How it works
From 13,000 tickers to a sized book — with the reasoning at every step.
Alpha Baker runs the same loop every trading day: collect data, scan the market, build a risk-sized proposal, and learn from the outcome. It advises; you execute. Here's the machine.
The daily loop
Collect
A headless collector snapshots equity bars and option-chain implied vol at the open, midday, and close — building a proprietary IV history that free feeds don't sell.
Scan
Every session, the whole liquid US universe (~2,300 names) is ranked cross-sectionally on regime-gated momentum and trend. The market regime is derived live from SPY volatility and drawdown.
Build
The builder turns the leaders, your current book, and the regime into a coherent target portfolio — each name sized by ¼-Kelly, capped for concentration, and tagged with its edge and conviction.
Decide
You see the proposal with the reasoning behind every line — expected edge, risk contribution, stop and profit levels. You approve what you agree with and execute manually at your broker.
Learn
Every candidate, decision, and outcome is logged. Weekly, realized results are scored against expectations and each edge's conviction is nudged — edges that decay quietly get down-weighted.
What makes it work
Rigor, not a magic signal.
One validated edge, honestly
Today the backbone is regime-gated momentum (12-1, vol-scaled), turned on only in risk-on tape and off in the momentum-crash regime — the one edge that graduates on a decade of the operator's own data. The machinery for more edges is built and waiting on data, and the app never pretends an unvalidated signal is real.
Decorrelation is the moat
The edge isn't a secret signal — every strategy here is academically documented. The advantage is an ensemble of edges that don't move together, blended by the Fundamental Law of Active Management, so a modest signal across wide breadth compounds into a real information ratio.
Bounded risk, always
¼-Kelly sizing, correlation caps, and advisory concentration and stop warnings. No single name can quietly become the whole book, and every position carries a defined risk budget you can see.
A glass box, not a black box
Every number is computed locally by deterministic quant code. The AI assistant only explains the reasoning — it never computes the figures and never places an order. You are always the final risk manager.
See it for yourself
Bring the rigor. Keep the control.
Alpha Baker is invitation-only during v1. Request access and we'll reach out.