids. Rank by information coefficient, collapse the redundant ones by correlation, and read each one's formula in the Docs tab.

576 factors IC leaderboard correlation dedup promote-to-sleeve
In the exhibition: Noise Floor →
US · IC-IR leaderboard21d horizon
events_roe_drift.39
carhart_mom.30
momentum_12_1.30
qlib158_std60.25
events_pead.19
03 · Strategy Builder

Compose a book,
no code

Stack sleeves — momentum, value, low-vol, a factor composite — set weights, and an inverse-vol allocator merges them into one combined book. Add a strategy to the YAML and it joins the blend; nothing to wire.

multi-sleeve inverse-vol allocator shadow ledgers
In the exhibition: Contagion →
Sleeve composerhover the deck
Sleeve
value_xs
26%
Sleeve
low_vol_xs
22%
Sleeve
momentum_xs
34%
momentum_xs34% value_xs26% low_vol_xs22% composite_xs18% Combinedbook
04 · Backtest · Combine · Validate

Honest by
construction

The full pipeline runs next-open fills, costs on real trade deltas, and reports the fidelity gap. Then the gate: a deflated Sharpe that discounts for how many factors you mined — so luck doesn't get promoted.

next-open fills walk-forward deflated-Sharpe gate
In the exhibition: The Frontier →
Combined equity vs SPY1635d · fast
✓ Signal-parity ✓ Risk ⟳ Deflated-Sharpe gate
05 · Paper & execution

Unattended paper,
read-only live

An unattended paper loop rebalances on a schedule; a read-only IB paper-account monitor watches fills and positions. The real-capital path stays fail-closed behind HELIX_ENV=live — never reachable from the browser.

scheduled rebalance IB paper monitor kill-switch
In the exhibition: Depth →
Order flow paper
Signal→ Order→ Fill
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factorsin the lab
4 native + 572 zoo
0
marketslive
US · CN · HK
0
layersrunning
STATUS.md map
0
testspassing
invariants enforced
Under the hood

Three engines behind one signal core

Engine-agnostic signals feed a fast research loop, a typed-event kernel, and — behind clean interfaces — heavier ML and execution engines you graduate into.

Factor core

Feature matrix

Turns the parity-guarded signal registry into a cross-sectional, point-in-time feature matrix for prediction.

ML core

Supervised alpha

Ridge / gradient-boosted trees with purged, embargoed walk-forward so out-of-sample IC is honest. Qlib is the Docker upgrade.

Event core

Typed-event kernel

Market → Signal → Order → Fill through a bus — the architecture you graduate to NautilusTrader from.

Signal parity Broker import boundary Strategy conformance

From idea to validated book.

The whole pipeline runs locally in the terminal — pick a market, rank the factors, compose a book, and let the gate decide.

Enter the Exhibition → Walk the Markets wing