244 screens. Every one documented.

Plain-English market screen — cited rows with a one-line reason each, convertible to a proactive monitored book in one click

Pro charting · drawings · AI-detected S/R + patterns

Cross-asset macro regime classifier — reads equities/rates/credit/FX/commodities together to label the live regime (risk-on/off, growth-inflation quadrant, stress) on a ~15m heartbeat, feeding every regime-conditioned desk

Spot prices with each row's vintage; funding + on-chain have no feed and read unavailable

Off-exchange + block print monitor with LLM tape commentary — no venue feed is connected, so it currently shows no prints

Mega-caps ranked by % off their 52-week high — near-highs vs most beaten-down

Earnings calendar wall — IV expectations + post-print scorecards

Macro event calendar

Filter universe by criteria

Scan for names that just golden/death-crossed their 50/200-day MA — an event digest, real closes

Major FX cross rates

World exchanges · session state · countdown to next event

Sector treemap

Mega-caps ranked by forward dividend yield — real dividend data

Price + volume + indicators

Upcoming IPOs/secondaries + lockup expiries + LLM key terms

Advancers vs decliners across the whole US market — real session internals

Time-travel · scrub history · re-run thesis

Quote board · custom columns

Top movers + most active

High-short + mega-caps ranked by days-to-cover — real short-interest data

Live news tape

Top movers · earnings BMO/AMC · eco events · 4h news

Logged-out live single-name quote surface — price, change, and key stats without an account

Logged-out agentic research dashboard — one natural-language command composes cited screener results, leaders, per-symbol mini-feeds and a monitor spec into a durable per-session layout (synthetic where labeled)

Durable regime classification — every regime level + transition boundary persisted as a queryable decision anchor (list all times equity regime tightened by >15%)

Persistent risk & correlation regime memory — what ATLAS detected and when, with drift + searchable history

Mega-caps ranked by blended relative strength vs SPY

Money flow · momentum quadrant · sector leaders

Alt-data smart-money flow — 13F deltas, options flow, insider clusters

Reddit/Twitter mentions + LLM topic extraction

Anchored TPO + POC + value-area histogram

Sovereign + treasury proxies

Global equity indices monitor

Distance from 52-week high/low and where price sits in its range — real daily bars

Cited, agent-authored "what changed and why it matters today" per symbol

Analyst recommendations + targets

One name, all real reads: relative strength + beta/alpha + short interest + dividend + next earnings

Sell-side broker consensus desk — aggregates ratings, targets, and estimates across brokers into a living consensus with dispersion bands, revision velocity, and quiet-downgrade detection

Broker-consensus DELTA ledger — quiet-downgrade catalyst risk, dissent-band volatility proxy, House-View divergence (aligned/diverging), and unanimous-bull crowding drawdown risk, with a folded risk score

Catalyst confluence -> position sizing — regime-weighted confluence + fragility-driven size ladder

Ranked catalyst calendar · earnings + insider + estimate + macro confluence

Autonomous primary-source signal generation — agent-composed channel-check / expert-question batteries (KPI · supply-chain · pricing · competitive) derived from each thesis’s falsifiers + industry KPIs, scored against the book.

Adjustable relative-value comps: weight/exclude peers, forward multiples, percentile bands, z-score vs the peer median

Multi-symbol side-by-side · sparklines + key stats

Living consensus spine — revision velocity, dissent band, quiet-downgrade detection

Multi-method blended fair value (DCF + peer comps + estimate momentum + insider drift) with auto-flagged rich/cheap conviction signals.

Unified timeline — next earnings, dividend ex-dates + splits

Cost-of-capital desk — live WACC build (CAPM equity cost + after-tax debt cost) with CDS/bond-implied spreads, sensitivity bands, and ROIC-vs-WACC value-creation gate

Auditable per-ticker DCF — fair value, discounted cash flows, WACC×g sensitivity

DCF Model-Lineage Auditing — per-assumption snapshots + sensitivity contribution tree + before/after fair-value accuracy grading so every model is auditable to its drivers

Compose research outputs into a shareable cited deliverable

Company profile

Desk-notes distillery — one distilled lore line per ticker per day, pinnable

Cross-market NL Discovery — ask the whole market in plain English; every idea cited and one click from House View, Decision Ledger, and an audited paper playbook

Real dividend yield (trailing + forward), cadence, next ex-date

Worst peak-to-trough decline, current drawdown, recovery % and underwater days — real daily bars

Print history + next print

Options-implied ±move through the next earnings print

Forward-looking earnings-shock kernel — learns rolling driver-level information coefficients and emits a regime-conditional six-month EPS shock cone (5th/50th/95th) with a conviction discount.

Mechanically attribute a realized EPS surprise to the five EPS-bridge drivers — revenue · gross margin · SG&A · tax · dilution — with per-driver EPS deltas that sum EXACTLY to the surprise. Each delta is tagged against the Street assumption ("Street assumed 3%, actual 5%"), the lead driver is cited to the filing/transcript claim that warned it, and the realization is fed back into the nowcast/driver-IC loop so the engine learns which driver predicts the next miss. Beats reading the MD&A: this attribution is mechanical, citable, and graded.

Run a durable, MULTI-DAY, checkpoint-gated earnings-prep CAMPAIGN auto-armed off the earnings calendar: gather (primary research) → nowcast (consensus KPI nowcast + surprise/shock cone) → model (latest spread) → memo (human sign-off, dual-control). It advances itself on the kernel heartbeat, fusing channel checks, the KPI nowcast kernel, the earnings shock predictor, and the model spine, and on the post-print SEALS a pre→post surprise-attribution diff that grades the prep. Beats a one-shot answer: proactive, stateful, audited.

Estimates as a driver tree, not a static number — decompose consensus EPS into revenue / gross margin / SG&A% / tax / dilution, learn which prior-quarter driver moves predict the next surprise, flag inflections (margin contracting while revenue stable = pricing-power loss), and project the EPS impact of "cut margins 50bps" across the persisted quarterly trajectory

Estimate-revision events timeline — beats, raises, cuts

Buy-side estimate-revision intelligence: rising/falling EPS momentum, quiet-downgrade early warning, and your thesis vs synthesized consensus — self-graded over time.

Estimate-Driver IC Loop — learns WHICH driver (revenue/margin/tax/dilution) predicts the next EPS surprise via per-driver information coefficients and steers conviction accordingly

Primary research weighted by which experts have actually been right — claims linked to theses/positions, sources graded by realized outcome, reliability-weighted confluence/contradiction surfaced and a conviction discount exposed to the conviction layer

Cross-source qualitative-claim ledger — who said what across ingested documents, call transcripts and research-panel answers, clustered into canonical claims, scored corroborated/contested/contradicted, then graded A–F on proved-right rate against your own realized outcomes (synthetic where labeled).

Filing Materiality Diff Loop — diffs new filings against prior docs, ranks sections by materiality, and fires a memory contradiction when a thesis-breaking 8-K (guidance cut / going-concern) hits a standing bullish thesis

Per-document agent tearsheets + materiality-ranked filing redlines — thesis-impact ranking, not a keyword diff

Real income statement, balance sheet & cash flow — revenue/margins/net income over 4 fiscal years

Regime-conditional forward 1/3/6/12m expected return + 70th/90th percentile bounds

Income · balance · cash · ratios

Time-series of revenue/EPS/margins/FCF

Many-questions × many-entities cited research matrix

Institutional + fund ownership

Sector-specific operating KPIs benchmarked across peers

Form-4 buys/sells + cluster signals

One-click cited bull/bear memo

Cross-entity knowledge graph — materialized entity relationships for a symbol with edge citations + exposure traversal (suppliers, customers, shared factors)

Alt-data KPI nowcast with a closed learning loop — compose the consensus-relevant KPI per name from alt-data signals, diff nowcast-vs-consensus into a surprise-direction cone, then grade every realized print and learn a durable per-KPI reliability weight that widens the cone when untrusted and discounts conviction. Beats a read-only alt-data corpus: this nowcast remembers its own track record.

Real-time earnings-call transcript stream + LLM call commentary

Beta / correlation / R² / alpha vs SPY (real returns)

Generative financial-model foundry with a self-correction loop. Atlas spreads the filing into a standardized 3-statement model, builds an .xlsx-shaped cell graph, AUDITS its own output, applies deterministic repairs, and RE-AUDITS — looping until the critical/high findings clear, then seals the final report to the tamper-evident audit chain. Shows the iteration ladder (findings dropping to clear per pass), the reconciled fair-value, and an explicit BLOCKED state when it cannot reconcile. It never ships a dirty model: a clean-looking-but-broken model is structurally impossible to receive.

Deterministic, cell-traceable model audit — circular refs, hardcode overrides, broken/#REF! cells, unit-sign mismatches and assumption drift, each finding citing its source cell, with audit-chained reversible repair proposals (synthetic where labeled until live keys land)

Standardized model spreading + live comps

Analyst-grade computed financial model + quality ratios from standardized fundamentals

Price vs 50/200-day SMA + golden/death cross state and how long since — real daily closes

Per-symbol research scratchpad · charts · news · theses

Synthetic multi-persona expert panel — supplier, customer, competitor and ex-employee personas argue a thesis off your audited corpus, each claim carrying a stance, a confidence and its source count, alongside a falsifiable channel-check question guide (model-generated, never a real interview)

Quality-vs-valuation resilience desk — ROIC-vs-WACC + 7 quality pillars gate whether the multiple is defensible

Earnings-quality dashboard — accruals, cash-conversion, and red-flag scoring across covered names

Leadership vs SPY over 1/3/6/12m — real relative returns

Peer comp table — valuation/profit/growth

Daily research synthesis across FA/GF/RV/EARN per covered name, with conviction deltas surfacing what changed

Self-refreshing question×entity research grid where every cell debates, re-derives its numbers, weighs its source by track record, and flags dissent + contradiction vs the House View — the Hebbia/AlphaSense-killer

Revision-velocity intelligence + quiet-downgrade early warning. Fuses per-broker estimate-cut velocity, consensus momentum, and rating-held cuts into a single continuous desk.

EDGAR feed with LLM-rated materiality

Real short interest, days-to-cover, % of shares out, squeeze read

Real split history — latest ratio, count, cumulative share factor

Street track-record desk — grades every broker’s realized price targets and EPS estimates over time and reweights conviction by each desk’s proven reliability

Conviction-decay & thesis-break early warning — verdict drift × P&L-at-risk, ranked + audited

Versioned thesis evolution graph — an append-only timeline of how a name’s thesis CHANGED over time. Each revision is an immutable node {version, stance, conviction, drivers, supersedes}; every cross-axis FLIP (bull→bear) is marked with WHEN and WHY, the conviction path is charted, and the current thesis is graded for "confident staleness" (high conviction on drivers not revisited) — the penalty that steers conviction off the trajectory. Beats a static consensus view: this is cross-session memory of the whole reasoning arc.

Whether a multiple is defensible: comps, quality and trajectory joined on a resilience matrix that separates value traps (cheap, deteriorating) from justified premiums (expensive, improving).

Upload a messy book and Atlas stands it up — ingest, normalize with provenance, reconcile positions, seed a thesis per position and provision a watch plan, every step audited and resumable (synthetic where labeled until custodian keys land)

Performance & P&L attribution — factor · sector · name-level Brinson decomposition across the book

Multi-Book Conflict Resolver — detects contradictory bull/bear stances across books on the same symbol and stages ranked, reversible reconciliations (consolidate / hedge / pair-trade / ratify-as-intentional)

Governed multi-custodian reconciler — diffs broker/custodian positions, cost-basis & cash against the House book, ages a break-ledger, and proposes reversible dual-control corrections

Reconcile ATLAS vs IBKR/RH positions + drift narrative

Forward-facing risk-budget ledger. Give each desk/reason explicit Greeks + vol caps so capital can be steered by risk, and check conviction-to-Greeks against budget before acting.

Conviction-anchored capital reallocation — fuses the house view, the live macro regime, and your risk budget into one ranked, policy-gated, audited reweight plan with per-line conviction + counterfactual-regret scoring

One deep-linkable deck: posture, risk-vs-budget, win-rate by reason, regime drift, rebalance-ready — speed-to-insight over ten stitched screens.

Conviction-drift watch — measures each live thesis against its original inputs (growth, fcf, capex, margin, multiple) via per-parameter sigma drift, auto-staging a reassessment when the thesis breaks

Stress decomposition by factor tilt — which tactical bet drives the tail

The agent's own receipts — a day-0 equal-weight basket SEALED at real entry closes, marked to the latest real close on every load: realized return vs SPY, alpha, and an accruing daily NAV equity curve. Honest by construction — day-0 is mechanically 0%, the curve draws only once ≥2 real trading days have accrued, and nothing is back-filled. The same proof the public portal shows, inside the OS. Research — your decisions, your risk.

Position-level holding ledger — lots, cost basis, audited movements

Cross-venue net-position reconciler — nets every symbol across paper and broker blotters into one true exposure, then flags coherence breaks: offsetting boxes, cost-basis dispersion, stale syncs.

Verdict outcome attribution — calls vs realized outcomes over time

Position-level P&L causality — traces each holding back to the thesis and desk behind entry, execution slippage, the missed invalidation review and its cost, and realized P&L vs the conviction band.

Your holdings at a glance — total account value, cash, and every position marked to the live price with market value, weight and unrealized P&L. Paper account. Research — your decisions, your risk.

Factor decomp · scenario stress · rebalance

Position-driver causality + invalidation sentinel — decomposes each position P&L move into named drivers and arms an exit-if-the-thesis-breaks reflex with a reversible playbook

Per-position decision journeys (not alerts): original thesis, key inflection milestones, stop-loss thesis and a conviction-decay trajectory the kernel re-checks nightly against estimate revisions, earnings and insider flow — proposing a gated, audit-sealed hold/trim/exit/re-conviction action grounded in the ORIGINAL thesis

Closed-loop drift→target, policy-gated, audited draft playbooks

Target portfolio weights vs. current drift — rebalance gaps and tolerance bands

Lots-aware harvesting + wash-sale + LLM replacements

Ten independent agents score every name from live price action — trend, momentum, mean-reversion, breakout, volume, volatility, MACD, RSI, support/resistance and relative strength — combined into one BUY/SELL/HOLD call with conviction and the full per-agent breakdown. Research — your decisions, your risk.

Autonomous alpha-generation loop — discover hypotheses from the book + house view, compile to strategy specs, backtest, gate through robustness (Monte-Carlo + rolling windows + permutation p-value), challenge in an adversarial multi-desk debate, and draft a DUAL-CONTROL paper-arm proposal. Draft / paper only — requires approval + kill-switch.

Put a forward strategy on autopilot in your paper account — pick Trend Momentum, Mean Reversion or Dual Momentum and the desk rebalances to its targets automatically, then tracks every fill and the running mark-to-market. Paper only. Research — your decisions, your risk.

The intraday levels day traders trade around — VWAP, the opening range, prior-day floor pivots (P/R1/S1), session high/low and where price sits vs each, an honest intraday bias, plus the live gainers/losers/most-active board. The free portal day-trader desk, inside the OS. Real market data or labeled-synthetic. Research — your decisions, your risk.

Swappable broker/OMS adapter seam behind the audited paper layer. No orders are routed.

Chain + greeks (where supported)

Unusual activity — volume vs open interest

Pre-built strategies · greeks · P&L diagrams

Real technical BUY/SELL/HOLD across stocks & ETFs — trend (SMA 50/200), RSI, MACD, volatility and support/resistance fused into one call with conviction and the plain-English DRIVERS behind it (plus an honest overbought/oversold caution). The same real signal board the free portal shows, inside the OS. Real market data or labeled-synthetic — never a faked arrow. Research — your decisions, your risk.

Implied-vol surface + scenario greeks across strikes/expiries

Adaptive Greek Regime Engine — auto-proposes Greeks-optimal, reversible rehedges the moment the macro regime drifts, ranked by cost-benefit and gated by the kill-switch / mandate kernel

Policy-first capital governor: teach allocation rules once, then govern every proposal (pass / modify / reject) with auto-hedge against the net-beta target. Audited.

Desk-level coherence engine — continuously checks whether desk theses, sizing, and hedges cohere with the house view and flags self-cancelling or contradictory positions

Compliance monitor — restricted lists, breaches, audit trail

Proactive cross-position contagion radar — monitors correlation tightening + shared-factor exposure on the kernel heartbeat and raises cited, regime-conditioned contagion-risk events before the cluster moves together

Enforcement gate that makes conviction EARN capital: a per-band size ladder (conviction-40 caps near 2% of book), calibration-aware auto-trim, and auto-escalation when a thesis's falsifiers fire. Breaches + human overrides are audited.

Cross-position correlation & tail-hedge ledger — amplifies-vs-hedges ranking by macro regime across 5 stress scenarios

N×N rolling correlation heatmap + LLM regime tag

Whole-firm coherence — aggregate holdings across ALL books, book×book covariance contagion grid, hidden cross-book tail concentrations, firm VaR/gamma

Codified, reversible, audited capital-defense policy — cascading de-risking actions pre-staged against forward drawdown thresholds (5/10/15/20%) that fire on real drawdown

Multi-horizon drawdown + CVaR, regime-sliced

Forward regime sensitivity — projects the regime probability cone over 1/3/6m, stress-tests positions×shocks reweighted by the forward regime, and ranks capital-efficient hedges before the regime flips

Proactive N-hop second-order exposure from your book

Per-position Greeks attribution — each holding's signed % of book delta/gamma/vega/theta, sorted by concentration, plus a minimal rebalance ladder that brings any Greek under a cap without over-trimming.

Live book view — per-leg greeks heatmap, spot-bump P&L ladder, theta/gamma decay

Day-over-day Greeks decay velocity (dθ/dΓ/dν per day), daily theta-bleed $, and proactive gamma-convexity-decay / theta-bleed-accel early warnings on the book.

Portfolio option greeks laddered across strikes/expiries — net delta/gamma/vega/theta by rung

Desk memory for hedging — persists each Greeks scenario run as a named playbook, grades realized against forecast on every regime transition, and surfaces the proven re-hedges when the regime flips

Second-order shock propagation — an exogenous supplier/port/input-cost shock traced through the customer/supplier/competitor graph to a ranked, cited list of YOUR positions at risk with a staged, reversible hedge (synthetic edges labeled until keys land)

One drillable risk-officer surface composing six already-shipped risk organs: portfolio Greeks + regime sensitivity, the correlation-tightening curve (calm -> crisis), the factor-attribution waterfall, drawdown/VaR projected under the next 3 regime scenarios, Greeks-decay acceleration flags, and the conviction distribution. Each heat-mapped panel clicks through to its detail screen (GREEK / CVSTRESS / FATTR / GDECAY / CVPOL). Pure composition, regime-conditioned, fail-soft.

Codified investment-mandate (IPS) kernel — every drafted agent action is evaluated against limits, restricted lists, concentration caps and exclusions; violations are hard-blocked

Regime-aware cross-portfolio coherence — how many positions break together under a -5% SPY, vol-spike or sector-washout shock, with a regime-bucketed correlation heatmap and a contagion drill.

Synthesize the optimized next book under conviction + risk guardrails (DRAFT, one-approval)

Realized volatility dashboard across the book — multi-window RV vs. IV and vol-of-vol

Regime-triggered auto-hedge: shift → conviction → drafted, audited paper hedge

Regime-coherence monitor — flags positions whose thesis contradicts the current macro regime, scored against both the live regime and the regime the call was anchored to, plus a book-level index.

Factor×regime tail decomposition of YOUR book — which factor (momentum/value/quality/low-vol/sentiment) drives tail loss in the current regime, crowding heatmap, re-ranked positions + reversible trims

Per-regime FORWARD Greeks: project the book's delta/gamma/vega/theta under every macro-regime scenario (soft-landing, stagflation, risk-off…), conviction-weighted, with per-regime risk-budget utilization (which regime walk breaches which Greek limit).

Always-on risk-desk orchestrator — synthesizes the firm's cross-asset risk organs (regime, whole-firm cross-book variance, correlation, scenario tails, drawdown defense) into one ranked daily briefing of the top 3–5 risks by tail-loss × tail-probability, pre-staging one reversible kill-switch-gated draft hedge per risk and sealing each ranked alert to the audit chain

Closed-loop risk governance — detect breach → model corrective → 3-regime pre-flight → auto-approve or escalate, audited & paper-only

One-click flatten-all + auto-halt rules + audit log

Forward-looking risk guardrail — projects 95% VaR, CVaR, drawdown and theta-bleed into the coming regimes and fires on a 30–60s tick when a projection crosses its guardrail, sealed to the audit chain

Build + run what-if scenarios across the book with stored assumptions

Regime-conditioned scenario ENSEMBLE — run N named scenarios across the whole book at once, weighted by regime probability and reweighted by realized-outcome conviction, with a worst-10 loss table (gross-loss / tail-VaR / worst-position / coherence breaches) + ranked hedge playbook

Always-on cross-portfolio volatility-correlation stress: a regime × shock BREAK-TOGETHER heatmap, the correlation-TIGHTENING curve (calm → crisis), per-position break-together risk, and ranked hedge recommendations — persisted each pass so the desk can diff contagion over time.

Durable vol-regime memory — skew/term/VIX timeline, regime tag, macro coupling

Decision accountability loop — per-desk hit-rate, Brier, Spearman IC, reason-code calibration (right reasons?)

Public, signed, audit-chained accuracy leaderboard — every desk and model ranked on realized outcomes (hit-rate / Brier / IC / alpha), Bayesian-shrunk for small samples, per regime and reason-code. Every cell re-derivable.

Build your own playbooks in plain English

Signed, verifiable Know-Your-Agent credentials + per-desk reputation

Agent grounding + observability — per-run telemetry, grounding scores, MTTR

Decompose an NL goal into a visible, grounded, audited agent-team plan

Describe a goal in plain English — the agent composes existing tools into a governed plan and saves successful ones as reusable skills

Governed peer delegation — scope + kill-switch + audited

Held-out golden-answer accuracy firewall

Mandate Authority Ladder — extends the Mandate Kernel from binary block/co-sign into a TIERED authority structure (desk-head ≤5bp soft breach → PM → CIO ≥10bp hard → Chief Risk Officer for any concentration breach). Auto-routes a violating proposal to the MINIMUM required signer(s), seals the approval chain to the audit log, and LEARNS which signers are slow so the Conductor stages proposals earlier. No incumbent terminal codifies who-must-sign + escalation routing + signer-latency memory.

Always-on runtime — recurring agent jobs, cadence, escalation

ATLAS brief archive

Track + score open calls vs thesis with breach escalation

Live multiplayer desk — shared presence, @-mentions, dual-control sign-off.

Atlas Conductor — proactive orchestration kernel: preview/run cycles over the normalized event stream + memory

Why we changed our mind (bull->bear etc.) and what the flip cost — the CIO week-end question.

Counterfactual Regret Ledger — for every rejected/trimmed/not-sized-up decision, did we dodge risk or miss returns? Grades the foregone exposure at max-conviction size and feeds budget calibration by reason (risk-budget / regime-gate / conviction).

Continuous per-name analyst — re-runs and self-revises its thesis on every new event, queued for one-click accept into House View

Under-covered quality names + Atlas-vs-consensus divergence edge

Overnight ranked what-changed digest

Parallel adversarial desk-debate — fan-out + cross-examination + calibrated verdict

Audited, timestamped thesis decision ledger — open/add/trim/close + conviction changes with rationale, reviewable later

Decision → Position → Outcome causal graph — which audited decisions drove your current weight in a name (conviction, regime anchor, desk votes) and how they paid off (realized hit/miss)

Your post-hoc verdict on every call (Agree/Refine/Disagree with a luck/skill reason) becomes audited memory that steers the next conviction — a CIO trust gate sealed to the audit chain and threaded into the memory drift loop

Regulator-ready, citation-linked thought-to-execution trail per position — joins the existing audited organs into one ordered chain: conviction (decision ledger) → allocation (live position) → attribution (realized Δ, regime vs. reasoning) → outcome (realized P&L + causal verdict) → next action (staged reversible draft awaiting a signer). Every number is a click-through citation back to its source organ.

NL → template-bound, calibration-aware, footnoted deliverables

Persistent, stateful desk threads — long-running agent conversations per name/theme with durable memory, citations, and one-click promotion to House View or Decision Ledger

Graduated, audited action authority per desk — the EARNED tier (observe / suggest / stage·1-signer / auto-stage) computed from realized accuracy (hit-rate, Brier, KYA credential, reason×regime calibration), with a decay curve when recent accuracy regresses. No incumbent grants autonomy as a learned function of track record.

Evaluation harness — score agent/workflow outputs (accuracy, citation coverage, regressions) before relying on a change

Query Atlas's own audited decisions, debates and GRADED outcomes in natural language — 'what did we conclude on this name and were we right?' — with citations to prior internal calls and their realized grades

Hard gate over thesis/verdict revisions — ungrounded decisions locked to human review, low-score decisions conviction-discounted, daily ungrounded feed

The house verdict — eleven desks debate one question; per-desk votes, calibrated verdict, sealed audit trail

Self-improving desks: rewrite the worst-calibrated desk prompts + routing from realized returns (dual-control)

AI-generated daily briefing personalized to watchlist + memory

Proactive daily position-anchored brief fanned out to email / Slack / Discord with one-click deep-links + reply-to-act through the same governance gates

Outcome Attribution Engine — every decision chained to its realized P&L and the regime at decision time, decomposed into regime-shift vs reasoning-error so a bad quarter is provably exogenous or a real miss (synthetic until live grades land)

Public, signed, regime-bucketed head-to-head benchmark — Atlas’s full pipeline vs a frontier baseline on identical tasks, sha256-chained and independently re-derivable, a public trust artifact no incumbent publishes

The learning loop incumbents have none of: Atlas grades its OWN bets per regime and feeds the verdict FORWARD. A reason×regime heat-grid shows, for every desk rationale, how it has paid (or bled) in each macro regime — and the bounded conviction MULTIPLIER the Conductor reads next time ("momentum theses get 60% weight in THIS regime because momentum lost money here last quarter"). Click any cell for its tally history; every discount is audit-sealed so a desk can contest it. Model-derived inputs are labeled.

Export any answer/grid/brief as a signed, audit-sealed, RE-RUNNABLE bundle — then re-run it to refresh every number and DIFF what changed.

Adversarial governance loop that auto-falsifies every House View before it ships — pass / flag / block verdicts with residual conviction, grounding, and disconfirmers, all hash-chain audited.

Launch-and-leave autonomous research — one mandate fans out into parallel desk investigations that step to completion and assemble a cited, hash-chained deliverable. Every run is labelled synthetic.

Block any deliverable until the agent has actively tried to BREAK ITS OWN numbers. Before a deliverable ships, the gate re-derives every numeric claim from the typed fact layer, binds each assertion to its provenance, scores faithfulness against its own footnotes, and runs one adversarial RED-TEAM debate round — then folds the falsification attempts into a ship / repair / block verdict sealed to the tamper-evident audit chain. This screen shows the per-claim falsification attempts with pass/repair/ block badges and the audited verdict — the "we tried to break it and could not" proof a one-shot LLM answer cannot self-impose.

Build + register custom agent tools in plain English

Pre-dispatch faithfulness firewall against the top 2026 agent failure mode — tool-call hallucination / argument fabrication. BEFORE any agent tool executes, Atlas validates the tool exists, the args conform to its schema, required args are present, values are in range, and the call matches the bound context — then seals every verdict (pass / repair / block) to the audit chain. No incumbent has any analog.

Author saved, governed, event-triggered recurring research recipes in plain English — NL → trigger conditions + action DAG, bound to the live event bus, audited firing history.

Live-path adversarial manipulation-resistance firewall

Convene all desks to debate one question

Conversational deep-research canvas

Clonable scheduled research DAGs that learn their hit-rate — clone a curated template, bind your book params, schedule it, and watch realized grades fold back into a per-template hit-rate leaderboard (synthetic priors labeled until graded runs land)

Author, run, schedule & share multi-step research workflows

ATLAS multi-step playbooks

Atlas-QL — a single typed query plane over the whole terminal: ask the book, the market, and the agent memory in one composable query, every result cited and one click from a saved recipe

Re-derives the numbers a filing/transcript STATES against your model assumptions / typed fact layer — flags "management said 18% revenue growth, model implies 12%" and audit-chains the contradiction. AlphaSense extracts claims but never re-derives them; this is the model-audit trail no document reader exposes. Verdicts: match / contradiction / unverifiable, with sign + magnitude hard-block detection.

Ingest external docs (URLs, pasted text, uploads) into the research corpus — searchable + citable across ATLAS

Upload + Q&A on filings, transcripts

Live typed event feed — filings, transcripts, insider Form-4 clusters, estimate revisions, regime shifts (document/structure driven, price-independent)

Provenance-carrying Excel export with analyst edit write-back — the agent lives inside your model

Governed MCP connector hub — register, configure, and audit external Model-Context-Protocol data + tool connectors the agent can call, with per-connector grants and health

End-to-end model lineage graph — every number in a model traced to its source filing/estimate/assumption with a full provenance + freshness audit trail

Atlas-as-Platform · mint/revoke scoped MCP grants exposing the agent kernel to external agents/IDEs + recent external-call audit

Primary-source web change-watch — Atlas diffs the original web sources (IR pages, 8-K indexes, pricing/policy pages) on its heartbeat, grounds each material change, and routes a brief to the affected position. Beats read-only research tools on agency + speed: it watches so you do not have to refresh.

Proactive, book-anchored client briefs: meeting-prep + plain-English, cited, audit-sealed portfolio commentary

Unified daily dashboard — brief, risk, prints, alerts, memory

Browse + replay past commands; manage saved searches

Per-user / per-desk token + latency + $ budgets with an audited spend ledger. Meter every agent recipe, watch per-desk utilization vs budget, and set caps so the OS self-throttles expensive low-value compute (advisory -> throttle -> halt).

Long-horizon autonomous campaigns: resumable, milestone-gated multi-day engagements with checkpoint gates, evidence accrual + a sealed deliverable

Auto-assembled, signed AI-governance dossier — the SEC-2026-exam package compiled read-only from the live audited substrate

Main terminal grid

Browse + install community workflows and agents

Administrator-only: trained model registry, training-holdout metrics, and the evidence funnel that decides whether a model is promoted to serve

Every screen in the terminal, grouped by category — filter and launch

Administrator-only: review accounts and permanently remove a user from the terminal and its linked sign-in identity