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Institutional AI investing

Institutional intelligence, at machine speed.

A multi-asset research and execution platform that turns market, alternative, and fundamental data into portfolio decisions, with the latency, rigor, and controls a professional desk requires.

US Equities · Options · Futures · Crypto · FX · Credit

29 datasets · 65 venues · 142 publishers · history to 2010 · via Databento

COVERAGE

65*

trading venues

6

asset classes

Sub-second

baseline, microsecond where it earns it

24/6

market hours

* Audited Databento venue count.

THE PLATFORM

One system, from signal to execution.

AssetModel unifies the pieces a quant desk normally stitches together. Data, research, modeling, construction, risk, and routing share one instrument model and one set of controls.

AI Research Engine

Source-linked findings from filings, transcripts, credit documents, and market microstructure.

Quantitative Models

Build, backtest, and monitor multi-asset models against point-in-time data.

Portfolio Intelligence

Translate signals into positions with limits, costs, and mandates encoded.

Risk Analytics

See exposure, concentration, scenario, and stress before an order is placed.

Alternative Data

Compliance-reviewed public web signals resolved against the price spine.

Execution Infrastructure

Low-latency routing with pre-trade checks and a full order audit.

HOW IT WORKS

From market data to a placed order.

Ingest.

Every price, filing, and alternative signal resolves to one canonical instrument identity.

Research.

Models and language systems read the data and surface what changed and why.

Construct.

Signals become positions inside your risk budget, sized and stress-tested.

Execute.

Orders route across venues with pre-trade checks and full audit, or stay in draft until you approve.

RESEARCH

Analysts that read everything, and show their work.

The research engine ingests filings, transcripts, credit documents, and market microstructure, then produces attributable, source-linked findings. No black boxes on the decision path. Every output traces to its evidence.

  • Source-linked
  • Point-in-time
  • Model-versioned

SAMPLE OUTPUT

Model-versioned

Source-linked finding

Every output traces to its evidence.

CITATION

Filing · section reference

CONFIDENCE

Pending review

MODELS

Factor and forecast models, versioned and measured.

Build, backtest, and monitor multi-asset models against point-in-time data. Every model carries a version and a track of its live-vs-expected behavior.

FACTOR FORECAST · INDEX

Forecast behavior and confidence

A versioned factor forecast with its illustrative confidence interval. Values are an index, not returns.

Latest sample66
SAMPLE FEED · ILLUSTRATIVE DATA · NOT A PERFORMANCE RECORD

PORTFOLIO

Construction inside your constraints.

Translate signals into positions with your limits, costs, and mandates encoded. See allocation, exposure, and expected contribution before anything is placed.

TARGET ALLOCATION · ASSET CLASS

Allocation by asset class

An illustrative target mix ordered by weight through one violet ramp. Direct labels carry identity.

Allocated exposure100%
SAMPLE FEED · ILLUSTRATIVE DATA · NOT A PERFORMANCE RECORD

RISK

Risk you can see before you take it.

Pre-trade and portfolio risk in one view: exposure, concentration, scenario, and stress. Limits are enforced, not suggested.

PAIRWISE CORRELATION · -1 TO +1

Cross-asset correlation map

Pairwise sample correlations use amber for negative, gray at neutral, and violet for positive polarity.

Scale-1.00 / +1.00
EQOPTFUTFXCRYCRD
Equities
Options
Futures
FX
Crypto
Credit
SAMPLE FEED · ILLUSTRATIVE DATA · NOT A PERFORMANCE RECORD

ALTERNATIVE DATA

The signal beyond price.

Hiring velocity, pricing and inventory, app-store movement, shipping, sentiment. Public web signals turned into factors. A complement to the price spine, not a replacement. Compliant sourcing only.

  • Public sources
  • Compliance-reviewed
  • Factor-ready

INFRASTRUCTURE

Built like market infrastructure, because it is.

A private, low-latency data plane on institutional cloud, with a path to colocation for the strategies that need microseconds. Canonical instrument identity, point-in-time history, and isolated money state.

LOW-LATENCY PATH

Sub-second

serving

Microsecond

tier available

Point-in-time

history

PERFORMANCE

Measured, not promised.

The platform is instrumented end to end. Data latency, model drift, execution quality, and slippage are tracked and reported, not assumed.

EXECUTION TELEMETRY · MS

Measured order-to-ack latency

Order-to-ack telemetry over an illustrative session. This is operating latency, not a returns or PnL curve.

Latest sample42 ms
SAMPLE FEED · ILLUSTRATIVE DATA · NOT A PERFORMANCE RECORD

SECURITY

Controls a desk can defend.

Encryption in transit and at rest, private networking, least-privilege access, and an append-only audit of every order and every arming decision. Money state is isolated from everything else.

  • Encrypted
  • Isolated money state
  • Full audit trail
  • Disarmed by default

ENTERPRISE

For desks, funds, and family offices.

Dedicated infrastructure, role-based controls, and integration with your existing brokers and books. Deployed to your risk posture, not ours.

ACCESS

Priced for institutions, not seats.

ACCESS TIER

Research

data + research engine + backtesting.

Contact

ACCESS TIER

Recommended

Desk

adds portfolio construction, risk, and execution routing.

Contact

ACCESS TIER

Enterprise

dedicated infra, colocation path, custom integration.

Contact

Pricing is scoped to coverage and latency. No public list price. Every engagement is quoted.

FAQ

US equities, options, futures, FX, crypto, and credit, through one canonical instrument model.

Bring your desk up to machine speed.

Request access and we will scope coverage, latency, and integration to how you actually trade.