Live Trading System

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.

Income

Base Yield

Core fixed-income and dividend strategies targeting steady, uncorrelated returns across market regimes.

Edge

Alpha

Factor-based cross-sectional momentum and mean-reversion signals across multi-asset universes.

Tail

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.

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Signal Feed
Base Yield
+2.14%
MTD return
Alpha
+2.14%
MTD return
Convexity
+2.14%
MTD return
QQQLONG
VIX: 15.1
SPYSHORT
VIX: 17.4
TLTLONG
VIX: 19.7
GLDSHORT
VIX: 21.10
IWMLONG
VIX: 23.13
Last updated: Just nowSession: active

Dashboard requires authentication. Supabase Auth + RLS keeps your trading data private.

🔒Coming with Supabase integration

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.