Initrode
Systematic futures research using LLM-augmented multi-agent workflows.
Initrode LLC is a single-operator quantitative research firm developing systematic trading systems for CME futures markets. We use a novel multi-agent paradigm — parallel pairs of LLM advisors and code-generation agents — to compress strategy development timelines and explore a wider hypothesis space than conventional quant teams.
What we’re doing.
Building a compounding research-deployment loop: every backtest, every deployed system, and every retired system becomes training data for meta-models that select what to research next. We treat strategy development as a function to be optimized, not a craft to be repeated.
Stack.
Anthropic Claude (Opus + Sonnet) for research and code generation. Python + LightGBM for modeling. Tick-resolution market data. Walk-forward cross-validation with conservative cost models.
Status.
Bootstrapped. Live capital deployed. Two systems trading.