Strategy screener → draft pipeline
Browse the Zalpha strategy library in a dual-rail screener, then transfer papers into research drafts. Customize and backtest open in dashboard Strategies — live broker stays fail-closed.
manual:intakeMANUAL · 0 citations
Alpha Factory manual intake object.
Quant desk strategy library
Dual-rail screener connected to Zalpha Strategies. Filter by family, open mechanism detail, then Use / Customize / Backtest in the live library.
Turn a raw idea into an Alpha Draft
Intake
Normalize paper, card, or manual idea into one object with title, source, summary, body, and tags.
Mechanism
Extract the actual force: funding pressure, liquidity fracture, behavioral flow, balance-sheet constraint, volatility regime, or execution edge.
Signal
Translate the mechanism into observable inputs: price, spread, funding, vol, positioning, term structure, or timing window.
Route
Decide whether the candidate becomes a card, monitor, backtest hook, option-board object, or archive resident.
Strategy Object Candidate
Manual Alpha Intake
Execution
Cross-asset
Execution / microstructure edge: Transfer source: manual:intake Object ID: manual:intake Goal: convert external research or internal knowledge into a strategy object candidate. Required output: mechanism, signal hypothesis, regime fit, execution constraints, failure modes, and next build route.. Adverse selection and schedule design determine whether the signal survives costs.
If Manual Alpha Intake is correctly identified as a tradable force, then an observable proxy (price, spread, funding, vol, or positioning) should move with a defined timing window and fail closed when the regime inverts. Mechanism anchor: Execution / microstructure edge: Transfer source: manual:intake Object ID: manual:intake Goal: convert external research or internal knowledge into a strategy object candidate. Required output: mechanism, signal hypothesis, regime fit, execution constraints, failure modes, and next build route.. Adverse selection and schedule design determine whether the signal survives costs.
Price / spread series / Volatility or regime proxy / Liquidity / funding proxy where relevant / Timestamped event or paper source
Directional variable / Timing window / Regime filter / Failure trigger
Overfit / Lagging signal / Crowded trade / Insufficient liquidity / Non-tradable data / Regime inversion
Where should this object go?
Manual Alpha Intake
Execution
Cross-asset
Pull evidence, related objects, contradictions, and route targets.
Promote to Codex CardTurn the candidate into a persistent library object.
Backtest HookPrepare rule logic for future testing or execution mapping.
Zalpha MonitorRoute to monitoring logic before pretending it is a strategy.
Archive / KillKeep it as research memory if it cannot become tradable.