Consolidate multi-broker accounts, live trading positions, and automated PnL reconciliation into one high-performance dashboard. Engineered with real-time WebSocket state management, institutional risk analytics, and zero spreadsheet lag.
Replace brittle manual spreadsheets and fragmented portal logins with a single, real-time command center that aggregates global multi-asset risk.
Automated background workers poll and listen to execution events across equities, futures, options, and crypto accounts with automatic reconnection logic.
End-of-day trade matching isolates execution commission discrepancies, overnight borrow fees, and FX conversion variances with auditable reconciliation reports.
Monitor portfolio VaR, beta-weighted equity curves, option Greeks, and broker margin utilization thresholds with instant email/SMS threshold alert triggers.
Maintain total visibility over capital allocation across fragmented venues without relying on slow manual updates.
Investment committees requiring aggregated cross-custody portfolio reporting, asset allocation drift tracking, and liquidity stress tests.
Risk managers overseeing multiple sub-accounts and automated trading bots who need centralized kill switches, drawdown caps, and real-time margin alerts.
Teams holding collateral across on-chain smart contract vaults and centralized exchange accounts needing real-time liquidation monitoring.
Complete, production-tested software packages deployed to your private infrastructure with 100% intellectual property ownership.
Direct engineer-to-client workflow with staging environment previews delivered every milestone.
We identify all target brokerages, prime brokers, crypto exchanges, and bank custody accounts. We map asset classes, execution schemas, and risk reporting requirements into a fixed-price scope.
I build the unified data abstraction layer that normalizes tickers, trade fills, and currency pairs into a single consistent database schema regardless of broker source.
We deploy automated reconciliation algorithms to resolve fee disparities, mark-to-market variances, and live portfolio risk exposures (VaR, duration, beta).
End-to-end integration testing with live accounts, zero-downtime containerized deployment, and full code handover directly to your trading operations team.
Answers regarding broker API rate limits, reconciliation mechanics, and risk model accuracy.
Our reconciliation engine operates a dual-pass verification system. First, it ingests trade execution logs via real-time WebSocket feeds and records pending positions. Second, it executes automated end-of-day reconciliation against official broker clearing reports and statement APIs (such as IBKR Flex Web Service). Discrepancies arising from exchange fees, corporate actions, stock splits, or overnight financing costs are automatically highlighted and categorized for immediate audit review.
We build native connectors for Interactive Brokers (Client Portal Gateway & TWS API), Alpaca, Tradovate, TD Ameritrade/Schwab, Binance, Coinbase Prime, Bybit, OKX, and Kraken. We also support manual institutional CSV format ingestion and custom SFTP trade drop feeds.
Yes. Our analytical services include real-time Black-Scholes and binomial tree pricing for options portfolios, calculating position-level Delta, Gamma, Vega, and Theta alongside beta-weighted portfolio exposure against benchmarks (e.g., SPY). Value at Risk (VaR) is calculated parametrically and via historical simulation with customizable confidence intervals (95% / 99%).
The rate decision was fully priced before Wednesday even arrived — what actually moved positioning last week were four idiosyncratic shocks stacked into five trading days: an AI industry-insider call to slow down frontier model development, a generational leadership change at the world’s most-watched conglomerate, a stalled crypto bill, and a still-unresolved trade summit on deck.
A market sitting near record highs and pricing near-zero fear (VIX 14.5) is about to run five live catalysts through a Fed that just got handed a reason to lean hawkish instead of dovish.
You backtest a strategy on today's S&P 500 components going back ten years, and the results look outstanding. What you probably didn't account for is that dozens of companies in that index ten years ago went bankrupt, got delisted, or were quietly dropped for underperforming.
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Get in touch with the engineer to discuss your exchange APIs, assets, and specs.
