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Engineering Smart Systems for Smart Markets
Real-Time Market Bias Engine
This system analyzes thousands of market depth events per second, operating at the microstructure layer of order books. It reconstructs live multidimensional models tracking order-flow aggression, liquidity imbalance, market-maker patterns, synthetic COT pressure curves, and virtual bias trajectories.
The engine aims to reveal hidden shifts in conviction before price confirmation through asynchronous collectors, adaptive smoothers, and bias estimators operating at machine speed.
Financial Market RAG System
Built on 800 financial volumes, this retrieval-augmented generation architecture answers financial questions with context awareness. It combines search interpretability with generative AI fluency for research, education, and decision support.
Our system supports investment strategies, risk management, market structures, and economic theory with precision and depth.
Auction Market Theory in Proprietary Trading
We embed Auction Market Theory into proprietary trading systems, analyzing where trading activity clusters via market profiles, Points of Control, and value areas.
Our systems extract features from tick-level data including volume acceptance zones, value area shifts, and time-based anomalies—using these insights to identify imbalances in real time and adapt to changing market participation.
