Systematic overlays for futures

Directional classifications across equity indices, rates, and FX futures. Decision layer for institutional trading workflows.

Quantitative research firm and data provider

Over ten years of R&D and live model development across global markets, serving trading desks across North America, Europe, and Asia. Systematic quantitative models that provide directional clarity and sharpen conviction across your existing workflows. ATP integrates without protocol disruption; you retain full control over timing, sizing, and execution.

Interpretive Clarity

A directional view per contract, delivered before the trading session starts.

Delivery Model

Quarterly, aligned with the front-month futures contracts.

Versatile Application

Complement systematic strategies, validate discretionary conviction, and accelerate strategy development.

Global markets

Asset Class Instruments Exchanges
Equity index futures ES · NQ · YM · FESX · FDAX · NKD CME · CBOT · Eurex
Interest rate futures ZB · ZN · ZF · FGBL · FGBM · FGBS CBOT · Eurex
FX futures 6E · 6B · 6J · 6A · 6C CME

Structurally orthogonal

Idiosyncratic model outputs uncorrelated to style premia.

01

Timing

Pre-open input for entry, exit, position sizing, and hedge decisions.

02

Correlated Asset Classes

Systematic application across correlated markets to extend portfolio construction beyond the core product universe.

03

Strategy Development

Rules-based input for in-house model refinement and systematic strategy formulation.

04

Discretionary to Systematic Transition

Transition from discretionary conviction to rules-based execution. ATP classifications anchor decision protocols, reducing inconsistency and strengthening strategy resilience.

Built for institutional precision

Model Architecture

Independent agent-models per instrument. Continuous learning framework with structured maintenance controls.

Classifications

Strictly binary: Bullish or Bearish. When the regime remains unchanged, the prior classification continues.

Delivery Format

Daily model classification updates before the trading session starts. Flexible delivery adapts to your existing workflow.

Risk Taxonomy

Systemic risk: regime identification and model robustness. Operational risk: production integrity and delivery timeliness. Data risk: feed fidelity and latency.

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