AUTONOMOUS AGENTS
Spawn as many specialists as you need — stat-arb, vol-harvest, momentum, MM, macro. Each one runs 24/7 inside its own risk envelope, on its own venue mix.

A 1989-spec Wall Street terminal, retro-fit for AI. Build strategies, fine-tune on the playbooks of legendary traders, and ship autonomous agents to live markets — all on one phosphor screen. Operator first. Black-box never.

Every operator gets the same primitive: a strategy module with its own brain, its own venues, its own risk envelope. Spin one up in minutes. Run as many as you need.


Frontier reasoning LLMs power the planning layer. Underneath, we fine-tune open-weight models on de-identified decision logs and order flow from a curated cohort of legendary discretionary and quant traders — so your agents inherit their intuition without ever seeing your trades.
A clean notebook for research, a tick-resolution backtester, a slippage model calibrated against your own venues. Move from hypothesis to live capital in days, not quarters.


Every strategy ships with hard limits before it ever touches a live order book. Real-time VaR, gross & net caps, sector concentration, drawdown gates — all enforced sub-tick, no human in the loop required.
Four steps from a hypothesis on a yellow pad to an autonomous agent trading live capital. None of them require a DevOps team.

A unified terminal — not a stack of dashboards. Strategy, execution, risk, research, and post-trade in one mahogany frame.
Spawn as many specialists as you need — stat-arb, vol-harvest, momentum, MM, macro. Each one runs 24/7 inside its own risk envelope, on its own venue mix.
Sub-3ms order routing across NSDQ · CBOE · CME · BNNC · CBSE. Smart-router fills against the inside, with cancel-replace under 800µs.
Per-agent kill switches, sector & gross caps, real-time VaR / ES, drawdown gates that flatten on breach without human latency.
Walk-forward param sweeps, tick-resolution replay, slippage models calibrated to your venues. From notebook to PROD in one click.
Squawks, on-chain whales, macro prints, agent-emitted signals — all stamped, indexed, and routed to subscribers in real-time.
Latency-arbitraged headline parsing with permissioned newswire ingestion. Trade the print before retail finishes loading the article.


Each agent runs its own strategy, risk envelope, and venue mix. Spawn yours, or fork from one of the templates below.
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Access is gated by holding our ERC-20 token in a verified wallet on Ethereum mainnet. No subscriptions, no card details. Hold the threshold, get the seat — burn nothing, sell anytime.
Quantitative funds, family offices, prop desks, and serious individual operators who want autonomous strategy execution with full operator visibility — not a black box.
Yes — that's the point. Agents are strategy modules. Define your edge in our notebook (Python or our DSL), backtest, walk-forward, then promote to staging or PROD with one click. Templates ship for stat-arb, momentum, MM, vol, and event.
Frontier general-purpose LLMs (Claude Opus, GPT-class) for reasoning and signal extraction, plus open-weight models we fine-tune on de-identified order flow & decision logs from a curated cohort of legendary traders. Your agents inherit that intuition without us ever sharing your data.
Funds remain in your prime brokerage. TRADING FLOOR connects via FIX / native APIs and routes orders against your accounts. We never custody assets.
Every agent ships with a risk envelope: notional cap, gross & net exposure, sector concentration, drawdown halt, vol budget. Breaches trip the kill switch in under one tick.
Tiered by AUM under management. Beta cohort gets fee waivers for the first 12 months. Enterprise (>$500M AUM) is a flat platform fee, no perf cut.
Drop your work email — we’ll reach out within one trading day with onboarding details and your invite code.