
Quant Hedge Fund AI Trading Analysis System
Deployed a multi-Agent AI trading analysis system for a quant hedge fund team — covering quant strategy generation and backtesting, real-time market analysis, portfolio monitoring, and anomaly risk alerts — freeing analysts to focus on decisions rather than repetitive work.
- Client
- Yangtze Delta quant fund: 5 researchers + 2 engineers, runs 3 strategies (CTA / equity long-short / arbitrage) on self-built trading infrastructure
- Pain point
- Slow strategy iteration, manual market analysis, hard real-time risk capture
- Tech stack
- LangGraph multi-Agent orchestration + akshare/tushare real-time market feeds + Qwen3-14B on-prem + BGE-M3 Embedding + Milvus vector DB + FastAPI async queue
- Deployment
- On-premise GPU cluster, strategies & research never leave the network


