<h2>What the workspace does</h2><p>SuperQuant is a crypto research and practice workspace. Its documented browser research edition uses a deterministic backtesting engine and paper-trading history. It does not place exchange orders or produce a verified real-money trading record. Check the current product and model boundaries before applying a workflow.</p><h2>Market history and observations</h2><p>Included example market histories are synthetic. Optional public venue observations and user-imported histories have different provenance from one another. An article or chart identifies its data source, time interval and coverage; example illustrations are visibly labeled hypothetical.</p><h2>Backtest conventions</h2><p>A result depends on timestamp availability, signal timing, order assumptions, sizing, fees, adverse slippage, funding, stops, liquidation modeling, incomplete bars and the tested period. SuperQuant’s research model documents a simplified flat maintenance and liquidation proxy. It does not reproduce every venue’s tiered collateral logic, impact, margin interactions, insurance or exact order fills.</p><h2>Interpret results carefully</h2><p>Historical simulation, a paper fill, a public quote, forward observation and an actual exchange fill are separate evidence. Costs can be wrong; markets and rules change. A favorable backtest does not demonstrate a persistent edge, future result or suitability for any reader. Preserve rejected tests, data limitations and the chosen benchmark alongside a result.</p><h2>Changing mechanics</h2><p>Venue fee rates, margin tiers, funding formulae, order rules and asset eligibility change. Venue-specific pages link to primary documentation and state when it was checked. The venue documentation remains the authority for a live account.</p>