io.github.augiemazza/varrd

编码与调试

by augiemazza

提供经验证的量化研究能力,用真实数据和统计护栏测试交易想法,降低误判风险。

什么是 io.github.augiemazza/varrd

提供经验证的量化研究能力,用真实数据和统计护栏测试交易想法,降低误判风险。

README

VARRD

<!-- mcp-name: io.github.augiemazza/varrd -->

PyPI MCP Transport License MCP Badge

Turn any trading idea into a statistically validated edge in about 3 minutes.

bash
pip install varrd

Ask it anything

bash
varrd research "Does buying SPY after a 3-day losing streak actually work?"

varrd research "When VIX spikes above 30, is there a bounce in ES?"

varrd research "Is there a seasonal pattern in wheat before harvest?"

varrd research "What happens to gold when the dollar drops 3 days straight?"

varrd research "Does Bitcoin rally after the halving?"

varrd research "When crude oil drops 5% in a week, what happens next?"

Every question gets real data, a chart with signals marked, a statistical test, and a definitive answer.

What you get back

Edge found

code
STRONG EDGE — Statistically significant vs both zero and market baseline.

  Direction:    LONG
  Win Rate:     62%
  Sharpe:       1.45
  Signals:      247

  Trade Setup:
    Entry:       $5,150.25
    Stop Loss:   $5,122.00
    Take Profit: $5,192.50
    Risk/Reward: 1:1.5

No edge

code
NO EDGE — Neither test passed. No tradeable signal found.

You found out for 25 cents instead of $25,000 in live losses.

Both are valuable results.


Why can't I just ask Claude / ChatGPT to do this?

Because testing trading ideas properly is really hard to get right, and there are a dozen ways to accidentally produce fake results that look great but lose money in production.

An LLM by itself will happily write you a backtest, show you a beautiful equity curve, and tell you it has a 70% win rate. The problem: none of it is real. The LLM doesn't have market data, doesn't have a testing environment, and has no guardrails preventing it from overfitting, cherry-picking, or just making numbers up.

Even if you give an LLM real data (like in Claude Code or Cursor), it still can't do this properly. Here's why:

What can go wrong when testing trading ideas — and what VARRD handles:

  • Overfitting — Tweaking a strategy until it looks good on past data. VARRD holds out unseen data and tests on it once. You can't re-run it after peeking at results.
  • Cherry-picking results — Testing 50 variations and only showing the winner. VARRD tracks every test you run and raises the significance bar automatically the more you test.
  • p-hacking — Massaging the numbers until you get a "significant" result. VARRD corrects for multiple comparisons so a lucky result doesn't pass as real.
  • Lookahead bias — Accidentally using future data in your formula. VARRD runs in a sandboxed kernel that makes this structurally impossible.
  • Wrong test type — Some ideas need forward-return analysis, others need full simulations with stops and targets. VARRD has a team of specialized agents that determine the right test for each question.
  • Cross-market contamination — Testing on one market but the signal actually came from another. VARRD isolates and aligns data across markets and timeframes.
  • Fabricated statistics — LLMs will invent numbers to sound confident. In VARRD, every stat comes from a deterministic calculation. The AI interprets results, it never generates them.
  • ATR-based position sizing — Real edges need real risk management. VARRD calculates stop losses and take profits based on actual volatility, not arbitrary percentages.
  • Showing what's happening right now — A validated edge is useless if you can't see when it's firing. VARRD scans live data and tells you exactly when your signals are active, with fresh entry and exit levels.

An LLM is a brain without a lab. It can reason about trading ideas, but it can't test them in a controlled environment. VARRD is the lab — purpose-built infrastructure where every test is tracked, every result is verified, and the dozen ways to accidentally cheat are blocked at the system level, not the prompt level.


Quick start — Python

python
from varrd import VARRD

v = VARRD()  # auto-creates free account, $2 in credits

# Research a trading idea
r = v.research("When RSI drops below 25 on ES, is there a bounce?")
r = v.research("test it", session_id=r.session_id)

print(r.context.edge_verdict)  # "STRONG EDGE" / "NO EDGE"

# Get exact trade levels
r = v.research("show me the trade setup", session_id=r.session_id)
python
# What's firing right now across all your strategies?
signals = v.scan(only_firing=True)
for s in signals.results:
    print(f"{s.name}: {s.direction} {s.market} @ ${s.entry_price}")
python
# Morning briefing — today's news connected to your specific edges
b = v.briefing()
print(b.news)
# "**ES selling accelerates into the open** Three consecutive lower highs..."
# "↳ Your ES mean-reversion setups are live territory here..."
python
# Let VARRD discover edges autonomously
result = v.discover("mean reversion on futures")
print(result.edge_verdict, result.market, result.win_rate)

Quick start — CLI

bash
# Full research workflow (auto-follows chart → test → trade setup)
varrd research "When wheat drops 3 days in a row, is there a snap-back?"

# What's firing right now?
varrd scan --only-firing

# Personalized market briefing — news filtered to your edge library
varrd briefing

# Search saved strategies
varrd search "momentum on grains"

# Let VARRD discover edges on its own
varrd discover "mean reversion on futures"

Use with AI agents

Claude Desktop / Claude Code / Cursor

Option 1 — Direct HTTP (Claude Code, Cursor, OpenBB):

json
{
  "mcpServers": {
    "varrd": {
      "transport": {
        "type": "streamable-http",
        "url": "https://app.varrd.com/mcp"
      }
    }
  }
}

Option 2 — via mcp-remote (Claude Desktop, any stdio client):

json
{
  "mcpServers": {
    "varrd": {
      "command": "npx",
      "args": ["-y", "mcp-remote", "https://app.varrd.com/mcp"]
    }
  }
}

No API key needed. Then just ask: "Is there a pattern when gold spikes after a Fed rate decision?"

OpenBB Workspace

VARRD plugs directly into OpenBB Workspace as an MCP server:

  1. Open Workspace → click "+" in the MCP server panel
  2. Enter https://app.varrd.com/mcp
  3. VARRD's tools appear in your Copilot — research ideas, scan signals, search strategies

OpenBB gives you the data. VARRD tells you if your idea has an edge.

Trading bots (Freqtrade, Jesse, Hummingbot, OctoBot, NautilusTrader)

VARRD validates that your strategy has a real edge before you deploy it. Works with any bot:

python
from varrd import VARRD
from varrd.freqtrade import generate_strategy

v = VARRD()
result = v.discover("RSI oversold reversal on BTC")

if result.has_edge:
    hyp = v.get_hypothesis(result.hypothesis_id)
    strategy_code, config = generate_strategy(hyp)
    # Drop into your bot's strategies/ folder and run it
BotHow VARRD plugs in
Freqtradevarrd.freqtrade generates ready-to-run IStrategy files with ATR stops
Jessevarrd.jesse generates ready-to-run Strategy files with ATR stops
HummingbotValidate directional signals before deploying to market-making
OctoBotPre-validate any tentacle strategy through VARRD's MCP server
NautilusTraderStatistical edge validation before live deployment

The pattern: validate first, deploy second. Most strategies don't survive statistical testing — better to find out for $0.25 than $25,000.

CrewAI

python
from crewai import Agent, Task, Crew

researcher = Agent(
    role="Trading Researcher",
    goal="Find statistically validated trading edges",
    backstory="You are a quantitative researcher who tests trading ideas rigorously.",
    mcps=[{"type": "streamable-http", "url": "https://app.varrd.com/mcp"}]
)

task = Task(
    description="Research whether RSI oversold conditions on ES lead to a bounce within 5 days.",
    agent=researcher,
    expected_output="Edge verdict with trade setup if edge is found."
)

crew = Crew(agents=[researcher], tasks=[task])
result = crew.kickoff()

LangChain / LangGraph

python
from langchain_mcp_adapters.client import MultiServerMCPClient
from langgraph.prebuilt import create_react_agent
from langchain_anthropic import ChatAnthropic

model = ChatAnthropic(model="claude-sonnet-4-20250514")

async with MultiServerMCPClient({
    "varrd": {"url": "https://app.varrd.com/mcp", "transport": "streamable_http"}
}) as client:
    agent = create_react_agent(model, client.get_tools())
    result = await agent.ainvoke({"messages": [
        {"role": "user", "content": "Does gold rally when the dollar drops 3 days in a row?"}
    ]})

Raw MCP (any client)

bash
# Any MCP-compatible client can connect to:
https://app.varrd.com/mcp
# Transport: Streamable HTTP | No auth required | $2 free credits

8 statistical guardrails (infrastructure-enforced)

Every test runs through these automatically. You can't skip them.

GuardrailWhat It Prevents
K-TrackingTests 50 variations of the same idea? Significance bar goes up automatically.
Bonferroni CorrectionMultiple comparison penalty. No p-hacking.
OOS LockOut-of-sample is one shot. Can't re-run after seeing results.
Lookahead DetectionCatches formulas that accidentally use future data.
Tools Calculate, AI InterpretsEvery number comes from real data. AI never fabricates stats.
Chart → Approve → TestYou see and approve the pattern before spending statistical power.
Fingerprint DedupCan't retest the same formula/market/horizon twice.
No Post-OOS OptimizationParameters lock after out-of-sample validates.

Data coverage

Asset ClassMarketsTimeframes
Futures (CME)ES, NQ, CL, GC, SI, ZW, ZC, ZS, ZB, TY, HG, NG + 20 more1h and above
Stocks / ETFsAny US equityDaily
Crypto (Binance)BTC, ETH, SOL + more10min and above

15,000+ instruments total.

MCP tools

ToolCostWhat It Does
research~$0.25Multi-turn quant research. Orchestrates 15 internal tools.
autonomous_research~$0.25AI discovers edges for you. Give it a topic, get validated results.
scanFreeScan strategies against live data. Fresh entry/stop/target prices.
searchFreeFind strategies by keyword or natural language.
get_hypothesisFreeFull details on any strategy.
check_balanceFreeView credits and available packs.
buy_creditsFreeBuy credits with USDC on Base or Stripe.
reset_sessionFreeKill a broken session and start fresh.

Pricing

  • $2 free on signup — enough for 6–8 research sessions
  • Research: ~$0.20–0.30 per idea tested
  • Discovery (autonomous): ~$0.20–0.30
  • ELROND council (8 expert investigators): ~$0.40–0.60
  • Multi-market (3+ markets): ~$1
  • Scan, search, balance: Always free
  • Credit packs: $5 / $20 / $50 via Stripe
  • Credits never expire

Examples

See examples/ for runnable scripts:

For AI agent builders

See AGENTS.md for the complete integration guide — tool reference, response formats, authentication, and workflow patterns.


Links

常见问题

io.github.augiemazza/varrd 是什么?

提供经验证的量化研究能力,用真实数据和统计护栏测试交易想法,降低误判风险。

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