The control surface for our per-instrument algorithms — one algorithm per instrument, individually calibrated. Live P&L, position state, the raw fill feed and risk fixed before entry, streamed from the cloud engine at tick resolution. State, not prediction.
Not a forecasting dashboard — a live control surface. Portfolio, strategy state, fills and pre-entry risk, streaming in real time from the deterministic engine. Every figure is a measured quantity, not a model output.
A deterministic price model emits target state; the broker gateway — the Bridge — reconciles it against live fills. The core never touches an order; the Bridge never holds an opinion.
Custom builds to order for U.S. futures — Nasdaq and S&P index contracts, crude oil, gold — each individually calibrated to its own liquidity profile, tick value and session structure. Nothing is assumed transferable across contracts. Every build is strictly intraday — flat by the close; orders never carry overnight or over weekends.
Low correlation. Intraday algorithmic returns are weakly linked to traditional equity/bond portfolios.
Controlled risk. Drawdown is bounded architecturally; the catastrophic scenario is excluded by the bracket mechanics. No overnight or weekend exposure — strictly intraday.
Transparency. Deterministic logic — every trade is explainable, unlike black-box ML models.
Scalability. Profit-factor headroom allows position size to grow with capital.
Modularity. The strategy core and the broker gateway are separated: changing broker, instrument or timeframe is a configuration change, not a rewrite.
Per-instrument calibration. Every instrument receives its own build — we do not sell universal code.
Data autonomy. An institutional-grade pipeline (Databento) maintains a rolling history window — validation always runs on current data.
Reproducibility. The reference build is checksum-pinned; every run is bit-for-bit reproducible and auditable.
The strategy core and the broker gateway have been validated independently; live execution is confirmed by an actual broker fill. The remaining stage — wiring the real-time loop (data feed → signal → order) into production — is engineering work: the trading logic is already proven on history and on a live order.
Everyone on the desk trades — strictly intraday, in play; no positions are carried overnight or over weekends. A hypothesis is generated, coded, then proven on live accounts before it reaches production — no paper-only research.
The primary product remains custom algorithmic code, built per instrument.
Real-time monitor for live builds, positions and fills across every running instrument.
Desktop execution client with source — the bridge between the strategy core and your broker.
Institutional and professional allocators — request terminal access or a due-diligence pack.
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