Duality Institute

Science Research Funded Through Trading

A black hole binary system that resembles our logo, produced by NASA's Goddard Space Flight Center.

Project: CILA

CILA (Computational Intelligence for Low-Frequency Assets) is an agentic AI model specialized in financial trading.

We are making CILA a solid Desk Quant:

  • Backtest: Conducting a wide range of accurate backtests, primarily at a daily frequency.
  • Portfolio Analytics: Performing portfolio construction, stress testing, and portfolio simulation tasks.
  • Risk Management: Calculating risk measures on positions and portfolios.
  • Fundamental Research: Gather market information from trusted news channels and sources to provide market updates and in-depth research.
  • Economic Analysis: Monitor economic data releases and major economic events to support informed trading decisions.

Our ultimate goal is to develop CILA into a Quantitative Researcher with advanced quantitative skills, including:

  • Full-scale human-AI interaction for building quantitative signals
  • Complex trading signal construction
  • Grid search in signal parameter space
  • Transaction cost analysis
  • Robust portfolio optimization