An AI agent researches, sizes, and drafts every trade; you approve each order, and the risk limits you set are enforced at the moment of placement. In early access the desk paper trades across equities and prediction markets — starting with Alpaca and Kalshi, on simulated money; live accounts open at launch.
Free in early access — simulated money, no credit card required.
The same agent, research, and risk discipline across both markets. In early access the desk paper trades both — simulated money on Alpaca and Kalshi; live connections open at launch.
Trade events on Kalshi — politics, econ, crypto, weather. Out-research the catalyst, size with Kelly, and always have an exit.
ExploreA quant desk for your Alpaca account: market-neutral long/short baskets, real short legs, beta hedging, and a momentum + reversal signal.
ExploreOne agent, one portfolio. Trade events and equities side by side under a single risk layer, across your connected accounts.
ExploreWe ship the methods we can stand behind end-to-end. The other shipped styles return as each earns its keep.
Trade around known catalysts — Fed decisions, CPI prints, hearings — researched before they're priced in. Kalshi-first, where your view on an event trades directly.
The quant flagship: market-neutral long/short baskets on Alpaca, and consistency scans across related Kalshi markets. Paid for being right on relationships, not market direction.
A coded ranking holds a theme's recent winners against its losers and re-forms the book on a clock. Every rebalance waits as one ticket for your review — nothing trades unattended.
Runs today for existing sleeves; not taking new sleeves yet.
Professional desks separate research, execution, and risk oversight. Now you get that structure too — free on paper in early access.
Triangulated web + X/Twitter scanning surfaces catalysts before they're priced in. Never trade on a single source.
Kelly-criterion sizing and a mandatory thesis on every trade, plus a take-profit / stop-loss exit plan the desk watches for you. No FOMO, no YOLO.
Set exposure and daily-loss limits once, plus a same-instrument concentration warning — every opening order you confirm is checked against your whole book before it places. A limit that would be broken blocks the open; exits are never blocked.
Every order, thesis, and result persists across sessions — an auditable track record the agent carries into every conversation.
Most "AI trading" tools just pick tickers. Quantreno's finance engine builds market-neutral baskets, measures beta and R² against the market, and tilts toward a momentum + reversal signal — the construction a hedge-fund desk runs, automated on your account.
The full workflow — discovery, research, sizing, execution, and monitoring — in a single conversation, on simulated money during early access.
Link an Alpaca paper account in seconds — credentials encrypted at rest, never stored in plaintext. Kalshi and live connections open at launch.
Say "hedge my tech exposure" or "bet on a March rate cut with $200." The agent shapes it into one of the desk's launch styles, researches, and sizes the trade.
Every recommendation shows the edge, sizing, net beta, and risk. You confirm — the app places exactly what you reviewed. Nothing trades without your confirm.
It's your money and your own venue accounts. The architecture treats that as the constraint that matters most.
On every venue the agent recommends and reads — it has no path to an order. Only the app can place, only the exact trade you confirmed on the review sheet, and only after it clears the risk limits you set.
A hedged basket is validated leg by leg at review — if any leg can't place, nothing is sent. Cross-symbol orders aren't atomic once submission starts, so if a leg is rejected mid-basket, placement stops and everything already filled is journaled and shown — never hidden.
Every venue instruction is journaled verbatim — request and response — and closes are verified against actual fills, not order acceptance.
The desk’s freshest research — the actual output, not a sample. Each brief is dated, links its sources, and says so out loud when it has gone stale.
How event markets actually work, how professionals size the same trades, and how the venues stack up. Educational, never advisory.
Early access runs on simulated money — research, sizing, and approval-gated paper trading across equities and prediction markets, starting with Alpaca and Kalshi. Live trading and the paid plan open at launch; early access stays free.
Your AI quant is ready. Run your first sleeve on paper — simulated money, real markets — in minutes.
TSA weekly ladder pins Aug 24–30 average in the 2.25–2.30M band; 2.30M line a coin flip after late-week fade
Read the briefas of Sat 11:03 AM UTC · 5d agoStale· re-researched Sat after automated verification held the prior view· next: August jobs report — Sep 4 (estimated)Warsh plus hot July PCE turns Sept 16 into a coin flip; back-meeting Kalshi hike strikes lag the front's repricing
Read the briefas of Sat 10:45 AM UTC · 5d agoStale· re-researched Sat after automated verification held the prior view· next: October rungs close — iPhone 18 plus GPT-6/Astra/Mythos ladder — Oct 1 (confirmed)Claude Opus 5 holds the LMArena top spot into Aug 31; Gemini 3.5 Pro's delays make a late upset unlikely.
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