the institutional stack
Five systems, five figures a seat
The chain from data to execution exists today — split across disconnected terminals, models, spreadsheets and systems, priced for institutions, and stitched together by hand at every joint.
Quant research, quant trading, risk and compliance
on one platform.
Four products on one platform: whole-market screening in natural language with cited answers; a seventeen-desk review panel with published, sealed transcripts; Autopilot on a paper book; and per-figure provenance that can be re-derived in the browser.
Watch it run · 3 min 5 sOur vision
AtlasVector is being built as one intelligence layer for the full investment lifecycle, with provenance carried from data through to decision.
DataResearchSignalsPortfolioRiskComplianceDecisionExecution
The depth it is measured against is the platforms that set the institutional standard — Bloomberg, BlackRock Aladdin and Murex — with one addition: every number carries its own proof.
The roadmap extends the platform from research and risk into execution.
The last link is bounded for now: trading is paper today, and live execution is conditional on a published track record and the required registrations, with no committed date.
The problem
Sophisticated market intelligence exists today — fragmented, priced for institutions, and disconnected from its own evidence.
the retail stack
Retail tools end at the quote
Retail tools provide quotes, charts and headlines; they do not cover position sizing, risk, attribution or compliance — the half of the work that decides whether the idea was sound.
the model stack
Assertion is not evidence
AI that asserts a call without showing its data, its dissent and its graded record cannot be trusted with money.
Our solution
The same chain, running on this platform — Each lifecycle stage and the surface that covers it today.
Data
Live boards across stocks, ETFs, indices, futures and crypto; each figure is dated to its print or marked unavailable. Open →
Research
The whole covered universe screened in natural language, with fundamentals, valuation and a DCF whose every input is shown. Open →
Signals
Ten technical models plus a learned weighting layer, each call graded on realized outcomes. Open →
Portfolio
The paper book marked to the live price — holdings, target weights, factor decomposition and attribution on one canonical position store.
Risk
Component VaR and expected shortfall, correlated stress and pre-trade what-if on the same book.
Compliance
A hierarchical limit tree, mandate rules, four-eyes approval and a tamper-evident audit trail.
Decision
A panel of seventeen specialist analyst models, including a red team, debates each call; the transcript is published and sealed with its dissent. Open →
Execution
Autopilot works the full order lifecycle against the paper book — paper today, with a kill switch, every order audit-appended.
Under all eight stages sits the proof layer: every number carries its own proof — its source, its vintage, and a seal you can re-derive in the browser.
Who it is for
The portal is free without an account; the full workspace is one seat, $49 a month. Team and multi-seat licensing: contact us.
Retail investors
The portal, free and without login; the full workspace on one seat.
Open the portal →Professional traders
The chart, the chain, the signal engine and the paper order lifecycle on one screen, every figure stamped with its vintage.
Open the technical analysis →Family offices
The research depth and the risk and control machinery of a large desk, in a browser — no installation, no data contract of your own.
Ask the screener →Asset managers
Factor decomposition, attribution, mandate rules and a re-derivable audit trail on the same book the research runs on.
Read the graded record →Institutional investors
Each call is auditable line by line — transcript, dissent and seal. Team and multi-seat licensing: contact sales.
Contact sales →What you get
Four products on one platform, all on the same real-time data. The portal is free; seat and multi-seat pricing is listed here.
Quant Research
Whole-market screening of roughly 14,000 names, with cited, re-runnable results
Screen the whole market in plain English and get a cited answer you can re-run.
- Whole-market screens on roughly 14,000 names of observed day bars — metric filters, or a sentence compiled into one
- Fundamentals, valuation and a DCF with every input shown
- AtlasQL — a question in your own words becomes a query you can read and re-run
In the portal, free — saving a screen requires a seatAsk the screener →
Quant Trading
Paper today, live execution in the pipeline
Each call is debated by a panel of analyst desks, sealed with its dissent, and executed by Autopilot on a paper book.
- Seventeen-desk review panel — up to eight per question, always including a red team
- Ten-model signal engine, with an ML meta-layer that sizes and grades each call
- Autopilot on the paper book — full order lifecycle, a kill switch, every order audit-appended
The debates and the record in the portal, free — the book and autopilot in the seatOpen the Glass Box →
Order workflow, stage by stage, with the module each stage runs on
InputMarket data feedreal-time ticks · daily bars across the whole market
Verdict pathSeventeen-desk review panelup to eight desks per question · the red team sits on every panel · transcript published
Verdict pathSelf-falsification gatethe gate stress-tests each verdict before publication — ship · repair · block
Trading pathTen-model signal engineTrend · Momentum · Mean Reversion · MACD · Breakout · Volume · Volatility Regime · RSI Trend · Support / Resistance · Relative Strength
Trading path · shadow modeML meta-layerruns in shadow mode; a challenger is promoted to champion on its shadow grade and then scores the consensus · position sizing: meta-labelling → vol target → quarter-Kelly cap → per-position risk cap
Trading path · paper accountAutopilot on the paper bookruns strategies on the signal engine output · order lifecycle (order expiry when durable jobs are enabled) · pre-trade limit checks · kill switch — every order is paper today
Both paths Sealed, re-derivable recordsha-256 audit chain · verdicts and orders · graded on the track record
In the pipelineLive brokersnot running — the same signals and audit chain through licensed brokers, subject to broker registrations and approvals
Risk & Compliance
Risk and control machinery, built in
See the book’s exposure, stress it under named scenarios, and let a limit block a trade before it happens.
- Component VaR and expected shortfall, a factor model, correlated stress
- Pre-trade what-if, mandate rules and a limit tree with four-eyes approval
- Vol surface, greeks ladders, P&L explain and attribution on the same book
In the seatOpen the risk desk →
The Proof Layer
Every number carries its own proof
Every figure states its source and vintage, every verdict is sealed to a chain, and the record marks the calls to price.
- Provenance on every figure — real-time, delayed or unavailable
- Verdicts sealed to a tamper-evident chain, re-derivable in the browser
- A public forward record, and a public VaR backtest on our own model
In the portal, freeInspect the track record →
ACCUMULATINGAccumulating — 25 independent calls graded (40 sealed boards) across 7 entry sessions, worth 5.63 effective observations once same-session calls are discounted for sharing a tape. A hit rate needs 20 of each, so it is withheld; the per-call returns below are real.
At the observed accrual (1.087 independent calls and 0.3043 entry sessions per day) the floor is at least 43 days away — a LOWER bound, because effective observations can sit below the entry-session count.
Effective observations can never exceed entry sessions, so clearing the 20-effective floor requires at least 20 distinct entry sessions. Any projection here is therefore a LOWER bound on the time to a publishable rate.
Conviction-to-outcome correlation: not yet measurable — the corpus carries 5.63 effective observations of the 20 required — 25 calls spread over 7 entry sessions; every call so far landed in conviction buckets 0-24, 25-49, 50-74 — monotonicity is UNMEASURED, which is not the same as absent.
Grading rules
first close printed strictly after the seal instant — never a price that existed when the board was sealed
the latest session BOTH the name and the benchmark have finished — finished meaning the tape has stopped printing for it (20:00 New York), not merely that the bell has rung, because a day print keeps absorbing late trades after the close. A session still trading is never marked, so two reads inside one session return the same figures: a close does not move
excess = name return − benchmark return over the same sessions; a short is right when the excess is negative
rates are computed over independent calls, keyed by (name, entry session)
the abstention ledger is DISJOINT from the call ledger on that same key — a neutral board on a name other boards called that session belongs to the calls, and is listed as also-called rather than counted twice
abstained and called names are compared only on ONE basis (mean ABSOLUTE excess). A magnitude is never set against a signed return and never called a cost: that would assert a direction accuracy this record withholds
a rate needs 20 independent calls AND 20 effective observations — calls entered on one session share one tape and are discounted for it, so twenty names on one day never clear the floor
every published rate carries a 95% Wilson score interval computed on the effective observation count; computing it on the nominal count would narrow the band by exactly the design effect
a rate is printed to the decimals its sample supports (a 20-observation rate resolves to 5 percentage points, so it prints to whole percent) — hits and n always ship, so the exact ratio is recoverable
conviction buckets are cut on the figure RE-DERIVED from each row's own sealed desk stances under the rule the house stands behind today, never on a superseded sealed figure; the sealed figure ships beside it
the weighted return sizes each call through the capital gate — conviction-band cap x panel participation — and the equal-weight figure it is set against is recomputed over the SAME sized calls, never over a larger set
every call carries the realized sigma of its own daily excess series over its own window; a return inside one sigma is a direction that landed, and is reported as such rather than as a magnitude
the mean call return carries the same discipline as a rate: its cross-sectional dispersion, its median and the mean without the single call that moves it most all ship beside it, and reading it as an EXPECTED return is withheld until the effective observation count clears the same 20 floor the hit rate clears
a session move above 1.8x or below 0.55x inside the window excludes the name — unadjusted bars would read a split as a return
40 sealed debates graded · 25 independent calls · newest seal 2026-10-01 · marked through 2026-10-09
See it work
Workspace screenshots, captured 2026-08-30 on a demo account, every order against a paper book. Record figures shown beside them are current. each still carries the vintage stamps the workspace printed that day, and the two that show the graded record are captioned with the record as it stands now.
Why AtlasVector
The established archetypes are deep on their core domains — the depth Bloomberg, BlackRock Aladdin and Murex defined. The difference here is one thing, on every screen: every number carries its own proof — its source, its vintage, and a way to re-derive it in the browser.
The market-data terminal
Deep on the breadth of real-time data and a professional desk’s tooling, priced per seat for professionals.
hereThe boards, the screens and the risk math in a browser — and every verdict with its transcript, its dissent and its seal.
The retail charting app
Deep on charts, drawing tools and community ideas.
hereThe chart, then the ten-model call on it, the debate behind that call, and the record the call is graded against.
The free finance portal
Deep on quotes, headlines and simple screens at no cost.
hereThe portal here stays free too — and each figure carries its source, its vintage and a way to re-derive it.
Bloomberg, BlackRock Aladdin and Murex are trademarks of their respective owners. The cards describe capability archetypes and publicly documented positioning only. The full capability comparison is in the inventory below.
What is counted
Source: the screen registry and the graded record, as of page load.
241241 screens in the registry, across 8 categories
40sealed boards graded · newest seal 2026-10-01
25independent calls marked to price
ACCUMULATINGhit rate withheld — the corpus carries 5.63 effective observations of the 20 required — 25 calls spread over 7 entry sessions. The hit rate is published once the sample reaches its minimum size.
The platform, in motion
One film, 3 min 5 s: the market field, the open portal, a review-panel board and its self-falsification gate, the chain re-derived on the frame and the seal re-derived in the browser, a natural-language screen, Chart Lab, the heat map, workspace screens, risk and mandate on the paper book, the halted book and its kill switch, the Desk, the graded record with its rate withheld, and the offer. Scored, with its words on the frame; drawn frames say so.
The text on screen, by the second
- 0:01AtlasVector. The intelligence layer for markets: quant research, quant trading, risk and compliance on one platform, where every number carries its own proof.
- 0:13It starts in the open: a public portal on whole-market data, no login.
- 0:19A question goes to the review panel. Desks state a view and rebut each other; a red team argues against the thesis at every table.
- 0:30Before a verdict is published, the self-falsification gate re-derives its numbers against the cited sources and logs every finding, cleared or not. The newest board did not clear it.
- 0:45Then the record is sealed to a hash-linked chain: 765,245 events, each link the hash of the last.
- 0:53Re-derive it in the browser: the sealed bytes hash to the published row; the previous seal plus that row re-derive the audit root.
- 1:03Research begins in natural language: one sentence compiles into a whole-market screen, and the plan states what was understood. Each row carries its metric, its source and its as-of session.
- 1:16Chart Lab: session-close bars, indicators, and detected support and resistance that stay with the name.
- 1:23The heat map: size is capitalisation weight; colour is the session's move.
- 1:29241 screens, each a typed code, each figure traced to the evidence that produced it.
- 1:36Forward Test. Description. Conviction Policy.
- 1:41Risk on the paper book as held: value at risk, expected shortfall, tail loss by factor, and a mandate kernel grading the book against its limits.
- 1:53Trading is paper today, by design. Autopilot writes to the paper blotter; a limit governor bounds every order; a kill switch flattens everything on one click. Live execution is in the pipeline.
- 2:08This paper book has been halted by rule since 29 July; every ticket is refused until an administrator resumes.
- 2:18One Desk: one subscription across its seats, shared watchlists and cases, one audit chain, and four-eyes approval with a limit governor scoped to the desk.
- 2:31The record grades itself: 23 independent calls marked against the benchmark over their own windows; 5.81 effective observations of the 20 a hit rate requires. The rate is withheld until the sample clears the floor.
- 2:46The portal is open without a login. An Individual seat is 99 dollars a month; a Desk is 499, across 5 seats; Institutional on signed terms.
- 2:57Research: your decisions, your risk.
- 3:00AtlasVector.
Scope and limitations
What is paper, what is labelled, and who bears the decision.
paper today
Every order is paper today
Execution is a single paper book marked to the live price, and every order surface prints the venue as paper. No customer money is held or managed, and there is no live order routing. Execution through licensed brokers is in the pipeline, with no committed date, conditional on the published record.
Read the graded record →real, delayed, synthetic, unavailable
Data states
Each figure carries the timestamp of its source print. A figure that cannot be computed is marked unavailable, not zero; a surface running on a synthetic display grid is labelled synthetic; the provenance board lists each feed’s state.
See the provenance board →research
Research — your decisions, your risk.
AtlasVector publishes calls, the transcripts behind them and a graded record of their outcomes, as research.
Read a sealed debate →Open any ticker.
Any ticker in the portal shows the cited thesis and the current call; a seat opens the full workspace.
Start your free 30 days →The Individual seat · no payment details asked · one trial per person
Enter an email address to receive notice of product releases. The request carries the email address, the page of submission and the site's anonymous per-tab page-view identifier. The record, including the connection's IP address and browser identifier, is retained until the request is answered or the address opens a seat, and is then deleted. Earlier deletion is available on request under the privacy policy.
The full inventoryEvery surface that opens without an account, the catalog of 241 screens, the capability comparison, the limits as they stand, and what is still in build.
Surfaces that open without an account
These surfaces answer without an account — the live boards, the screener, the sealed debates and the graded record. Actions that require a seat are marked on each card; what a seat includes is listed on the pricing page.
The tape
MARKETS
Markets overview
Market regime, sector theses and the latest published calls on one board.
Open →INDICESIndices and volatility
Track the US index levels and the volatility gauge, each stamped with the vintage of its own print.
Open →FUTURESFutures board
Read front-month equity, rate, energy and metal contracts with their settlement basis shown.
Open →SECTORSector rotation
See which sectors are leading, which are lagging, and the relative strength underneath the move.
Open →CHARTTechnical read
Candlesticks, Bollinger bands and the RSI/MACD pair, with the computed levels a desk starts from.
Open →OPTIONSOptions desk
Options chain — strikes, implied volatility and greeks — with the strategy implied by its shape. The front expiry opens to anyone; every expiry, on the seat.
Open →Research and screening
SCREENER
Natural-language screener
A request such as “oversold liquid names above their 200-day average” is compiled into a screen and run. Saving a screen and re-running it unattended with alerts require a seat.
Open →SCREENWhole-market metric screener
Filter the covered universe on price, trend, return and liquidity, then sort the result column by column.
Open →STOCKOne name, end to end
Any ticker: cited thesis, technical levels, per-figure provenance and the current call.
Open →VERSUSTwo names, side by side
Put a pair against each other on relative strength, beta and alpha, valuation and the spread between them.
Open →MACROMacro and regime
Rates, curves, breadth, correlation and the current regime classification.
Open →GRAPHEntity graph
The links between issuers, filings, events and the desks that cited them.
Open →Published calls and track record
SIGNALS
Signal consensus
Rank the universe on ten technical models plus a learned weighting layer, graded on realized outcomes.
Open →DEBATESealed debate transcripts
The full multi-desk debate transcript — the argument, the red-team review, the panel’s own attempt to falsify its call, and the audit seal.
Open →DECISIONSDecision log
Each BUY / SELL / HOLD rating change in order, with the reason recorded at the time.
Open →BOOKCoverage book
The names currently covered, at what conviction, and where the desks disagree.
Open →RECORDThe graded record
See every published call marked to price, with the qualifiers that say what the sample can and cannot support.
Open →PROVENANCEData provenance
Check, per feed, what is live, what is delayed and what currently reads unavailable.
Open →More of the workspace
Signal engine, risk book and capital allocation gate.
How a call is produced
Extended review panel · multi-agent orchestrationscripted replay — not live data
Extended review panel: one thesis, reviewed by specialist desks in parallel.
A question fans out across specialist desks; they run their tools concurrently, challenge the thesis through the red-team desk, and consolidate a cited verdict — every step written to a tamper-evident audit chain.
The extended review panel draws up to eight desks from a seventeen-desk registry. The public verdict panel comprises four: equity, risk, a sell-side managing director and a red-team desk. A run completes in seconds, and every consolidated verdict carries a red-team review.
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
- +1.14sNEWSNEWS relevance 9/10 · sentiment +0.42
- +1.46sDERIVOPT 30d IV 28.4 · skew steepening
- +1.78sQUANTSCAN 6 setups match · momentum + breadth
- +2.10sRISKRISK β 1.74 · top-3 concentration 12%
- +2.42sEQUITYINSDR $2.39B insider net selling · 365d
- +2.78sRED-TEAMBear case under review · before consolidation
- +3.26sRED-TEAMCluster sells precede 8 of last 12 prints · caution
- +3.58sPORTFOLIOTrim 25% into print · keep core · re-add post-earnings
- +3.94sORCHMerged 7 desks · BULLISH 75/100 · 3-12mo
- +4.28sAUDITWrote 14 events · sha 0x7c…91 · chain verified ✓
The full catalog — 241 screens
Across eight institutional domains — markets, analytics, portfolio, trading, risk, agents, data and system — grouped below into capability areas, all on the same real-time data; a figure without a source is marked unavailable.
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. Outside a session, or where an instrument has not printed, the value shown is the last close or settlement, dated. Unsourced figures are marked unavailable. 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 waits on the daily forecast clock filling 250 days, and the surface says how many it holds.
~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 controls govern the models’ own proposals and paper execution: limits are enforced pre- and post-trade and self-approval is 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 attribution is unavailable in production until the benchmark/sector map is connected to a live feed; factor attribution is live.
~15 surfaces
Derivatives & options desk
- An arbitrage-free SVI volatility surface fit from the live 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 live chain; a synthetic display grid, labelled as such, is used when the free-tier feed cannot serve the chain. Streaming chains 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 realized outcomes
- Model orchestration, a self-falsification check on each call, and trust scores updated from graded outcomes
The learned model is off by default and has no effect while off; when on, it emits a calibrated probability mapped to a call at disclosed thresholds.
~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 feeds where entitled; several forward, alt-data and model-audit surfaces are labelled synthetic pending live data.
~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
- Figures without a sourced value are reported as unavailable, enforced in code platform-wide
- 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 figures are re-derivable from the audit chain; metrics that cannot be computed are marked unavailable.
How AtlasVector lines up
The established platforms are deep on their core domains.
Scroll the table sideways to see all four columns →
| Area | AtlasVector | The market-data terminal | The enterprise risk platform | The sell-side trading system |
|---|---|---|---|---|
| Real-time multi-asset data | Real-time — stocks, ETFs, indices, futures, crypto; options analytics on real chains | The market standard | Yes | Yes |
| Risk analytics — VaR / ES, factor, stress | Built-in — component VaR/ES, factor model, correlated stress | Portfolio analytics suite | Core strength | Core strength |
| Compliance & controls | Hierarchical limits, four-eyes, mandate engine, kill-switch | Not publicly documented | Yes | Yes |
| Derivatives & options desk | Arbitrage-free vol surface, greeks ladders, P&L explain | Yes | Not publicly documented | Core strength |
| Performance attribution | Selection, timing and allocation decomposition, reconciled (factor/sector Brinson in the pipeline) | Portfolio analytics suite | Yes | Yes |
| Multi-model debate with sealed transcript | Specialist analyst desks debate every call — sealed & re-derivable | Not publicly documented | Not publicly documented | Not publicly documented |
| Transparent & auditable | A re-derivable audit seal on every verdict | Proprietary | Proprietary | Proprietary |
| Natural-language querying | Natural-language queries, cited answers | Not publicly documented | Not publicly documented | Not publicly documented |
| Who it is for | Retail & institutional — in a browser | Professionals | Institutions | Banks & institutions |
The incumbent columns are capability archetypes, not named products, based on publicly documented positioning; undocumented capabilities are marked as such. List price is published on the pricing page.
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; research and screening; multi-desk debate transcripts; and the published record of calls. Each figure carries the timestamp of its source print; a figure that cannot be computed is marked unavailable, not zero.
See the provenance board →paper today
Execution is a single paper book marked to the live price; every order surface shows the venue as paper. No customer money is held or managed, and there is no live order routing. Live execution is in the pipeline, with no committed date, conditional on the published record.
Read the graded record →behind the seat
The workspace itself, on a paid subscription (or its free 30-day trial, once per person) or on a seat the operator has granted: 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. Sign-up ends in card checkout or the free trial; the portal stays free without one.
Launch AtlasVector →the record, as it stands
ACCUMULATINGhit rate withheld — the corpus carries 5.63 effective observations of the 20 required — 25 calls spread over 7 entry sessions.
bounded by the feeds
Data depth is limited to entitled feeds; unsourced figures are marked unavailable.
what sits on top
Raw data breadth does not match a full institutional market-data terminal. The platform adds multi-desk reasoning transcripts and a re-derivable audit trail.
In the pipeline — in build, not yet live
Live Autopilot execution
pipeline · no committed dateLive order execution through licensed third-party brokers, using the same models, signals and audit trail as the paper book. Requires the applicable registrations and regulatory approvals, separate terms and explicit enrolment. Every order is paper today.
The full trading platform
pipeline · no committed dateResearch, call and execution as one auditable workflow — signal, debate, order — through partner brokers first and, subject to licensing, a proprietary brokerage.: 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 dateA 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 dateFull 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 dateTerm 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.