Use cases · Quant + paper
Use case: paper-book a master strategy into $100k
You want the full loop: pick who sells/buys (O’Neil, Turtle, Seykota…), let the desk screen a liquid universe, occupy virtual cash, then mark the book to market. That is the Paper $100k + Quant Lab job — not a live ticket.
- Quant Lab full pipeline or Paper desk “Run strategy → book”.
- Equal-weight slots, max open positions you choose.
- Sync market revalues equity and unrealized P&L.
- Ends in a paper ledger — never “you should buy.”
When to run it
After you understand one ticker on the committee. Use the $100k book when the question is “how would this rule occupy a portfolio,” not “what should I buy today.”
Equity vs crypto pools
Liquid mega-cap, growth, and core ETFs for stocks. Crypto majors stay price/volume. Do not force CANSLIM fundamentals onto BTC.
What good output looks like
A short screen table, open lots with avg cost vs mark, and a return % on virtual equity. If the curve tempts you to skip a kill-condition on a live broker, stop — the paper book did its job.
Questions
Will this place a live order?
No. Virtual cash only. See /paper-trading-account.
Where do I start?
Open /dashboard?entry=paper or run Quant Lab pipeline and book signals.
How is this different from US quant Shares?
US quant is a single-name daily-bar tape. This use case is multi-name selection into one $100k book.
Related
Register and book a paper strategy
Create an account, run a master pool screen into the $100k book, and sync marks. Research simulation only.
Create accountResearch simulation. Isolated briefs never say you should buy. No order routing.