Connect signals, strategies and AI agents to one automation layer. Build automated workflows, run trading engines, and send orders to every account you already hold, where your own broker executes them.
Signals · Automation · Trading engines · AI agents · Multi-broker reach
Stocks · ETFs · Options · Crypto, sent to the brokerage accounts you already hold.
Two ways to start
Bring the signals you already send, or create them here. Either way the strategy, the risk rules, the broker and the record are the same ones, which is the difference between this and a webhook relay.
Any tool that can send a request can start a strategy here: a TradingView alert, your own script, a scanner, a colleague's webhook. KuantSignal turns the event into a qualified, sized, risk-checked order rather than passing it straight through.
KuantEngine makes the signal itself. Indicators, conditions across timeframes, entries, exits and risk in one declaration, with no external alert source to depend on.
Both conditions confirmed on closed bars. The strategy is armed and the entry is prepared.
Illustrative data. The instrument, prices, strikes, expiry and figures shown are examples chosen to show how the product works. They are not live market data, not a trade, not an opinion about any instrument, and not a recommendation.
Start anywhere. The lifecycle after that is one system.
Features
Bring the signal or build the rule. What happens after that is the same system either way, and none of it is a second product you have to wire up.
Send signals from your charting tool to one address, scoped to a single strategy.
Or build the rule here, on the timeframe you choose, in the engine's own vocabulary.
A daily trend filter and a fifteen-minute trigger belong to the same rule.
Watch one symbol and trade another. QQQ's RSI can open an NVDA position.
Stocks, ETFs, options and crypto, in one workflow rather than four.
Spreads as rules of their own, with an expiry resolved again every time one fires.
Structures whose maximum loss is known before the position opens are marked as such.
Part of the same declaration as the entry, not a second screen you remember later.
By quantity, by amount, or by a share of the account, decided when the rule fires.
Keep a rule from firing into a thin pre-market book. Crypto trades around the clock.
Rules and gates that can refuse an order before it leaves for your broker.
Replay a rule on the engine that trades it live, reading recorded bars instead.
Rehearse on a paper account for as long as you like before it costs anything.
Every connection in one view, each reporting its own balance and what it covers.
Positions split by the rule that opened them rather than netted into one line.
Fills, exits, and closes that happened at the broker, by email, push and in-app.
The same vocabulary over a machine interface, with the confirmation kept for you.
Watching, armed, triggered, managing, closed. Every state change is written down.
One vocabulary underneath all of it, whether a rule was written here, sent from a chart, or drafted by an agent. That is the part that cannot be assembled from separate products, because it is the part that has to agree with itself.
The lifecycle
A relay has one of these stages. The distance between a webhook service and this is the other six: a validation that can refuse, a monitor that says what the strategy is thinking, and a record of why it was paused.
The discovery tools answer with an area and two levels, never a single price, and they report how much evidence the answer rests on.
Advancing on its own. Pick a stage to take over.
From a blank form to an armed strategy
Options chains, indicator maths, expiry rules, broker plumbing: a genuinely complicated world, and none of it is what you should be spending an afternoon on. Six steps in the real application, in order.
Playing on its own. Pick a step to take over.
Options, without the chain-first workflow
A chain asks you to already know which contracts you want. This asks what you think, then shows the structures that express it, each one graded for what it can cost you.
Risk is graded in three, not two. A short put's worst case is bounded and knowable and can still be larger than the account, so it is neither defined nor undefined. Calling it defined would let it through a defined-risk-only filter; calling it undefined would hide a cash-secured put from someone cleared to trade one.
A contract you name today is a different position next month. So an options rule does not carry a contract, it carries a rule for choosing one, and the resolver picks an eligible expiry every time the rule fires.
0DTE is not a shortcut and nothing here makes it one. A same-day expiry gives the position no time to recover from being wrong, and defined-risk structures are marked so you can see which ones cap that.
Pick the view, pick the structure, set the strikes as offsets rather than typed prices.
Keep it as a template. Offsets survive the month a typed strike would not.
The conditions are monitored while you are not looking at them.
Fire it yourself, or let the automation fire it under the same rules.
Illustrative data. The instrument, prices, strikes, expiry and figures shown are examples chosen to show how the product works. They are not live market data, not a trade, not an opinion about any instrument, and not a recommendation.
AI-native, with the boundary drawn in code
A sentence goes in and a draft comes back with named fields, some resolved and some not. The unresolved ones are the point: it will not guess at a number it cannot carry.
Not a setting, and not a promise kept by being careful. Confirming an order requires a scope that 2 of the platform's 20 are excluded from, and no API key can be issued holding one.
The same 27 tools are reachable from supported AI clients through the platform's MCP surface, under the same scopes and the same record.
How the agent layer worksIllustrative data. The instrument, prices, strikes, expiry and figures shown are examples chosen to show how the product works. They are not live market data, not a trade, not an opinion about any instrument, and not a recommendation.
Execution and accounts
The strategy logic lives here. The money does not. Orders are transmitted to the account you already hold, under your own credentials, and the rules that produced them stay visible.
Why it holds up
Not an architecture diagram. Each of these is a property you can see from the outside, and where a figure exists it is one a test pins to the code that produces it.
Not just open or closed. Watching, setup forming, armed, triggered, managing, invalidated. Every change is an event with a time on it.
Position, exposure, sellable balance and autonomy checks all run first. A refusal names the rule that refused, and that id is what the audit row carries.
Each condition carries its own timeframe and symbol, so a one-hour trigger can sit beside a daily filter and a signal on one instrument can trade another.
Stocks, ETFs, options and crypto move through the same lifecycle, so what you learn on one is not thrown away on the next.
The AI surface reads and proposes through the same scopes, the same guardrails and the same record as the app. It gets no private path.
Which rule fired, what it was checked against, who approved it and which ruleset version was in force. Written down, not reconstructed.
There is no latency figure, uptime percentage or throughput number on this page. Nothing here may print a benchmark that has not been measured and approved for publication, and a blank is better than a number a reader would have believed.
Build it. Test it. Connect it. Run it. Watch it.
From the first condition to the final execution, on the brokerage account you already hold. Begin with paper trading and move forward when you are ready.
