A quant terminal that shows its work.
Alpha Baker scans the US market, analyzes your live book, and surfaces high-probability trades with the reasoning behind them — an ensemble of decorrelated, regime-gated edges. It advises; you execute every trade.
Personal, invitation-only during v1 · US equities & options
The thesis
The edge isn't secret alpha. It's rigor.
Every strategy here is academically documented — you could read the papers. The moat is the ensemble: decorrelated edges, regime gating, bounded risk, and a compounding research loop that scores itself every week. We don't compete on speed, data scale, or HFT infrastructure — we can't win there. We win on discipline, capacity niches the funds ignore, and relentless validation.
Decorrelated edges
VRP, earnings-crush, term-structure, momentum, PEAD, reversal, trend — blended by the Fundamental Law, never bet on alone.
Regime gating
Every edge disables itself in its adverse regime. In risk-off, momentum is off — not down-weighted. Adverse = silent.
Bounded risk
¼-Kelly sizing, correlation caps, and advisory concentration + stop warnings. No single name can quietly become the whole book.
Research flywheel
Every candidate, decision, and outcome is logged and scored weekly. Edges that decay get down-weighted automatically.
What's inside
One terminal, the whole research stack.
Discovery
A live momentum + trend leaderboard cross-sectioned over 2,300+ liquid US names, re-ranked through the day.
Portfolio risk
Monte-Carlo VaR / CVaR, fat-tail (Cornish-Fisher) VaR, worst historical windows, and a per-name risk decomposition.
Trade timing
Which weekdays, months, sessions, and intraday clock-times have carried the return — every effect t-tested, |t|≥2 to count.
Self-learning builder
A coherent target book from your live positions + leaders + regime, each name sized by its learned per-edge conviction.
Options & VRP
Sell premium where implied vol richly exceeds realized — defined-risk structures on the names the scan surfaces.
Honest backtests
Survivorship-corrected (point-in-time) by default, cost-aware, with a walk-forward out-of-sample check beside every headline.
The glass box
Monitor-only, by design — not by policy.
There is no order-execution code anywhere in the system. Broker connections are read-only — quotes, chains, positions, balances. Your credentials stay on your machine. The system computes the math and shows you the reasoning; you are the final risk manager, and you click.
Early access
Bring the rigor. Keep the control.
Alpha Baker is invitation-only during v1. Leave your email and we'll reach out as access opens.