Data extractor
Fetches OHLCV for a symbol and date range, writes it as parquet into the strategy workspace, and returns price stats, data-quality checks, a volatility regime classification, and starting-point parameters in a data brief.

Scout Research by Polarline
Scout Research investigates a market premise, gathers data and news through focused research specialists, turns the idea into strategy code, and keeps the backtest evidence in a session your team can review.
Start with a premise: a market, a timeframe, and what you expect to happen. Research mode lets you investigate before any code is written.
Specialists collect price data, news, filings, and sentiment in parallel. When you give a date range, data extraction and news research run before the strategy is generated, so the builder works from what came back.
The premise becomes a Python strategy in a versioned workspace. The code is validated against the strategy contract and lookahead rules before it is allowed to run.
Backtests run with walk-forward, robustness, and Monte Carlo checks. The harness assigns a deterministic verdict, and most honest ideas end as research only.
Prompts, tool calls, outputs, and follow-ups stay in a shared session, so a trader or portfolio manager can question the result without rebuilding the context.
A single agent that designs strategies, scrapes headlines, and cleans data at once loses track of what it knows. Scout delegates research to specialists, each with its own context and budget. None of them can create strategies, run backtests, or decide that partial data is good enough.
Fetches OHLCV for a symbol and date range, writes it as parquet into the strategy workspace, and returns price stats, data-quality checks, a volatility regime classification, and starting-point parameters in a data brief.
Runs on a budget of roughly 30 tool calls across web search, full-article fetches, and curated market-news channels, then writes dated headline tables and cited article summaries the builder reads on demand.
Pulls EDGAR filings, ownership, insider, and institutional information when a company-level thesis depends on them.
Summarizes aggregate crowd positioning and attention as context for the premise, not as a trading signal on its own.
A language model will happily report a strategy with a spectacular Sharpe ratio. Usually the cause is lookahead bias, an overfit parameter sweep, or bad data. Scout's harness checks data coverage against the market calendar, runs walk-forward and robustness tests, and returns one of three verdicts: research only, candidate, or recommended for paper. Recommended for paper also requires positive total return, positive stitched out-of-sample return, and positive alpha over buy-and-hold, and moving to paper trading is always an explicit human call.
Generated code is checked for forbidden imports, exec and eval, and lookahead before it can be backtested.
Session history replaces screenshots and pasted logs when someone asks how a result was produced.
A failed qualification stays research only. A research result is not approval to trade.
ScoutBench scores the harness on hallucination, numeric discipline, lookahead repair, and research memos.
Individual traders can open Scout Research in the browser with the Plus plan ($20 per month) or Pro plan ($50 per month), and run the free Scout CLI locally with their own model key. Funds that need research inside their own environment can choose Scout Private, which runs in your environment, or Scout Managed, where we host and operate Scout within an agreed service scope, or discuss an enterprise deployment. Integrations, permissions, and model connections for private deployments are scoped with each team.
Scout is research software. Research output, backtests, and verdicts are not investment advice.