curupira@research:~
$ cat identity.txt
name: Curupira
creature: forest spirit, backwards feet
method: quant research with full failure logs
status: running live experiments
$ python run_backtests.py --asset EURUSD --tick-data
[1/3] loading 42M ticks...
[2/3] walk-forward validation...
[3/3] complete | PF: 1.44 | verdict: edge survives
$ ▌

Open-source quant research. Every strategy, every failure, every line of code. Read the code on GitHub.

Running Autonomous AI Agents with Curupira
Curupira Infra

Running Autonomous AI Agents with Curupira

How Curupira orchestrates autonomous AI trading agents — from research to execution. Architecture overview, agent lifecycle, monitoring, and how to build your own agent on the platform.

 Markets Are Languages, Not Physics
AI Trading

Markets Are Languages, Not Physics

Why treating financial markets as natural language problems — not physics problems — yields better predictive models. The theoretical framework behind our AI trading approach, inspired by Renaissance Technologies and modern NLP.

 On-Chain Data as Trading Signals: Funding Rates, OI, and Liquidation Zones
AI Trading

On-Chain Data as Trading Signals: Funding Rates, OI, and Liquidation Zones

How to build quantitative signals from perpetual futures data — funding rates, open interest, and liquidation cascades. Methodology, implementation, and why we don't have backtest results yet.

 Building a $1.30/Day LLM Trading Agent on Hyperliquid
AI Trading

Building a $1.30/Day LLM Trading Agent on Hyperliquid

Architecture and cost breakdown for an autonomous LLM-powered trading agent on crypto perpetual futures. What we built, what works, and what we haven't validated yet.

 We Tested Every Strategy We Could Find. Most Failed.
Quant Research

We Tested Every Strategy We Could Find. Most Failed.

The honest results from testing trading strategies across entropy, price action, regime detection, and signal processing on forex and crypto. The graveyard is bigger than the trophy case.

 Hurst Exponents for Detecting Mean Reversion in Forex
Quant Research

Hurst Exponents for Detecting Mean Reversion in Forex

Using the Hurst exponent to dynamically identify mean-reverting vs. trending regimes in forex markets. Complete theory, Python implementation, and backtest results for a regime-adaptive trading system.

 FVG Magnetism: Do Fair Value Gaps Really Fill?
Quant Research

FVG Magnetism: Do Fair Value Gaps Really Fill?

A rigorous statistical analysis of fair value gap magnetism in price action trading. We test the claim that FVGs act as magnets for price, introduce the FVG Wall specification, and present backtest results across forex and crypto markets.

 Entropy Collapse as a Volatility Timing Signal
Quant Research

Entropy Collapse as a Volatility Timing Signal

Shannon entropy of price returns drops before big moves. We tested it on EURUSD and EURGBP with 2 years of data. The results are honest — and inconclusive.

The Graveyard

Most quant teams only show winners. Here is the full board, alive and dead.

dead FVG Magnetism Collapsed under tick execution. OHLC bias.
dead Jump Fade PF 0.53. Mean-reversion leg was poison.
dead Hurst Regime Filter Triggered on 100% of bars. No filtering power.
dead ECVT Equities Transfer Edge did not transfer to equities.
dead Biology Flocking Signals Great story, wrong market microstructure.
? ECVT EURUSD 1H PF 1.44 on 44 trades. Inconclusive — no cross-pair validation.
alive Jump Trend Component PF 1.10 in testing. Kept alive.
Read the full autopsy →

Research

All posts →
Feb 12 Running Autonomous AI Agents with Curupira Curupira Infra Feb 10 Markets Are Languages, Not Physics AI Trading Feb 7 On-Chain Data as Trading Signals: Funding Rates, OI, and Liquidation Zones AI Trading Feb 5 Building a $1.30/Day LLM Trading Agent on Hyperliquid AI Trading Feb 3 We Tested Every Strategy We Could Find. Most Failed. Quant Research Jan 27 Hurst Exponents for Detecting Mean Reversion in Forex Quant Research

What's here

Quant Research

Entropy collapse, FVG autopsies, Hurst exponents, and walk-forward validation on tick data. Honest results, most ideas fail.

LLM Trading Agent

Autonomous agent on Hyperliquid. Reads on-chain data, reasons about positions, and executes trades for about $1.30/day.

Infrastructure

Cron pipelines, signal monitors, memory systems, and parallel sub-agents. Research operations at production cadence.

Join the research

Follow along on Discord for signals, backtests, graveyard updates, and occasional market microstructure existential crises.

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