AtlasVector
Launch AtlasVector →

Quant research, quant trading, risk and compliance
on one platform.

Real-time boards across stocks, ETFs, indices, futures and crypto; a natural-language screener; a seventeen-desk council that debates every call, attacks its own verdict and seals the transcript; risk, compliance, derivatives and attribution on the same book — and a record that marks those calls to price. Every number traces to its evidence.

Launch AtlasVector →Watch it run · 1 min 58 s

What you get

Four products on one platform — all reading the same real-time data. The portal is free; the workspace and the desks are priced here.
The screener, compiled from a natural-language request
Quant Research

Screen 14,000 names, then prove the number

  • Whole-market data spine — roughly 14,000 names on observed day bars
  • Metric screens and natural-language screens, compiled and re-runnable
  • Fundamentals, valuation and an auditable DCF
  • Factor and regime analytics
  • AtlasQL — ask a question, get a cited query you can re-run
Run a whole-market screen →
The sealed-verdict ledger with the forward grade beneath it
Quant Trading

Paper today, by design

  • Seventeen-desk debate engine — up to eight convene, always with a red team
  • Ten-model signal engine, with an ML meta-layer that sizes and grades
  • Autopilot against the paper book, full order lifecycle
  • BUY, SELL or HOLD with the transcript, the dissent and a re-derivable seal
  • Real-money execution ships when the public record earns it
Open the Glass Box →
Factor decomposition and stress on the book
Risk & Compliance

Risk and control machinery, built in

  • Exposure and drawdown, component VaR and expected shortfall
  • Factor model, correlated stress and pre-trade what-if
  • Mandate and limit governor with four-eyes approval
  • Pre-trade compliance and a kill switch
  • Arbitrage-free vol surface, greeks ladders, P&L explain and attribution
Open the risk desk →
The forward record, with the hit rate withheld
The Proof Layer

Every number carries its own proof

  • Provenance on every figure — real, delayed or unavailable, never guessed
  • Verdicts sealed to a tamper-evident chain, re-derivable in the browser
  • The paper book marked to live price, against the market and an equal-weight baseline
  • A public VaR backtest on our own model
  • No fabricated win-rate — a statistic appears only when real history earns it
Inspect the track record →

Models and minds, working as one

Extended review panel · multi-agent orchestrationscripted replay — not live data

One question. A coordinated panel of specialist desks.

A question fans out across specialist desks; they run their tools concurrently, challenge the thesis through RED-TEAM, and converge on a cited answer — every step written to a tamper-evident audit chain.

The extended review panel convenes up to eight desks from a seventeen-desk registry; the shipped public verdict panel is equity, risk, a sell-side MD and an adversarial red-team. A run finishes in seconds, with red-team review on every consolidated verdict.

Ten desks of the seventeen-desk registry · ATLASVECTOR orchestrator
MACRO
Rates · FX · regime · Fed-watch
Done
EQUITY
Fundamentals · peers · catalysts
Done
DERIV
Options · IV · skew · greeks
Done
RISK
Exposure · β · concentration · drawdown
Done
NEWS
Sentiment · relevance · thesis-impact
Done
QUANT
Signals · backtest · robustness
Done
COMPLIANCE
SEC · FCA · MAS · wash-sale
Idle
PORTFOLIO
Sizing · attribution · rebalance
Done
RED-TEAM
Bear case · reviews every consolidated verdict
Done
AUDIT
SHA-linked event log · verifier
Done
ORCHESTRATOR
Routes · merges · cites · adjudicates
Done
▸ NVDA THESIS replay
  1. +1.14sNEWSNEWS relevance 9/10 · sentiment +0.42
  2. +1.46sDERIVOPT 30d IV 28.4 · skew steepening
  3. +1.78sQUANTSCAN 6 setups match · momentum + breadth
  4. +2.10sRISKRISK β 1.74 · top-3 concentration 12%
  5. +2.42sEQUITYINSDR $2.39B insider net selling · 365d
  6. +2.78sRED-TEAMRunning the bear case before the verdict ships…
  7. +3.26sRED-TEAMCluster sells precede 8 of last 12 prints · caution
  8. +3.58sPORTFOLIOTrim 25% into print · keep core · re-add post-earnings
  9. +3.94sORCHMerged 7 desks · BULLISH 75/100 · 3-12mo
  10. +4.28sAUDITWrote 14 events · sha 0x7c…91 · chain verified ✓

The platform, in motion

One take through the workspace, 1 min 58 s: the tape, a research pass, a debate, and an order on the paper book.

Inside the workspace

Captured 2026-08-20 on a demo account: prices from the 2026-08-19 session, every order against a paper book.
AtlasVector HOME — The workspace
HOMEThe workspaceThe desk’s latest decisions across the top, each with its cited sources and the count of numbers re-derived from them; watchlist, chart, order ticket and the news tape below. The status strip names the venue (paper), the cash, the risk mode and the kill switch.
AtlasVector ORCH — Sealed verdicts, and the grade on them
ORCHSealed verdicts, and the grade on themEvery debated name carries its stance, its conviction out of 100, its falsification-gate verdict and the hash it was sealed under. The newest row is dated 28 June — the corpus has not accrued since, and the forward grade beneath reads the accrual as stalled.
AtlasVector FWD — The forward record, with its own limits printed
FWDThe forward record, with its own limits printedThe record marks published calls to price. It withholds a hit rate while the sample sits below its floor, states the accrual as stalled, and prints the policy choice and the look-ahead disclosure next to the figures they affect.
AtlasVector AGS — Ten agents, one call
AGSTen agents, one callTrend, momentum, mean-reversion, breakout, volume, volatility, MACD, RSI, support/resistance and relative strength each vote per name; the row shows the combined call, the conviction and the up/down/abstain split.
AtlasVector SCAN — A screen compiled from a sentence
SCANA screen compiled from a sentenceThe same compiler the public screener uses: describe a screen in English, and the matched universe comes back as a sortable board with the match count stated against the universe scanned.
AtlasVector GIP — Chart, order ticket, intraday tape
GIPChart, order ticket, intraday tapeCandles with moving averages and volume, the session’s open/high/low/VWAP, a paper order ticket on the right, and the headlines that landed during the session beside it.
AtlasVector PORT — Factor decomposition and scenario stress
PORTFactor decomposition and scenario stressThe book’s exposure across size, value, growth, momentum, quality and volatility, per-position, then re-priced under named scenarios with the worst case and the positions driving it.
AtlasVector CVPOL — Conviction has to earn capital
CVPOLConviction has to earn capitalA sized call is checked against a conviction-band ladder, trimmed by the desk’s calibration record and force-de-risked when its falsifiers fire. Breaches and human overrides are written to the audit log.
AtlasVector HEAT — The tape, by sector
HEATThe tape, by sectorSector treemap sized by capitalisation weight and coloured by the day’s move — and it names, in the header, how many constituents had no quote to colour.

Open it yourself

These surfaces answer without an account — the live boards, the screener, the sealed debates and the graded record.

The tape

MARKETS

Markets overview

Read the regime, the sector theses and the desk’s most recent decisions on one board.

Open →INDICES

Indices and volatility

Track the US index levels and the volatility gauge, each stamped with the vintage of its own print.

Open →FUTURES

Futures board

Read front-month equity, rate, energy and metal contracts with their settlement basis shown.

Open →SECTOR

Sector rotation

See which sectors are leading, which are lagging, and the relative strength underneath the move.

Open →CHART

Technical read

Candlesticks, EMAs, VWAP and the RSI/MACD pair, with the computed levels a desk starts from.

Open →OPTIONS

Options desk

Work a real chain — strikes, implied volatility and greeks — and read the strategy the shape implies.

Open →

Research and screening

SCREENER

Ask the screener for what you want

Ask for “oversold liquid names above their 200-day average” and the screen is compiled and run in front of you.

Open →SCREEN

Whole-market metric screener

Filter the covered universe on price, trend, return and liquidity, then sort the result column by column.

Open →STOCK

One name, end to end

Open any ticker for the cited thesis, the levels, the ownership of every figure and the desk’s standing call.

Open →VERSUS

Two names, side by side

Put a pair against each other on relative strength, beta and alpha, valuation and the spread between them.

Open →MACRO

Macro and regime

Read rates, curves, breadth and correlation, and the regime the desk is trading in.

Open →GRAPH

Entity graph

Walk the links between issuers, filings, events and the desks that cited them.

Open →

The desks’ own record

SIGNALS

Signal consensus

Rank the universe on ten technical models plus a learned weighting layer, graded on realized outcomes.

Open →DEBATE

Sealed debate transcripts

Read a full multi-desk debate — the argument, the red-team pass, the self-falsification and the audit seal.

Open →DECISIONS

Decision log

Follow each BUY / SELL / HOLD flip in order, with the one-line reason recorded at the time.

Open →BOOK

Coverage book

See which names the desks currently cover, at what conviction, and where they disagree.

Open →RECORD

The graded record

See every published call marked to price, with the qualifiers that say what the sample can and cannot support.

Open →PROVENANCE

Data provenance

Check, per feed, what is live, what is delayed and what currently reads unavailable.

Open →

The full catalog — 241 screens

Across eight institutional domains — markets, analytics, portfolio, trading, risk, agents, data and system — grouped below into capability areas, every one reading from the same real-time data, real-or-unavailable by contract.
Read the screen docs →
34Markets69Research & Analytics22Portfolio10Trading36Risk50Agents & Automation10Data & Connectivity10System
~30 surfaces

Real-time market data & multi-asset

  • Quote boards, sector heatmap, live news tape, macro calendar
  • Intraday charts + a pro Chart Lab with AI support/resistance
  • World indices, movers, market breadth, pre-market scanner
  • Options flow, implied earnings move, crypto desk; dark-pool monitor on real regulatory feeds — daily off-exchange short volume plus weekly ATS venue volume (per-trade prints in the pipeline)
  • Dividends, short interest, splits & corporate-action timelines

Real-time feed where entitled — stocks, index/sector/commodity/rates ETFs and crypto spot; some cross-asset tiles are proxies. A real-time entitlement is not a promise that every figure is seconds old: outside a session, or where an instrument has not printed, the value is a close or settlement and the surface says so and dates it. Real, or labelled unavailable — never estimated in place.

~18 surfaces

Risk analytics

  • Component VaR & expected shortfall (historical + Monte Carlo, 95/99%)
  • A cross-sectional multi-factor model
  • Correlated stress — a shock propagated through the correlation matrix to every name
  • Pre-trade what-if: before / after / delta VaR on a staged trade
  • A high-water-mark drawdown governor wired to the kill-switch
  • A public VaR backtest with the Basel traffic-light + Kupiec / Christoffersen

Computed on the real paper book. The VaR-backtest verdict is “accumulating” until the daily forecast clock fills 250 days.

~11 surfaces

Compliance & controls

  • A hierarchical limit tree — firm → strategy → agent, a child can never exceed its parent
  • Temporary-excess objects that snap back automatically at expiry
  • Four-eyes / maker-checker with server-rejected self-approval
  • A mandate / IPS rules engine with a hard pre-trade block
  • An information barrier (restricted-list read/write wall) + kill-switch flatten-all
  • A tamper-evident, hash-chained audit trail

These govern the agent’s own proposal and paper-execution path — the control math is real (limits enforced pre/post-trade, self-approval rejected server-side).

~17 surfaces

Portfolio, attribution & accounting

  • Brinson attribution — allocation / selection / interaction, reconciled to active return
  • Factor-return attribution (factor vs stock-specific)
  • Holdings marked to the live price; target weights vs drift; rebalance drafter
  • A holding ledger with lots & cost basis; tax-loss harvesting
  • Corporate actions applied with a value-conservation invariant
  • Multi-venue position reconciliation

One canonical position store. Brinson returns “unavailable” in prod until the benchmark/sector map is wired to a live feed; the factor section is live.

~15 surfaces

Derivatives & options desk

  • An arbitrage-free SVI volatility surface fit off the real chain
  • Greeks dashboards, portfolio-greeks ladders, regime-conditioned greeks
  • Daily P&L explain with an unforced residual
  • Pre-built spreads with P&L diagrams; risk-neutral PDF lab
  • Realized-vol & IV snapshots, put/call ratio, merger-arb engine

The arbitrage-free surface is fit from the real chain; a clearly-labelled synthetic display grid is used only when the free-tier feed can’t serve the chain. Chains on the live streaming feed are in the pipeline.

~30 surfaces

AI & multi-agent intelligence

  • The Glass Box — specialist analyst desks (equity, risk, a sell-side MD, an adversarial red team) debate every verdict, with per-desk votes and a sealed audit trail
  • The Conviction Call — BUY / SELL / HOLD with the reasoning attached
  • A signal engine — ten technical models plus a learned weighting model — behind the conviction call
  • An extended review panel that convenes up to eight desks from a seventeen-desk registry on one question
  • Admission by measured accuracy — a new model earns influence only after it shows a graded edge on real outcomes
  • Agent orchestration, self-falsification gates, decision-trust loops

The learned model is off by default and changes nothing while off; it emits a calibrated probability mapped to a call with disclosed thresholds — never an invented number.

~60 surfaces

Research & analytics

  • Fundamentals, financial statements, an auditable DCF, cost-of-capital / WACC
  • A universe screener + an agentic natural-language screener; relative value; comps
  • Thesis builder with thesis-decay tracking; SEC filing intelligence + diffs
  • Earnings walls, surprise attribution, shock predictor, estimate revisions
  • Broker consensus + a street track-record score
  • Sector rotation, correlation matrix, cross-asset regime classifier, KPI nowcasts

Computed from standardized real feeds where entitled; several forward / alt-data / model-audit surfaces are clearly labelled synthetic until live data lands.

~10 surfaces

Execution & trading (paper)

  • A paper trading engine — orders, blotter, fills, mark-to-market, tax-lot on fill
  • Automated-strategy autopilot (Trend-Momentum / Mean-Reversion / Dual-Momentum)
  • Position sizing — meta-labelling → vol target → quarter-Kelly cap → per-position risk cap
  • Forward tests + walk-forward / triple-barrier backtesters
  • Read-only broker reconciliation

Paper only — a single paper account; Autopilot executes automatically within it. Broker adapters reconcile positions read-only; there is no live order routing yet — live Autopilot execution via licensed brokers is in the pipeline below. Research — your decisions, your risk.

~14 surfaces

Data integrity & auditability

  • The real-or-unavailable data contract, enforced in code across the platform
  • A tamper-evident sha-256 audit chain under advisory lock
  • A public, sha-chained benchmark that is independently re-derivable
  • Grounding gates + a self-falsification gate on the agent’s own verdicts
  • A decision-provenance graph and portable reasoning artifacts

Reasoning and numbers you can re-derive and audit, rather than take on trust. Metrics degrade to “unavailable” rather than fabricate.

How AtlasVector lines up

The established platforms are deep on their core domains.

Scroll the table sideways to see all four columns →

AreaAtlasVectorThe market-data terminalThe enterprise risk platformThe sell-side trading system
Real-time multi-asset dataReal-time — stocks, ETFs, indices, futures, crypto; options analytics on real chainsThe market standardYesYes
Risk analytics — VaR / ES, factor, stressBuilt-in — component VaR/ES, factor model, correlated stressPortfolio analytics suiteCore strengthCore strength
Compliance & controlsHierarchical limits, four-eyes, mandate engine, kill-switchNot publicly documentedYesYes
Derivatives & options deskArbitrage-free vol surface, greeks ladders, P&L explainYesNot publicly documentedCore strength
Performance attributionSelection, timing and allocation decomposition, reconciled (factor/sector Brinson in the pipeline)Portfolio analytics suiteYesYes
Multi-agent glass-box reasoningSpecialist analyst desks debate every call — sealed & re-derivableNot publicly documentedNot publicly documentedNot publicly documented
Transparent & auditableA re-derivable audit seal on every verdictProprietaryProprietaryProprietary
Ask a question in your own wordsNatural-language queries, cited answersNot publicly documentedNot publicly documentedNot publicly documented
Who it is forRetail & institutional — in a browserProfessionalsInstitutionsBanks & institutions

The incumbent columns are capability archetypes, not named products, and describe publicly-documented positioning only — a capability that is not publicly documented is marked as such, since we have not audited those products. Our own list price is published on the pricing page — checkout is not open yet.

What is live, what is paper, and what is still in build

Every figure on every surface is labelled real-time, delayed, synthetic or unavailable.
live today

Market data across stocks, ETFs, indices, futures and crypto, the research and screening surfaces, the multi-desk debate with its sealed transcripts, and the published record of what the desks called. Every figure carries the vintage of the print it came from; a figure that cannot be computed reads as unavailable rather than as a zero.

See the provenance board →
paper, by design

Execution is a single paper book in this phase, marked to the live price, and it says so on every order surface — the workspace status strip prints the venue as paper. No customer money is held or managed, and there is no live order routing. Real-money execution ships when the published record earns it.

Read the graded record →
behind the login

The workspace itself: the full screen registry, saved layouts, watchlists and alerts, the order lifecycle on the paper book, portfolio risk, and the private research the desks run for one account.

Launch AtlasVector →
the record is young

The auditable paper track record and the Basel VaR verdict both still read “accumulating”.

bounded by the feeds

Depth follows the feeds we are entitled to; where a figure cannot be sourced, the surface reads unavailable rather than estimating in place.

what sits on top

Raw data breadth does not match a full institutional market-data terminal. What sits on top of it is multi-desk reasoning you can read line by line and an audit trail you can re-walk.

In the pipeline — in build, not yet live

Live Autopilot execution

pipeline · no committed date

The same agents that run the paper book today, executing real orders on your behalf through licensed third-party brokers — flip Autopilot from paper to live, same signals, same audit trail. Ships only when the required registrations and regulatory approvals land, under its own terms and your express enrollment. Today every order is paper.

The full trading platform

pipeline · no committed date

Research, verdict and execution under one roof: signal → debate → order as one auditable pipeline, through partner brokers first and, in time and subject to licensing, a brokerage of our own.

SOC 2 compliance program

pipeline · no committed date

A formal SOC 2 program with independent attestation. The hash-chained audit trail ships today; the certification program is in build.

Options chains on the live feed

pipeline · no committed date

Full chains on the streaming real-time feed. Today options analytics are computed on real chains via the entitled feed, with any synthetic display grid clearly labelled.

Deeper futures analytics

pipeline · no committed date

Term structure, basis and full curves per product. Today the front-month board covers the major complexes on the Futures page, each row stamped with its own print vintage.

Judge it on a name you know.

Read the full thesis on any ticker — or open the whole platform.

Launch AtlasVector →Open the Glass Box