Compose, backtest, and deploy models that span asset classes. Macro events crossed against commodity, crypto, and FX forward-returns, all in one API call.
Illustrative shapes. The exact factor library and demo set will drift before launch; the cross-vertical pattern stays.
Score dollar-index inversions against XAU forward-returns against spot benchmark pricing. Returns the event-study curve sliced by CPI regime, so the signal that only fires under dovish prints stops being averaged into noise.
Detect FOMC rate-path inflections from macro, then score BTC's forward returns against the forward-guidance regime in effect. The regime that flips at the press conference is the one that matters; the average across cycles is not.
Today's model platforms cover single asset classes. Composer is built around equities, and QuantConnectprovides retail backtest infrastructure. The cross-vertical layer that composes macro events against commodity, crypto, and FX forward-returns in one query is what's missing.
| Platform | Single-asset models | Cross-asset models | Macro × X composition | MCP-callable |
|---|---|---|---|---|
| Composerequities | ● | — | — | ● |
| QuantConnectretail backtest infra | ● | partial | — | — |
| Bloomberg BQuantenterprise, $25k+/mo | ● | ● | partial | — |
| Tidore-Labcross-vertical, dev-tier | ● | ● | ● | ● |
| Sources audited 2026-05-06: Composer trade-MCP, QuantConnect docs, BQuant marketing pages. | ||||