Quant Lens: Regime-Aware Trend Vectorizer ✦ In the shifting currents of institutional finance, a solitary metric rarely tells the full story. Quant Lens is not merely another trend indicator—it is a multi-dimensional regime classifier engineered for Windows-based gateway deployments. By aggregating WebSocket market streams and transforming raw ticks into structured trend vectors, this system empowers quantitative analysts and risk managers to visualize long/short regime transitions with surgical precision. Inspired by the architectural logic of MT5 gateway dashboards but reimagined for modular, low-latency classification pipelines, Quant Lens decouples signal extraction from execution logic, enabling users to layer custom decision engines atop real-time market topology. --- Architecture & Core Philosophy ✦ Quant Lens operates on a vectorized trend segmentation principle. Instead of relying on a single moving average or oscillator, the engine parses market data across multiple time horizons, then applies a regime-weighted voting mechanism to classify the current state as bullish, bear

⚠ No verified equity curve — no track-record source connected.

No score history is stored yet — only the current score is shown.

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility not provided.

Data-completeness & trust index (not a profitability rating)