Trade prediction markets and equities side by side — the same research, one risk layer, and a single dashboard across Kalshi and Alpaca. Stop juggling tabs, venues, and spreadsheets.
Live positions and P&L across Kalshi and Alpaca on one desk — prediction-market contracts beside equity baskets — with book-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 — checked against the mode's whole book at placement. The global kill switch halts app-driven opens and closes; cancellations and venue-truth reads continue.
The same research, sizing, and exit discipline whether the trade lands on Kalshi or Alpaca — event contracts and equity baskets under a single method.
Today you run prediction-market and equity sleeves side by side under one agent and one risk layer. Next: a single sleeve 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 with cross-market today and grow into it.
Powered by
Quantreno is in early access. Everything described on this page is live and included — no billing yet, no card required.
The full desk, on your own connected venue accounts. You approve every order before anything is placed.
Join the betaFair-use limit of 50 chat messages per rolling 24 hours per registered account during beta. Paid plans come later — beta users will be notified before anything changes.
Connect Kalshi and Alpaca and run your whole book from one conversation.