Directional classifications across equity indices, rates, and FX futures. Decision layer for institutional trading workflows.
Building systematic quantitative models that strengthen conviction across your existing workflows. We do not disrupt existing protocols, we sit alongside them, rendering the burden of data archaeology optional and refining your existing edge immediate, tangible, and directly applicable to your framework.
The overlay outputs carry cross-asset implications across correlated equity, rates, and FX positions enabling multi-strategy and macro mandates whose portfolio construction extends beyond our product universe.
| 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 |
Continuous model classifications updated daily throughout each Series. At Series close, classifications expire and a new Series begins with updated classifications.
Idiosyncratic model outputs uncorrelated to style premia.
Pre-open input for entry, exit, and hedge decisions within existing runbooks. Used to confirm or throttle internal models, informing sizing and timing.
Bearish classifications flag rotation conditions toward cash proxies or defensives.
Short and medium-term regimes support longer-horizon positioning.
Classifications provide proxy read-through to correlated instruments across equity, rates, and FX. The regime layer integrates at portfolio construction alongside trend, carry, and market beta exposures.
Rules-based input for in-house model refinement and systematic strategy formulation.
ATP delivers the classifications; you control the integration.
Independent agent-models per instrument rather than a pooled cross-asset model. Continuous learning framework with structured maintenance controls.
Strictly binary: Bullish or Bearish. When the regime remains unchanged, the prior classification continues. End of Series marks the close of the active cycle.
Daily model classification updates. Delivery format accommodates existing workflows without operational disruption.
Maintenance period at the end of every Series, lasting approximately five trading days. End of Series is aligned with contract expirations. No delivery between Series.
Three-part framework: Systemic risk -- regime identification and model robustness. Operational risk -- production integrity and delivery timeliness. Data risk -- feed fidelity and latency.
Past live model classifications can be reviewed under formal due diligence.
Align on mandate and evaluation window. Full due diligence. Live testing environment. Test classifications against your requirements before commitment.