Markets and boards
Browse published crypto, A-share, and US-equity instruments, favorites, and boards, then open chart research.
Quantitative research and execution workspace
Move from market research to paper and live execution in one workspace without losing context or evidence.
Capabilities
From published markets through strategy versions, validation, screening, paper trading, live execution, and notifications, capabilities share the same objects and constraints.
Browse published crypto, A-share, and US-equity instruments, favorites, and boards, then open chart research.
Create a strategy with the editor or Agent; each source change becomes an immutable version instead of overwriting prior results.
Read a public strategy's full version tree and source, then fork an independent private copy from an exact version.
Bind frozen versions, parameters, markets, and date ranges into reviewable evidence, then compare bounded parameter sets.
Keep checking directional signals from multiple frozen strategies across a durable instrument pool, with optional delivery.
Observe account projections in market replay, then notify, approve, or execute according to account capability.
Send runtime state in-product or to verified Telegram, Slack, Discord, and Feishu destinations.
Advance the research with the current page and published data; writes and trading-related actions follow your approval settings.

Research example
A chart observation is only the start. StratThread fixes the research logic in a strategy version, then validates it with an exact market, timeframe, parameter set, and date range.
Identify trend, volatility, and signal conditions without treating a visual impression as a conclusion.
Express the rules in an immutable strategy version, with later changes leaving new nodes.
Run validation with a frozen market, timeframe, parameter set, and out-of-sample interval.
Strategy thread
Each step retains the exact objects and constraints from the one before, so results can continue into validation, comparison, and runtime.
Research only instruments the server has published and marked ready; boards, charts, and favorites share that identity.
Create a strategy identity with the Agent, editor, or a Marketplace fork; later edits leave new immutable nodes.
Backtests, parameter experiments, and screening signals bind a frozen version, market, timeframe, and date range.
A frozen strategy version processes each confirmed market bar and updates simulated equity, positions, and fills—without connecting real funds or becoming live trading.
Begin with an exact market identity that the server has published and marked ready.
Create traceable versions with the Agent, editor, or Strategy Marketplace.
Bind an immutable result to a frozen version, parameters, market, and date range.
Observe strategy and account projections in continuous market replay.
Notify, approve, or execute according to account capability, with an audit trail.
Deliver important state and outcomes in-product or to connected destinations.
Collaborative research
The Agent combines the current instrument, timeframe, indicators, and chart annotations into a reviewable assessment. It does not place an order or make the investment decision for you.
Identify the focused instrument, timeframe, loaded range, enabled indicators, and chart annotations.
Turn trend, support and resistance, and follow-up conditions into a clear research note.
Chart changes follow your approval settings; an assessment never becomes a trade instruction by itself.
Real workflows
Choose a scene to see how the Agent advances a task with the current page. Every screen is a dated product example.
01 · Research
Move from breaking down a complex question to combining chart and business evidence, then return the key levels to the chart.
02 · Action
Confirm the object and destination before acting, then create the alerts and return a result the user can inspect.
Full lifecycle
The same strategy identity and immutable versions move through validation and runtime, with every result bound to an exact market, timeframe, parameter set, and date range.
Backtesting, paper trading, and live execution use the same reviewed strategy semantics to reduce environment drift.
Strategy versions, run inputs, and completion evidence remain traceable instead of being silently replaced by new data.
Approvals, account capabilities, and exact market identities constrain executable actions.
StratThread is a quantitative research and execution workspace connecting market discovery, strategy creation, historical validation, paper trading, live execution, notifications, and Agent collaboration.
Current research coverage includes published, ready crypto, A-share, and US-equity instruments. Timeframes, backtesting, and trading capabilities depend on the published capability of each market and data source.
No. StratThread supports research, validation, and execution workflows; it does not promise returns. Market data and analysis may be delayed and are not investment advice.
Start researching
Start with published market data and turn an idea into a strategy workflow you can validate and trace.
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