System Architecture

QuantMind is built on a distributed compute architecture designed for low-latency financial simulations. Our stack reconciles high-frequency market feeds with massive-scale Monte Carlo parallelization to provide a unified risk-frontier for retail and institutional investors.

The platform utilizes Supabase Realtime for price propagation and isolated Deno edge-nodes for simulation compute.

The QuantCore Engine

At the heart of QuantMind is the QuantCore v4.2 engine. Unlike standard linear projections, QuantCore utilizes iterative stochastic modeling to account for market "fat tails" and non-normal distribution stressors.

MethodologyStochastic Monte Carlo
Path Count10,000 / Simulation
Risk Horizon99% VaR (Value-at-Risk)

AI Portfolio Doctor

Our LLM-integrated assistant (AI Oracle) translates raw simulation telemetry into actionable strategy refinements. By correlating historical crash patterns with your current portfolio delta, the AI Oracle identifies specific structural weaknesses.

GET /api/v1/oracle/analyze?portfolio_id=QX-772

// Returns structural hedge recommendations // based on correlated synthetic market stressors.

Real-Time Risk HUD

The Dashboard HUD provides a continuous visual representation of your portfolio's stress-threshold. We utilize Fan-Chart visualizations to display the probabilistic distribution of your wealth over time under various volatility regimes.

Subscription Hierarchy

QuantMind utilizes a four-tier access model to balance retail accessibility with institutional compute power.

FREE (Explorer)

1 Portfolio, Basic Monte Carlo, Community Support.

STUDENT (Academic)

3 Portfolios, Standard Simulations, Educational Datasets.

PLUS (QuantMind Plus)

5 Portfolios, AI Strategy Insights, Advanced Risk Metrics.

PRO (QuantMind Pro)

Unlimited Portfolios, Full Interactive Oracle, Custom Models.

Upgrades take effect instantly. Downgrades are processed at the end of the billing cycle. Data is preserved across all tiers.