Thermite for Finance
Strategy research, faster engines and validated models, with every trial on record.
Backtests overfit as the number of trials grows, so the judge backtests every candidate with costs and no look-ahead, withholds the latest years and records the number of trials. Goal campaigns take a pricing model through its validation tests; research campaigns gather every figure banks file on a question, each checked against the record it quotes.
Trading strategy research
Agents change signals and portfolio construction. The judge backtests each version with costs, one day at a time, and tests wins on years and a market the agents never see.
For Solo builders · Startups
- Measures
- Growth at 10% volatility, after costs
- Holds
- Limits and drawdown held
- Hidden
- The latest years and another market
Pricing and risk engine performance
Agents optimize the Monte Carlo and pricing code. The judge times a slice of the book on your machine and checks every price and Greek against reference values.
For Enterprises
- Measures
- Seconds to price a slice with Greeks
- Holds
- Prices and Greeks within tolerance
- Hidden
- A slice the agents never see
Research from public filings
Agents read the figures banks file with the SEC and the FDIC, as JSON, and record each with exact quotes. Code checks every quote and number against the archived data, and a panel of models decides each question.
For Solo builders · Startups · Enterprises
- Counts
- Verified figures, bank by bank
- Checked
- Each quote and number found in its archived data
- Decided
- A panel of models, by majority
Pricing model validation
Agents implement and fix a new pricing model. The judge runs the validation plan's tests, from benchmark prices and no-arbitrage to convergence and stress, and the run ends when every goal passes twice.
For Enterprises · Startups
- Measures
- Validation tests passed, goal by goal
- Holds
- Benchmarks, no-arbitrage and convergence held
- Hidden
- Market data from unseen days
Guides by audience
Twenty minutes to a first verdict.
Install it on one computer, or ask your own AI agent to:
Set up Thermite on this computer for me: follow https://usethermite.com/llm-setup.txt