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

Free to use. Every decision is explained.

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