Most flow is just movement.
Headlines, ticks, sentiment churn — the bulk of what crosses a tape carries no edge. Most platforms surface it anyway.
Oliktiga uses AI-driven signal intelligence to detect asymmetric trading opportunities across news, momentum, sentiment, and market structure. Every signal is debated, risk-gated, and audited before it can touch capital.
A handful of names the engine is watching right now.
Private preview · prices hidden until access is granted
Markets reward detection before consensus.
Most participants react after the move. Oliktiga is built to listen earlier and act with more discipline than the crowd.
Headlines, ticks, sentiment churn — the bulk of what crosses a tape carries no edge. Most platforms surface it anyway.
Independent providers — technical, macro, congressional, narrative — score the same symbol from different angles. Agreement is signal.
Every signal is gated by a synchronous risk engine. Position sized, stop attached, kill switch live — before any order leaves the building.
From raw signal to disciplined order.
Every trade traces a single path through the system. Each stage is observable, scored, and bounded — never bypassed, even in development.
Continuous ingestion from market feeds, filings, congressional disclosures, and curated narrative sources.
AI agents parse for entity, sentiment, surprise, and historical reaction on the same name.
Independent providers score the same symbol from different angles. Conviction emerges from agreement.
Bull and bear agents debate the signal; a synthesizer can affirm, reduce, or veto — never amplify. Shadow mode.
Position sizing, factor exposure, drawdown, and kill switch — checked before any order is staged.
Orders flow through a broker-agnostic gateway. Stop loss attached, audit trail sealed, correlation ID stamped.
The engine debates itself.
After fusion and before risk, two AI agents take opposite sides of every signal — one builds the case, one tears it down. A synthesizer weighs the evidence and can only stand conviction down, never up.
Debates the case for the fused signal — strongest evidence, base rates, and why the move still has room.
cites ev#03 · 4 of 5 providers aligned
Debates against it — what the tape already prices, what breaks the thesis, and where the data runs thin.
cites ev#07 · 2-day run +6.1% · RSI 78
Weighs both transcripts against the shared evidence bundle, discards any uncited claim, and resolves to exactly one of four outcomes.
Debate concurs with the fused signal. It proceeds at full sizing.
Material concerns. Position sizing is scaled down before risk.
Disqualifying concerns. The signal is blocked outright.
Debate could not conclude — timeout or budget. Proceeds, logged.
The debate can only lower conviction or block a trade — never raise it, never flip direction. Enforced in the schema, not by policy.
Every agent claim must cite a data point from a hashed evidence bundle. Uncited reasoning is discarded before it can move the outcome.
Outcomes are advisory and fully audit-logged. A human reviews the 30-day shadow window before any wiring to the execution path.
Survival is the first edge.
Returns are a byproduct of staying in the game. The risk engine sits in the execution path — not as middleware, not as policy — so no code path can quietly bypass it.
Volatility-targeted, capped per symbol and per sector. Sizing is computed before signal — never inferred after.
Live factor exposure and pairwise correlation watched against thresholds. Trades that concentrate risk are throttled or rejected.
Per-strategy and portfolio drawdown breakers. Once triggered, new exposure is paused until human review.
A single human-actuated control that flat-cancels and halts all strategy submission. Checked first on every order.
Follow one signal, end to end.
Scroll to watch a single market event thread through ingestion, four scoring providers, fusion, the risk engine, and routing — all carrying the same correlation ID.
A breaking headline crosses the wire. The ingestion layer stamps it with a UTC timestamp, a correlation ID, and routes it to the parsers.
NVDA: New $13B Saudi cloud-AI deal announced. Long-dated capex commitments, regional inference build-out, three-year delivery.
Technical, macro, congressional, and narrative providers each score the same symbol from their own model. None of them sees the others — conviction emerges from independent agreement.
Provider outputs are fused under their configured weights into one directional signal. The output carries a confidence — and a hard requirement that a stop loss exists.
Position sizing, factor exposure, drawdown headroom, and kill-switch state are checked synchronously. The risk engine returns APPROVED or REJECTED. No execution path can skip it.
The order flows through a broker-agnostic gateway with stop loss attached. A `tb_` audit row is written carrying the same correlation ID that started the whole chain.
The engine studies its own decisions.
The audit log is not a graveyard. Every committed trade, vetoed signal, and risk ruling feeds a research loop that proposes the next refinement — to prompts, to provider weights, to the playbook itself.
Replay every decision
Every committed trade, vetoed signal, and risk-gate ruling is replayed against what the market actually did. Outcome diffs flow back from the audit log, tagged by regime, provider, and correlation ID.
Counterfactual backtests
What if the bear agent had cited macro? What if the gate had been 10 bps tighter? Alternative prompts, fusion weights, and thresholds are stress-tested in parallel against the same historical bundles.
Patterns, not anecdotes
Recurring misses become typed regressions — false positives by regime, stale providers, debate blind spots. A pattern earns attention only after it reproduces across enough trades to clear noise.
Versioned, shadow-tested
Prompts and fusion weights are versioned and A/B-tested in shadow before any signal references them in production. Risk parameters never auto-apply — proposed changes surface as PRs for human review.
Prompt and weight changes are versioned, diffed, and shadow-tested. The signal log records which version produced every call so audits stay deterministic.
The loop can recommend a tighter drawdown cap or a wider stop — it cannot apply one. Risk parameter changes land as PRs against docs/03-risk-rules.md and require a human merge.
A single losing trade does not trigger a change. A regression has to reproduce across enough samples to clear noise before it earns a refinement candidate.
Four rules the platform refuses to break.
Oliktiga is in private development. We don't publish forward returns and we don't simulate them in marketing copy. What we will commit to is operating posture — what the system does, what it refuses to do, and where the rule is enforced.
The engine never sleeps. Markets close; ingestion, scoring, and risk surveillance do not.
Specialized agents for news, narrative, congressional flow, and rationale — bounded read-only.
513 symbols watched today; coverage expands in line with strategy promotion gates.
Every order passes through a synchronous risk validation before reaching the broker gateway.
Markets reward those who detect signal before it becomes obvious. Most platforms add noise. Oliktiga is built to remove it.
Bats thrive where others are blind. Oliktiga listens — for shifts in regime, congressional flow, narrative sentiment, and quiet technicals — and fuses them into a single conviction score.
Every signal passes through a synchronous risk engine before it becomes a trade. Stop losses are mandatory. The kill switch is one click. Live capital is earned, never assumed.
Built for modern quantitative trading.
The pieces a serious desk needs — ingestion, scoring, fusion, risk, execution — wired together as one observable system.
Headlines and filings parsed for entity, intent, and surprise — scored against historical reactions on the same name.
STOCK Act disclosures normalized, deduped, and scored for divergence from prior filings and committee jurisdiction.
Independent signal providers fused into a single conviction value per symbol. No provider executes alone.
Correlation, factor exposure, and drawdown evaluated in real time. Throttles activate before limits are breached.
Earnings, FOMC, CPI, congressional disclosure windows — pre-positioned scans with regime-aware weighting.
Signals stream to dashboard and pager with full rationale, confidence, and the data points behind the decision.
Every strategy runs against the same point-in-time data store the live engine reads from — no leakage, no toy benchmarks.
AI agents summarize, classify, and rationalize — never trade, never modify risk thresholds. Boundaries enforced in policy.
Today, the engine is listening.
A running count of signals the Oliktiga engine has detected in the last 24 hours — shape only. Conviction values and tickers stay private to the platform.
Live counts streamed to operators with platform access
Strategy breakdown is shown to operators with platform access. The engine runs in shadow mode below the surface.
Shadow-mode detection · counts only · tickers withheld
Multiple strategies. Unified intelligence.
Each strategy ships through the same gate: shadow mode, then paper, then human-approved promotion. No back-tested PnL is published as a forward claim.
Captures persistence in price after volatility-adjusted breakouts confirmed by volume and breadth.
Asymmetric reaction to surprise events on names with stable historical reaction profiles.
STOCK Act-derived signals filtered for committee jurisdiction, novelty, and disclosure cadence.
Form 13F-HR filings from elite managers — scored for investor quality, position conviction, and cross-fund consensus.
Selective reversion on overextended moves where regime classifier confirms range-bound behavior.
Cross-source narrative scoring — divergence between price and sentiment is the trigger, not the headline.
Quality, valuation, and cash-flow screens applied as an overlay — downgrades conviction on signals against names that fail fundamentals checks rather than originating trades.
Regime shifts detected from realized/implied spread and term structure. Risk-throttle informed by output.
A trading floor in one window.
Watchlists, signal feed, exposure, and execution — connected by correlation IDs so every order traces back to the data point that triggered it.
When markets get uncertain, signal matters most.
Oliktiga is in private development. We're inviting a small group of operators to run the platform in paper mode before live capital.