London Strategic Edge

Open source quantitative infrastructure for trading and research.

[London Strategic Edge @Londonstrategic]

Introducing LSE Terminal, an open source agentic AI IDE for quantitative finance. Market data is integrated via LSE Data directly into the platform.

We created Veron, our AI agent trained with native visual understanding of the terminal. Veron can interpret what is happening on screen and directly access the terminal’s quantitative functions, making it the first agent of its class built specifically for quantitative finance.

Brokerage connectivity runs through Brue, our adapter layer for standardising external broker integrations.

[London Strategic Edge @Londonstrategic]

Share what you're building today using lse-data!

[flat_moon_society @flatmoonsoc]

@Londonstrategic created an amazing open-source trading terminal. It’s still early, and the open-source approach gives us plenty of room to experiment and ship additions faster through a fork.

I’ve been building on it with:
• Portfolio backtesting across multiple strategies and instruments
• Detailed backtest view with saved backtests you can reopen after restarting
• Clearer strategy vs. buy-and-hold comparisons
• More detailed reports and trade exports
• Monte Carlo simulations and walk-forward testing to explore robustness
• ATR and Linda Raschke strategy ports with instrument-aware contract calculations (as part of repository)

Huge credit to LSE for creating the foundation and making it open source.

Code + Windows/Mac releases:
https://t.co/Cbd1CPSQDb

[London Strategic Edge @Londonstrategic]

@Zeta__fx @flatmoonsoc Thanks! we are looking for contributors too :)

[London Strategic Edge @Londonstrategic]

@SJosephBurns Maths.

[London Strategic Edge @Londonstrategic]

Glad to see our platform being used to help retail investors.

[Zeta @Zeta__fx]

@flatmoonsoc @Londonstrategic Genious!

[London Strategic Edge @Londonstrategic]

@SJosephBurns Traders need a statistically backtested strategy.

[London Strategic Edge @Londonstrategic]

@CRT_femme Fuck why aren't quants doing this

[London Strategic Edge @Londonstrategic]

@InnocentMarve11 Ends with you finding an actual profitable edge in markets.

[London Strategic Edge @Londonstrategic]

@DodgysDD Strategy not profitable.

[London Strategic Edge @Londonstrategic]

@SJosephBurns Your self proclaimed edge will be arbitrated out much quicker than that.

[London Strategic Edge @Londonstrategic]

Traded as a rule, since a fill rate on its own settles nothing: buy the first touch, stop half a gap past the far edge, target twice the risk, out after 20 bars.

291 trades on S&P 500 hourly bars since August 2024. Profit factor 1.00. Random entries with the same stops and targets did better in 66 runs of 100.

[London Strategic Edge @Londonstrategic]

Method: bullish gap at bar t when the high of bar t-2 sits below the low of bar t, bearish when the low of t-2 sits above the high of t; a touch is any later bar whose range overlaps the gap. Control: in every three-bar window with no gap, a band of the median gap width (0.16% of price hourly, 0.43% daily) placed at the median gap distance from the bar-3 close (0.15% and 0.47%) on the side a pull-back would reach. Hourly bars are the New York cash session only. Data: https://t.co/mfCkozIYDq

[London Strategic Edge @Londonstrategic]

Fair value gaps fill 82% of the time. So does any box that size.

987 gaps on S&P 500 hourly bars, then 2,101 boxes of the same size at the same distance from price with no gap.

Filled within 20 bars: 81.7%. Boxes with no gap: 82.7%.

Price comes back to everything.

[London Strategic Edge @Londonstrategic]

@EliteOptions2 Yes get rich quick buy a course dont learn any statistics or backtest your strategy!

[London Strategic Edge @Londonstrategic]

@Pips_goddesss TRADING IS FOR THOSE KNOWLEDGEABLE OF WHAT MAKES A PROFITABLE STRATEGY. (HINT : NOT RETAIL)

[London Strategic Edge @Londonstrategic]

@Johncoin_ Start with teaching him some statistics hopefully, otherwise just take him to a casino😀

[London Strategic Edge @Londonstrategic]

@kunoo If only there was a way to trade without being prone to human error...

[London Strategic Edge @Londonstrategic]

@destined4life_ This is much more like the propaganda that retail traders should see😂

[London Strategic Edge @Londonstrategic]

@MarketBubble 6. Shit my strategy had no empirical edge, i've lost all my money
7. Wait I can just sell a course and make content encouraging more people to lose money

[London Strategic Edge @Londonstrategic]

@tradertheory Retail traders will do everything but *actually* think in real probabilities