Prediction markets and equities side by side — the same research, one risk layer, and a single dashboard across Kalshi and Alpaca. Early access runs on paper; cross-venue live trading opens at launch.
Live positions and P&L across Kalshi and Alpaca on one desk — prediction-market contracts beside equity baskets — with portfolio-wide exposure tracked against your mandate, not one venue tab at a time.
Ask the agent anything about your portfolio — "how are my positions doing?", "what's my net tech exposure?" — and it answers across your connected venues at once.
Markets are fragmented. Your research, risk, and track record shouldn't be.
Positions, P&L, and exposure across your connected venues in a single view — no more tab-switching.
Set mandate-level exposure and daily-loss limits once, plus a same-instrument concentration warning — every opening order is checked against your whole portfolio at placement, whichever venue it lands on. A limit that would be broken blocks the open; exits are never blocked.
The same research, sizing, and exit discipline whether the trade lands on Kalshi or Alpaca — event contracts and equity baskets under a single method.
The desk runs prediction-market and equity books side by side under one agent and one risk layer — on paper in early access, live at launch. Next: a single book that spans both — express one thesis as, say, a Kalshi oil-supply contract and an energy-equity leg, with blended exposure and a shared exit.
Building now. Start on paper today and grow into it.
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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.
Join early access — paper trade both markets now, and run your whole portfolio live at launch.