Systematic Alpha
Engineered Daily
A multi-basket trading system combining Base Yield, Alpha, and Convexity strategies — built on academic research, executed on IBKR.
Strategy Buckets
Three complementary risk premia designed to perform across market cycles.
Base Yield
Core fixed-income and dividend strategies targeting steady, uncorrelated returns across market regimes.
Alpha
Factor-based cross-sectional momentum and mean-reversion signals across multi-asset universes.
Convexity
Optionality-focused strategies for asymmetric payoffs — capturing upside while limiting downside exposure.
Platform Features
Built for automation from day one.
Systematic Screener
Daily watchlist generation with VIX-bucket grouping, cross-sectional ranking, and configurable filters.
YAML-Driven Engine
Strategy logic defined in YAML config files — not code. Modify parameters, add new signals without touching a line of Python.
Real-Time Monitoring
Live dashboard showing signal status, portfolio snapshot, and order execution — updated via Supabase.
Academic Backing
Strategies built on published research and validated factor premia — not arbitrary technical indicators.
Live Dashboard
Real-time signal status, portfolio allocation, and execution log — secured behind authentication.
Dashboard requires authentication. Supabase Auth + RLS keeps your trading data private.
About ATS
This is a systematic multi-basket trading system operating on Interactive Brokers. It splits capital across three strategy buckets — Base Yield, Alpha, and Convexity — each targeting a distinct return driver.
Signals are generated daily through a configurable YAML-driven engine, with a screened watchlist, cross-sectional ranking, and VIX-regime adjustment. Execution runs on IBKR with position sizing proportional to each bucket's allocation.
All strategies are grounded in published academic research on factor premia, volatility arbitrage, and options-based hedging. The system prioritizes transparency — every config is version-controlled, every signal is logged, and the dashboard surfaces the full decision chain.