A calmer way to deploy your capital.
An in-house systematic engine, built and run by our quant team, trading index futures and digital assets. Every order passes through an oversight layer that sizes, checks, and can halt risk before it reaches an exchange. Built for family offices, RIAs, and institutional allocators.
The record is the trade history, not a slide.
We don't publish a hero number that's stale the day after it's printed. The performance you diligence is the time-stamped trade history itself: every fill, every gate decision, every outcome. Numbers come straight from the running system and are never revised after the fact.
Every trade is disclosed
The full trade history is your source of truth, not a headline figure on a deck. Filter it, export it, reconcile it against your books.
Built for independent review
Returns and risk controls are structured for third-party review as part of the diligence process, the same review your IC would run.
Nothing retrofitted
Trade records are immutable and time-stamped at the moment of the fill. No back-fitted results, no quietly revised history.
Live NAV in the cockpit
Real-time portfolio value updates in your cockpit, clearly time-stamped, so what you see is always current, never a snapshot from last quarter.
During diligence we open a read-only room with the return series, full methodology, and controls documentation. Past performance is not indicative of future results; algorithmic trading involves risk.
Request diligence access →Every trade the engine calls passes an independent check.
Our quant team built the signal engine and the oversight layer that sits on top of it. Before a single order reaches an exchange, the oversight layer sizes it, stress-tests it, and can block it, then keeps monitoring after the fill. Sizing and gate thresholds are recalibrated nightly against realized outcomes, and the team is looped in whenever conviction is low.
Risk gating
Every candidate order is checked against exposure limits, correlation, and market regime. If it fails the gate, it never fires.
Position sizing
Kelly-Markov sizing scales each position to conviction and the mandate's remaining risk budget. Smaller when uncertain, never over the cap.
Anomaly detection
The agent watches for slippage, stale feeds, and behavior outside the model's envelope, then flags or halts before losses compound.
Kill decisions
A daily-loss circuit breaker and manual kill switch are armed by default. Trip either and new orders stop instantly, per account.
Human-on-the-loop
The team can act unprompted on routine repairs, but never on anything that changes what real money does. Those decisions are surfaced with the evidence, not made for you.
Nightly recalibration
Realized outcomes feed back nightly to recalibrate sizing curves and gate thresholds, reviewed by the quant team as evidence accrues.
Two asset classes. One oversight standard.
Index futures for correlation and depth; digital assets for round-the-clock opportunity. The same agent governs both. No matter the venue, the risk rules don't change.
Deep, liquid, correlated to the broad market, the ballast of the program. The engine reads Nasdaq, S&P and Dow futures across multiple timeframes; the oversight agent sizes to margin and regime before any contract is worked.
Futures give the mandate correlation control and clean overnight risk. Positions are margin-aware and reconcile to a single clearing account you own.
Your capital never leaves your name.
We trade the account; you hold the account. The keys we're issued can read balances and place trades, nothing more. Withdrawal permission is refused at connection and can never be granted.
Funds stay in your custody
Capital remains in your own Kraken or Interactive Brokers account. AlgoTrada is never a custodian and never touches settlement.
Read + trade keys only
At connection we verify the API key cannot withdraw. If it can, we refuse it. Verified against the venue's own permission page.
Kill switch, armed by default
Daily-loss breaker, max-open-position cap, and a one-press manual kill per account. Any one trips and new orders stop instantly.
Accounts fully isolated
Each mandate carries its own keys, budget, and breaker. A bad day on one account can never reach another. Pause or disconnect in one click.
See every trade. Prove every trade.
Each fill writes a detailed audit record: the signal that triggered it, the oversight decision, the sizing rationale, and the outcome. Your operations team gets the same trail we do. Nothing is hidden, and nothing can be quietly revised.
- Immutable, time-stamped audit trail, exportable for your books
- Independent review of returns and risk controls, built into the diligence process
- KYC / AML and entity verification as part of onboarding
- Secrets encrypted at rest; data-handling controls in place as the program scales
Built for allocators, open to venues.
A managed mandate for institutions that want systematic exposure without building a desk, plus a partnership track for the exchanges and brokers that want to route it.
Family offices
A diversifying, systematic sleeve with drawdown discipline built in, reported the way your CIO expects.
RIAs & wealth managers
Offer clients an alternative strategy under their own custody, with white-glove reporting and per-account isolation.
Institutional allocators
Diligence-ready: return series, methodology under NDA, and controls documentation for your IC.
Exchanges & brokers
Route qualified flow through your venue. Let's talk integration, rev-share, and co-marketing.
Partner with us →Join the 2026 allocation cohort.
We onboard a limited number of qualified allocators each quarter. Join the waitlist and we'll open diligence materials under NDA.
Qualified investors only · diligence materials available under NDA