Finance & Trading
The Problem
Your backtest incorporates data the model could not have seen at decision time. Your risk model produces optimistic forecasts that anchor to the client's thesis. Your analyst agent fabricates statistics to fill gaps. Four harnesses. Four defenses. The Reasoning Harness blocks temporal leakage. The Anti-Deception Harness blocks optimistic anchoring. The Code Harness verifies quant model correctness. The Memory Harness tracks when market assumptions shifted.
How Ejentum Solves It
One API call forces your model to verify temporal direction before accepting any causal claim from market data. Lookahead bias becomes structurally impossible. Optimistic forecasts get challenged before they reach the client.
How Four Harnesses Protect Your Agents
Reasoning Harness
primaryBlocks temporal leakage, enforces causal direction verification, stress-tests correlation assumptions under regime shifts. +20.8pp on focused evaluation tasks.
Anti-Deception Harness
Prevents optimistic forecasts that anchor to the client's thesis. Blocks fabricated statistics. Forces honest risk reporting when the numbers are unfavorable.
Code Harness
Verifies quant model correctness, backtesting formula integrity, and pricing algorithm edge cases. Catches the silent bugs that produce plausible but wrong outputs.
Memory Harness
Tracks when market regime assumptions shifted. Detects contradictions between current analysis and prior reports. Prevents stale risk parameters from contaminating live decisions.
Start with one temporal isolation task. See the reasoning change in your first API call.