The instrument panel behind live capital execution.
Regime posteriors, ensemble conviction, warden verdicts, execution latency, drawdown headroom — the operational telemetry our own live-capital swarm runs on, packaged as a product for funds, prop desks, and fintech teams. Every endpoint ships only after it has survived production on our own book. Eat your own cooking, then serve it.
What the operations desk sees.
A preview of the metric surfaces under active development — the same widget classes our own risk telemetry uses. States below are illustrative; verified dashboards are shared under NDA.
Illustrative widget states — not live account data. Verified production dashboards are shown under NDA via institutional access.
Interactive: a real volume model, fit and scored in your browser
A month of intraday volume is simulated (seasonal U-profile × AR(1) shocks × news spikes). A ridge regression — β = (XᵀX + λI)⁻¹Xᵀy on lagged deviations from the estimated seasonal — is trained on 21 days, then scored one-step-ahead on a 22nd day it never saw. Hover to compare against the naive seasonal baseline.
features: [1, devt−1, devt−2, day-so-far mean, time-of-day] — the production API adds order-book and cross-asset features on real data.
Volume Forecast API
Intraday volume predictions for execution timing — slice orders when liquidity is actually there. Powered by the ML system already live in our Lab.
Regime Detection API
Market-state classification as a service: is the market trending, mean-reverting, or breaking down? The signal our balanced engine uses to survive regime shifts.
Backtest Validation API
Upload returns, get the truth: deflated Sharpe, overfitting probability, regime-segmented performance. Our validation audit, automated.
Live capital funds the research. The platform scales it.
Every consulting engagement hardens the same infrastructure the platform is built on — and every platform tool makes the consulting faster. It's a flywheel, and it's already turning: the first API is running in production inside our own live-capital systems today.
Prove on live capital
The swarm executes our own capital through the full stack daily: regime gating, pre-trade risk warden, TWAP/VWAP routing. Consulting engagements add external validation and revenue.
Open the first endpoint
Volume Forecast API to early-access design partners — consulting clients first. Simple key-based auth, usage-based pricing, honest SLAs.
Expand the instrument panel
Regime posteriors, warden telemetry, execution analytics, and validation tooling — each shipped only after surviving our own production use. An institutional-grade operations panel for everyone the big vendors ignore.
Shape the platform before it ships.
Design partners get shaped-for-you endpoints, founding pricing, and direct access to the engineer behind the models. Allocators and institutional counterparties: use the gated access channel for verified metrics and dashboards.
No spam, no waitlist theatre — a direct reply from the founder. Access is qualification-based and not guaranteed.