AtlasVector
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The institutional canon — rebuilt AI-native

What the big desks run.
Open, auditable, and in your browser.

Risk, compliance, derivatives, attribution, execution — the capability set the incumbents are known for, plus glass-box multi-agent reasoning and a track record you can re-derive. Here is the whole platform, and a plain look at how it compares.

Launch the AtlasVector terminal →Explore the portal
War Room · multi-agent orchestrationillustrative replay

One question. A war room of desks.

A question fans out across specialist desks; they run their tools concurrently, challenge the thesis through RED-TEAM, and converge on a cited answer — every step written to a tamper-evident audit chain.

The War Room convenes panels of up to eight desks from a ten-desk taxonomy; the shipped public verdict council is equity, risk, a sell-side MD and an adversarial red-team. A run finishes in seconds, with red-team review on every House View.

The ten-desk taxonomy · ATLASVECTOR orchestrator
MACRO
Rates · FX · regime · Fed-watch
Done
EQUITY
Fundamentals · peers · catalysts
Done
DERIV
Options · IV · skew · greeks
Done
RISK
Exposure · β · concentration · drawdown
Done
NEWS
Sentiment · relevance · thesis-impact
Done
QUANT
Signals · backtest · robustness
Done
COMPLIANCE
SEC · FCA · MAS · wash-sale
Idle
PORTFOLIO
Sizing · attribution · rebalance
Done
RED-TEAM
Bear case · reviews every House View
Done
AUDIT
SHA-linked event log · verifier
Done
ORCHESTRATOR
Routes · merges · cites · adjudicates
Done
▸ NVDA THESIS replay
  1. +1.14sNEWSNEWS relevance 9/10 · sentiment +0.42
  2. +1.46sDERIVOPT 30d IV 28.4 · skew steepening
  3. +1.78sQUANTSCAN 6 setups match · momentum + breadth
  4. +2.10sRISKRISK β 1.74 · top-3 concentration 12%
  5. +2.42sEQUITYINSDR $2.39B insider net selling · 365d
  6. +2.78sRED-TEAMRunning the bear case before the verdict ships…
  7. +3.26sRED-TEAMCluster sells precede 8 of last 12 prints · caution
  8. +3.58sPORTFOLIOTrim 25% into print · keep core · re-add post-earnings
  9. +3.94sORCHMerged 7 desks · BULLISH 75/100 · 3-12mo
  10. +4.28sAUDITWrote 14 events · sha 0x7c…91 · chain verified ✓
Multi-asset
Stocks, ETFs, indices, futures and crypto on one canvas — real-time. Options analytics on real chains; front-month futures live across the major complexes.
Source-checked
Every number traced back to its source and re-derived. Reasoning you can audit.
A council of desks debates
A glass-box verdict on every name — equity, risk, a sell-side MD and an adversarial red-team argue it out, and you read the transcript.
Real-or-unavailable by contract
Real or unavailable — never estimated in place. No fabricated numbers, ever.
Glass Box

A council of desks, one verdict

Every name goes to the desk floor: a council of specialist desks — equity, risk, a sell-side MD and an adversarial red-team — debates every verdict, and the weighted synthesis becomes the house call. For the hardest questions, the War Room can convene panels of up to eight desks from a ten-desk taxonomy. You read the transcript, see who dissented, and re-derive the seal. Reasoning you can audit, not a black box.

Open the Glass Box →
Conviction Call

A clear call, and the why behind it

BUY, SELL or HOLD with the reasoning attached — what changed, the momentum and trend read, the nearest support and resistance, and a conviction score. Every figure is traced back to its source and checked before it reaches you. When the data is not there, it says so — nothing is estimated in its place.

See a Conviction Call →
Multi-asset · real-time

The whole market on one canvas

Stocks, ETFs, indices, futures and crypto — real-time quotes and charts, the technical read, breadth, macro and the regime, with options analytics computed on real chains and front-month futures live across the major complexes. One coherent surface instead of ten tabs, updated as the tape moves.

Explore the markets →
Institutional desks

Risk and options machinery, built in

Component VaR and expected shortfall, a factor model, correlated stress and pre-trade what-if, an arbitrage-free volatility surface with greeks ladders and daily P&L explain, plus performance attribution — computed on the same data you trade.

Open the risk desk →
Track record

A re-derivable record

A paper book marked to the live price, benchmarked against the market and an equal-weight baseline, with a public VaR backtest on our own model. No fabricated win-rate — a statistic appears only when there is enough real history to earn it, and it can be re-derived from the ledger.

Inspect the track record →
AtlasVector vs the incumbents
The incumbents are deep on their core domains — this is where AtlasVector matches the canon and where it pulls ahead.
CapabilityAtlasVectorBloombergAladdinMurex
Real-time multi-asset dataReal-time — stocks, ETFs, indices, futures, crypto; options analytics on real chainsThe market standardYesYes
Risk analytics — VaR / ES, factor, stressBuilt-in — component VaR/ES, factor model, correlated stressPORTCore strengthCore strength
Compliance & controlsHierarchical limits, four-eyes, mandate engine, kill-switchLimitedYesYes
Derivatives & options deskArbitrage-free vol surface, greeks ladders, P&L explainYesPartialCore strength
Performance attributionBrinson + factor attribution, reconciledPORTYesYes
Multi-agent glass-box reasoningA council of specialist desks debates every call — sealed & re-derivable———
Transparent & auditableA re-derivable audit seal on every verdictProprietaryProprietaryProprietary
Ask in plain EnglishNatural-language queries, cited answersAdd-onLimited—
Who it is forRetail & institutional — in a browserProfessionalsInstitutionsBanks & institutions
PricingNo enterprise license≈ $30k / seat / year *Enterprise licenseEnterprise license

Bloomberg, Aladdin and Murex are trademarks of their respective owners; this comparison reflects publicly-known positioning, not a feature audit of their products. * Pricing is widely reported and approximate.

The full capability catalog
242 screens across nine institutional domains — every one reading from the same real-time data, real-or-unavailable by contract.
📡

Real-time market data & multi-asset

~30 surfaces
  • Quote boards, sector heatmap, live news tape, macro calendar
  • Intraday charts + a pro Chart Lab with AI support/resistance
  • World indices, movers, market breadth, pre-market scanner
  • Options flow, implied earnings move, crypto desk; dark-pool prints as a clearly-labelled simulated preview
  • Dividends, short interest, splits & corporate-action timelines

Real-time where entitled — stocks, index/sector/commodity/rates ETFs and crypto spot; some cross-asset tiles are proxies. Real, or labelled unavailable — never estimated in place.

⛨

Risk analytics

~18 surfaces
  • Component VaR & expected shortfall (historical + Monte Carlo, 95/99%)
  • A cross-sectional multi-factor model
  • Correlated stress — a shock propagated through the correlation matrix to every name
  • Pre-trade what-if: before / after / delta VaR on a staged trade
  • A high-water-mark drawdown governor wired to the kill-switch
  • A public VaR backtest with the Basel traffic-light + Kupiec / Christoffersen

Computed on the real paper book. The VaR-backtest verdict is “accumulating” until the daily forecast clock fills 250 days.

⚖

Compliance & controls

~11 surfaces
  • A hierarchical limit tree — firm → strategy → agent, a child can never exceed its parent
  • Temporary-excess objects that snap back automatically at expiry
  • Four-eyes / maker-checker with server-rejected self-approval
  • A mandate / IPS rules engine with a hard pre-trade block
  • An information barrier (restricted-list read/write wall) + kill-switch flatten-all
  • A tamper-evident, hash-chained audit trail

These govern the agent’s own proposal and paper-execution path — the control math is real (limits enforced pre/post-trade, self-approval rejected server-side).

◈

Portfolio, attribution & accounting

~17 surfaces
  • Brinson attribution — allocation / selection / interaction, reconciled to active return
  • Factor-return attribution (factor vs stock-specific)
  • Holdings marked to the live price; target weights vs drift; rebalance drafter
  • A holding ledger with lots & cost basis; tax-loss harvesting
  • Corporate actions applied with a value-conservation invariant
  • Multi-venue position reconciliation

One canonical position store. Brinson returns “unavailable” in prod until the benchmark/sector map is wired to a live feed; the factor section is live.

⧉

Derivatives & options desk

~15 surfaces
  • An arbitrage-free SVI volatility surface fit off the real chain
  • Greeks dashboards, portfolio-greeks ladders, regime-conditioned greeks
  • Daily P&L explain with an unforced residual
  • Pre-built spreads with P&L diagrams; risk-neutral PDF lab
  • Realized-vol & IV snapshots, put/call ratio, merger-arb engine

The arbitrage-free surface is fit from the real chain; a clearly-labelled synthetic display grid is used only when the free-tier feed can’t serve the chain. Chains on the live streaming feed are in the pipeline.

⚖︎

AI & multi-agent intelligence

~30 surfaces
  • The Glass Box — a council of specialist desks (equity, risk, a sell-side MD, an adversarial red-team) debates every verdict, with per-desk votes and a sealed audit trail
  • The Conviction Call — BUY / SELL / HOLD with the reasoning attached
  • A signal engine — ten technical models plus a learned weighting model — behind the conviction call
  • A War Room that convenes panels of up to eight desks from a ten-desk taxonomy on one question
  • Accuracy-arena admission — a new mind earns influence only on a proven graded edge
  • Agent orchestration, self-falsification gates, decision-trust loops

The learned model is off by default and changes nothing while off; it emits a calibrated probability mapped to a call with disclosed thresholds — never an invented number.

🔬

Research & analytics

~60 surfaces
  • Fundamentals, financial statements, an auditable DCF, cost-of-capital / WACC
  • A universe screener + an agentic natural-language screener; relative value; comps
  • Thesis builder with thesis-decay tracking; SEC filing intelligence + diffs
  • Earnings walls, surprise attribution, shock predictor, estimate revisions
  • Broker consensus + a street track-record score
  • Sector rotation, correlation matrix, cross-asset regime classifier, KPI nowcasts

Computed from standardized real feeds where entitled; several forward / alt-data / model-audit surfaces are clearly labelled synthetic until live data lands.

⧗

Execution & trading (paper)

~10 surfaces
  • A paper trading engine — orders, blotter, fills, mark-to-market, tax-lot on fill
  • Automated-strategy autopilot (Trend-Momentum / Mean-Reversion / Dual-Momentum)
  • Position sizing — meta-labelling → vol target → quarter-Kelly cap → per-position risk cap
  • Forward tests + walk-forward / triple-barrier backtesters
  • Read-only broker reconciliation

Paper only — a single simulated account; Autopilot executes automatically within it. Broker adapters reconcile positions read-only; there is no live order routing yet — live Autopilot execution via licensed brokers is in the pipeline below. Research — your decisions, your risk.

◉

Data integrity & auditability

~14 surfaces
  • The real-or-unavailable data contract, enforced in code across the platform
  • A tamper-evident sha-256 audit chain under advisory lock
  • A public, sha-chained benchmark that is independently re-derivable
  • Grounding gates + a self-falsification gate on the agent’s own verdicts
  • A decision-provenance graph and portable reasoning artifacts

This is the edge — reasoning and numbers you can re-derive and audit, not a black box. Metrics degrade to “unavailable” rather than fabricate.

The analyst desk
The portal surfaces — cited, no login — reading from the same real-time data.
📈

Technical Read

Candlesticks, EMAs, VWAP, RSI/MACD and the levels that matter — the chart read a desk starts from.

🎯

Signals

The signal-engine consensus across the universe — ten technical models plus a learned meta-layer — ranked by conviction and graded on real outcomes.

⏱

Day Trader

Intraday levels, momentum and the near-term setup for names in play right now.

⧉

Options

Chains, implied vol, unusual flow and the strategy read — the derivatives desk.

🔎

Screener

Filter the universe by the criteria that matter and rank by the risk you care about.

⚖

Head-to-Head

Two names side by side — relative strength, beta/alpha, valuation and the spread.

🌐

Macro & Regime

The market posture — breadth, correlation, volatility and the regime the desk is trading in.

📅

Calendar & Catalysts

Earnings, dividends, splits and the events that move a name — with the expected move.

🏛

House Book

The consensus book, its positions, and the daily NAV versus the benchmark — live.

In the pipeline — in build, not yet live
Roadmap, stated as roadmap. Nothing below ships today, and nothing above depends on it.
⇄

Live Autopilot execution

pipeline

The same agents that run the simulated book today, executing real orders on your behalf through licensed third-party brokers — flip Autopilot from paper to live, same signals, same audit trail. Ships only when the required registrations and regulatory approvals land, under its own terms and your express enrollment. Today every order is paper — by design, until it can be done right.

🏦

The full trading platform

pipeline

The end state AtlasVector is being built toward: research, verdict and execution under one roof — signal → debate → order as one auditable pipeline, through partner brokers first and, in time and subject to licensing, a brokerage of our own.

⛿

SOC 2 compliance program

pipeline

A formal SOC 2 program with independent attestation. The hash-chained audit trail ships today; the certification program is in build.

⧈

Options chains on the live feed

pipeline

Full chains on the streaming real-time feed. Today options analytics are computed on real chains via the entitled feed, with any synthetic display grid clearly labelled.

⟟

Deeper futures analytics

pipeline

Term structure, basis and full curves per product. Today the real-time front-month board is live across the major complexes on the Futures page.

What we don’t claim
Every figure is labeled real-time, delayed, or unavailable — the fine print, in plain sight.

Trading is paper

Every trading surface is a single simulated account, marked to the live price. Research only — your decisions, your risk; never live order routing.

The record is young

The auditable paper track record and the Basel VaR verdict are legitimately “accumulating” — a real clock we started, not a number we invented.

Bounded by data

Breadth of surfaces is large, but depth is bounded by the feeds we’re entitled to. Where a figure can’t be sourced, it says unavailable.

Not a data replacement

Bloomberg’s data breadth is its own thing. Our edge is the glass-box AI and the audit / governance layer — reasoning you can check.

Judge it on a name you know.

Read the full thesis on any ticker — or open the whole operating system.

Launch the AtlasVector terminal →Open the Glass Box