What is Vaquero?
Vaquero is an AI-assisted quantitative research and backtesting platform. You describe a strategy you already have in plain language, an AI agent implements it as an executable specification, and the engine runs that specification over historical crypto and US equity data.
Does Vaquero create trading strategies for me?
No. You provide the strategy idea. Vaquero's AI agent helps translate and implement that user-defined strategy for historical testing. Vaquero does not recommend what strategy you should trade.
How does Vaquero's AI agent work?
It reads your description and writes it out as a structured specification: what it trades, the conditions that open and close a position, how often it rebalances, and the execution assumptions. Where a missing choice would move the result, it asks you rather than filling it in.
What does the backtesting engine simulate?
A decision sees closed bars and the values that were public on that date, and nothing revised later reaches it. Fees are a rate on the order, the spread is charged on what it crosses, and funding accrues on the open position at the settlement times the data shows. The push your own order puts into the book is priced separately, against what that day actually traded.
Does Vaquero account for survivorship bias and overfitting?
Each result keeps its execution assumptions with the sample length, skewness, and kurtosis measured from its return history. Survivorship comes off the grade as a deduction and the result prints how large that deduction was, so the bias is a number you can argue with rather than an assumption.
Which markets can I backtest?
Crypto and US equities, including ETFs. The engine also reads macro and FX series, perpetual funding, Form 4 and congressional filings, US fundamentals and seasonality.
Does Vaquero provide trading signals or execute trades?
Neither. Vaquero publishes no signals, no picks and no model portfolios, and it is not a broker: nothing you build here places an order or holds your money.
How are fees and execution assumptions handled?
Each run carries its own execution settings: starting capital, the round-trip fee, how much of a session's volume one order may take, the impact model, the benchmark and the cash rate. They are stored with the result, so a run can be re-read on the terms it was made under.