Voltacent Quantitative Technologies
Production FX models, served as APIs.
Direction, magnitude and volatility models running live in production, available through one API.
Research snapshotSTAGING
Hybrid XGBoost classification
xgboost_20260916_103341
- Target
- Next-H1 direction
- Horizon
- 1 hour
- Features
- 103 features: 71 tabular + 32 causal TCN latent features
- Validation
- 11-fold OOS evaluation, 2016–2026
- Mean gross Sharpe
- 5.853
- Mean max DD
- −2.80%
- Worst max DD
- −6.09% (2020)
- LEAN status
- NOT YET TESTED
Catalogue-reported historical backtest results. Not independently audited, live, or guaranteed.
Product stage
RESEARCH / STAGING
Research
RUN-LEVEL PROVENANCE
Telemetry
CANARY SNAPSHOT · NOT LIVE
SAMPLE LEDGER — SEPT 2026 CANARY RUN| Date | Asset | Direction | Volume | Net bps | Status |
|---|
The source snapshot records 9 recent trades, but row-level details are not present in the available project copy. No rows are fabricated.
The source snapshot records 9 recent trades, but row-level details are not present in the available project copy. No rows are fabricated.