Markets expertise.
Machine precision.
We are market specialists who build decision intelligence for traders and risk managers. G10, EM, frontier markets, crypto — across FX, rates, credit, and derivatives. Unlike tools built by developers who don't trade, ours are built by the people who sit in your seat.
Intelligence that adapts to the decision.
Confidence when you trade. Protection when you shouldn't.
Conviction backed by data, not gut. When conditions favor your strategy, the system confirms with optimized sizing. When they don't, you know before your P&L tells you.
See what you're not watching.
Three screens. 4,000 instruments. DI finds the dislocation in the one you weren't looking at — the bond 30bps wide of sector, the vol skew that just broke, the spread that left seasonal norms.
Built around your framework, not instead of it.
Your limits. Your mandate. Your market view. DI optimizes within your constraints in real time — not a black box that replaces your judgement, a system that removes your blind spots.
Decisions, not dashboards.
Trade this. At this strike. With this sizing. Machine learning models backtested on years of data, connected to your existing systems, delivering actionable output — not charts you have to interpret. Walk-forward validated. Auditable. Integrated into your live workflow.
Same principle, different seat.
Trader: regime-aware execution. Risk manager: tail onset warnings before limit breaches. Portfolio manager: 4,000 instruments screened to the 20 that fit your mandate.
Market specialists who know how to build the tools that make your life easier.
Custom filters for your trading framework
Your desk has specific criteria that define an opportunity. For a credit trader, it might be the top 20 investment-grade candidates within a maturity window and yield threshold. For a commodities derivatives desk, identifying term structure dislocations across the forward curve where calendar spreads deviate from seasonal norms. For an FX options book, flagging vol surface anomalies where skew diverges from realized. We build the filters that match how you actually think about your market.
ML models built by traders
Cutting-edge gradient boosting cascades, walk-forward validated on extended holdout periods. Models that know when vol is about to expand, which direction the move breaks, and whether the market is cheap or rich. Built by people who understand what the outputs need to drive — position sizing, stop placement, regime-aware execution.
Strategy backtesting that changes how you trade
Feedback loops you can't get any other way. Walk-forward backtesting against hardened benchmarks that separate real edge from noise. Our BTC options system turned daily low-delta selling into selective, model-guided trades — 9× premium improvement with 80% reversion confirmation. The model skips two-thirds of days because no edge exists.
Decision intelligence, tailored to your domain
Each platform is custom-built around deep domain research. We know these businesses inside out — because our team has run them.
BTC Options & Regime Intelligence
A machine learning-driven strategy for short-dated BTC options, backtested and validated on 8 months of out-of-sample data. 69 models in a 3-layer cascade — regime detection, directional classification, magnitude prediction — producing real-time trade recommendations every 60 seconds. Available as:
Live trading platform integration
Models deploy as sidecar services alongside live execution engines. Zero-contention architecture: read-only market data ingestion, cascaded model inference, atomic JSON + SQLite output. The decision engine consumes predictions and produces actionable signals — position sizing via 3-tier strike ladders, regime-aware stop placement, staleness protection with graceful degradation. Currently powering a Dubai-based proprietary trading firm with real-time multi-exchange execution across OKX and Deribit.
The same approach, applied to your market
Every desk has unique filtering criteria. We build systems that encode your framework — screening thousands of instruments against your specific parameters, surfacing only what meets your thresholds, and alerting when conditions change.
Custom-built for your desk
The same methodology applied to your market, your instruments, your risk framework. Vol clustering is universal — the architecture transfers to any liquid market. We build the signal extraction, backtesting infrastructure, and production integration for teams who need structured edge without vendor lock-in.
The team behind the intelligence
Senior market practitioners from tier-1 investment banks, prop desks, and crypto funds — with deep experience across G10, EM, and frontier markets in FX, rates, credit, and derivatives. We've sat in your seat, managed the risk, and felt the gaps in existing tooling firsthand.
We combine that domain expertise with production-grade data science and engineering. Our models run live. We trade our own systems. The methodology is published with full holdout metrics — because the work speaks for itself.
We build the lens. You make the call.
Whether you need a custom DI platform for your domain, access to our regime intelligence, or want to see our full case study with holdout metrics — let's talk.