Features
Market Intelligence
Real-time and historical data from multiple providers, enriched by regulatory filings, news sentiment, and academic research.
- Live quotes via Alpaca, historical OHLCV via Tiingo, cached in Redis and TimescaleDB
- Company fundamentals with automated refresh cycles
- SEC EDGAR filing search and structured data extraction
- Financial news sentiment and arXiv research paper retrieval
- Economic indicators from FRED (interest rates, inflation, employment)
Portfolio Construction & Risk
Allocation driven by covariance structure. Risk controls that adapt to market conditions.
- Hierarchical Risk Parity with Ledoit-Wolf covariance shrinkage and Ward clustering
- Five optimizers: HRP, mean-variance, equal-weight, min-variance, risk parity
- Clip-without-redistribute constraint engine: position caps, sector caps, cash buffer
- Three circuit breakers: drawdown halt, CVaR breach, correlation spike
- Drift-triggered rebalancing with turnover constraints
Strategy Validation
A strategy that passes a backtest is not a strategy that works. Validation accounts for overfitting, selection bias, and regime change.
- Viability gates: Sharpe ratio, max drawdown, trade count, sample history, ADV participation
- Anchored walk-forward analysis: 5-fold, 6-month OOS windows, 14-day embargo
- Deflated Sharpe ratio correcting for multiple comparisons (Bailey & Lopez de Prado)
- Graduated decay detection across 30, 60, and 120-day rolling windows
- Five lifecycle stages: research, candidate, live, monitoring, retired
Execution & Autonomy
Three broker integrations, three autonomy levels. Every trade proposal is validated before reaching the market.
- Live execution via Alpaca, Interactive Brokers, and Trading 212
- Pre-trade compliance: cash check, concentration limit, daily trade limit, conflicting signals
- Almgren-Chriss market impact estimates on every trade proposal
- Three autonomy tiers: sandbox (research), paper (candidate), live (approved strategies)
- Guardrails: blocked/allowed tickers, max position %, mandatory stop-loss