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 Direct institutional data feed
COVERAGE
65*
trading venues
6
asset classes
Sub-second
baseline, microsecond where it earns it
24/6
market hours
* Audited venue count, direct feed.
NEW FEATURE
Prediction markets, priced like an asset class.
Event contracts trade like derivatives and move on the same signals we already track. These are live market-implied probabilities across politics, geopolitics, crypto, technology and culture, resolved into one canonical instrument model.
Ranked by traded volume
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.
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.
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.
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.
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.
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.
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.
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.