Terms of
service.

Definitions and interpretation

For the purposes of these Terms, the expressions set out below shall have the meaning given to them herein, regardless of whether they are used in the singular or plural, or in the original English form that prevails in the documentation of the intermediary broker.

“Platform” means the set of software components, interfaces, sessions and execution channels that Quanthree makes available to the User for the purpose of supervising the autonomous execution of contracts over synthetic indices of the 1HZxxV class.

“Agent” means the autonomous execution entity which, on behalf of the User, makes and carries out tactical decisions within a predefined session budget, whereby its internal mechanism is the proprietary and confidential intellectual property of Quanthree.

“Session” means a time-bounded execution window (2 to 6 minutes) during which the Agent schedules a series of contracts across the Probe, Core and Closing phases, applying weighted position multipliers.

“Session budget” means the total capital envelope allocated by the User to a single Session, expressed in the currency of the demo or live account connected to the broker.

Nature of the service

Quanthree provides an interface to an autonomous Agent specialised in the execution of short-term and ultra-short-term contracts over a family of synthetic volatility indices (1HZ10V, 1HZ25V, 1HZ50V, 1HZ75V, 1HZ100V) by way of the programmatic API channel of the intermediary broker.

The Platform does not constitute an investment adviser, broker, or portfolio management service provider within the meaning of applicable capital markets regulations. Quanthree does not offer investment recommendations and does not guarantee any outcome of the executed operations.

All transactions are settled and cleared exclusively by the intermediary broker, in accordance with its own terms of business. Quanthree does not act as a counterparty in any contract and does not hold User funds.

Synthetic indices and covered instruments

The Agent operates exclusively over the synthetic indices generated by the intermediary broker. These are algorithmically calibrated price series (10%, 25%, 50%, 75% and 100% nominal volatility) which bear no relation to the real financial market and are not exposed to exchange closures, public holiday calendars or the liquidity shocks of conventional instruments.

Within these indices, the Agent may initiate contracts of the following classes: DIGITDIFF (terminal-digit differentiation tactic), DIGITMATCH (terminal-digit matching tactic), Rise/Fall · 5t (directional contract resolved at the fifth tick) and Rise/Fall · 15s (directional contract resolved at the fifteenth second). The duration of the DIGIT class is expressed in tick units in the range from 2 to 10, while the temporal Rise/Fall is resolved by a time window expressed in seconds.

The choice of instrument, barrier digit, entry direction and contract notional is entirely at the discretion of the Agent and represents the output of its proprietary calibration process.

Autonomous agent — scope and limitations

The Agent operates as a closed, adaptive execution system that, in real time, combines multi-phase capital allocation, dynamic position weighting and a constrained recovery function within a single Session. Its logic is proprietary, confidential and is not subject to disclosure to the User, partners or third parties, irrespective of the legal basis of any such request.

The User accepts that the outputs of the Agent are determined by its internal configuration, which includes, but is not limited to: selection of the Session profile (2min, 3min, 4min, 5min, 6min), the sequence of weighted position multipliers, the activation threshold of the recovery phase, the limit on consecutive losses, the profit-lock threshold, and the minimum contract notional. These parameters are subject to continuous rebalancing by Quanthree and may be changed without prior notice.

Quanthree does not publish, document, or in any way disclose: (i) the exact thresholds, weights and coefficients used by the Agent in its decision-making; (ii) the criteria for rotating the synthetic index; (iii) the allocation logic between the DIGITDIFF, DIGITMATCH and Rise/Fall containers; (iv) the internal signals for transitioning between the Probe, Core and Closing phases; nor (v) any other element that could enable reproduction or reverse engineering of the execution policy.

The User expressly acknowledges that they supervise, but do not control, the Agent. The only parameters that the User may set are the Session budget and the decision to start, or to prematurely terminate, a Session.

Sessions, phases and budget mechanics

On launch, the Agent autonomously selects one of five preconfigured Session profiles (ranging from 120,000 ms to 360,000 ms) and assigns to it the corresponding vector of position multipliers. The multiplier vector and the targeted number of contracts in the Session represent an internal calibration that is not communicated to the User.

The notional of each individual contract is calculated as a function of the available budget remainder, the sum of remaining multipliers in the sequence, and an optional recovery factor. The recovery factor is bounded by an internal cap (an upper limit on multiplication) and never breaches the remaining Session budget, which constitutes the absolute upper limit of exposure.

A Session is forcibly terminated earlier than the planned time window if any of the following internal triggers is activated: (a) the maximum budget-loss threshold is breached; (b) a streak of consecutive losses above the configured limit is reached; (c) the profit-lock mechanism activates; (d) a manual termination request from the User; or (e) loss of connection to the broker’s execution channel.

The User agrees that the order, choice and notional of each contract is the sole decision of the Agent and that Quanthree is under no obligation to provide an after-the-fact justification of any individual decision of the Agent.

Demo and live accounts

Quanthree uses the demo account of the intermediary broker by default. All operations in the demo environment are executed as real contracts over synthetic indices, but using virtual capital that has no nominal value outside the scope of the demo account.

Should the User connect a live account, the Agent will execute the same type of contracts with real capital. The User bears exclusively and in full the consequences of such a decision. Quanthree assumes no liability whatsoever for realised losses arising from the transition from demo to live mode, nor for any differences in the behaviour of the execution channel between the two modes.

The User warrants that they hold all required authorisations to use the account in question and that they meet all conditions of the intermediary broker, including age and jurisdictional eligibility.

Performance, verification and historical data

All performance metrics shown by the Platform — including average alpha, the number of tracked signals, and any display of historical Session outcomes — represent verified internal aggregates of Quanthree and do not constitute a projection of future results.

Synthetic indices, by their nature, are not carriers of real market risk, but they carry the full risk of the nominal capital exposure on each contract. Historical calibration of the Agent over one subset of indices does not imply reproducible performance over another subset.

The User accepts that past outcomes of any sequence of contracts (DIGITDIFF, DIGITMATCH, Rise/Fall) do not constitute an indication of the future outcomes of the same or any similar sequence.

Risk and disclaimer of warranties

The User expressly accepts that trading in synthetic indices — including short-term contracts with tick resolution and second-based time windows — carries a high risk of capital loss, up to and including the full nominal of the allocated Session budget.

Quanthree gives no express or implied warranties as to: (i) the profitability of any individual Session or sequence of Sessions; (ii) the stability, availability or accuracy of the broker’s execution channel; (iii) the persistence over time of any specific Agent strategy; (iv) the compatibility of the Platform with non-standard device, network or browser configurations.

The Platform is provided “as is” and “as available”. The User bears full responsibility for the decision to start a Session.

User obligations and representations

The User undertakes not to use the Platform for: any attempt to reverse engineer the Agent; intercepting, recording or reproducing execution telemetry; automated access outside the intended interfaces; or any activity contrary to the terms of the intermediary broker.

The User warrants that they are of legal age in their jurisdiction, that they are legally competent to accept these Terms, and that their local legislation permits the execution of contracts over synthetic volatility indices. Quanthree is not required to verify these statements, but reserves the right to do so.

The User is fully responsible for the security of the access credentials and tokens of their connected broker account. Quanthree does not store or request brokerage account passwords.

Intellectual property

All software, execution policies, calibration vectors, configuration profiles, narrative outputs of the Agent and the visual identity of the Platform are the exclusive property of Quanthree and are protected by the relevant laws on copyright, trade secrets and unfair competition.

The User is granted a non-exclusive, non-transferable and revocable licence for personal, non-commercial use of the Platform within the framework of these Terms. The licence does not include the right of access to the internal logic of the Agent, nor the right to derive derivative systems based on observation of its behaviour.

Data and privacy

Quanthree processes the minimum volume of data necessary to establish a Session and deliver the narrative output to the User. The Agent’s operational telemetry — including internal signals, weighting vectors and transitions between phases — constitutes a trade secret and is not shared with the User, even in anonymised form.

The details of personal data processing are governed by a separate Privacy Policy, which forms an integral part of these Terms.

Suspension and termination

Quanthree reserves the right, without prior notice, to suspend or terminate access to the Platform in whole or in part, if it determines: (i) a breach of these Terms; (ii) abuse of the broker’s execution channel; (iii) a technical incident which threatens the integrity of the Agent; or (iv) any other reason which Quanthree, in its own reasonable judgement, considers justified.

The User may at any time cease to use the Platform. Previously executed contracts remain in force and are settled in accordance with the terms of the intermediary broker.

Limitation of liability

To the maximum extent permitted by applicable law, Quanthree, its founders, employees and partners shall not be liable for any direct, indirect, incidental, consequential or special damages — including lost profit, loss of data, loss of goodwill or loss of capital — arising out of or in connection with the use of the Platform, the execution of contracts over synthetic indices or the unavailability of the execution channel.

The total cumulative liability of Quanthree, regardless of the legal basis of the claim, shall not exceed the amount actually paid by the User directly to Quanthree in the preceding twelve months and, in the absence of such payment, shall be limited to a symbolic amount of ten euros.

Changes to the Terms

Quanthree may amend these Terms at any time. Continued use of the Platform after publication of an amendment shall be deemed acceptance of the new text. Material changes will be marked with a new revision date at the top of the document.

Governing law and disputes

These Terms are governed by the law of Quanthree’s registered seat. The parties undertake to attempt to resolve all disputes amicably. In the event that an amicable resolution is not possible, the court competent by subject matter and territory at the seat of Quanthree shall have jurisdiction, except where mandatory regulations expressly provide otherwise.

Contact

All notices, requests and enquiries concerning these Terms shall be sent to hello@quanthree.com. Quanthree will endeavour to respond within a reasonable timeframe, but assumes no obligation to provide a time-bound response.