Flagship case study · Quant SI
Singapore Quant Deployment
A Singapore market desk, deployed and accessible globally: live data in, rule-based SI signals, risk controls, paper execution and an auditable log, all on one path.
01 · Challenge
Market data is fast. Turning it into a disciplined, checkable process is not.
Desks watching the Singapore market juggle quotes, announcements and regulator news across tabs, with no consistent rules, no pre-trade limits and no record of why a decision was made.
02 · Deployment
Singapore market, global access.
Running since 11 October 2026: quotes, announcements and MAS policy news are pulled read-only, briefs go out twice a day, and the sentinel flags index moves of ±1.5% and outsized single-name moves. 37 market reports produced so far.
03 · Interface
One click path, from signal to execution to record.
Live Status
Market open or closed, data time and API latency measured in your browser.
Signal Feed
Momentum, trend and 52-week-edge rules computed on every refresh.
Risk Controls
Per-name cap, gross exposure cap, daily loss stop and order limits on every order.
Execution Log
Paper fills on a virtual SGD 100,000 book, each hash-chained for audit.
Performance
PnL, Sharpe, max drawdown, win rate and exposure, marked to market.
API / Webhook
Public JSON feed, signal webhook format and one-click report export.
04 · Operations
Built to be checked.
Read-only by design
Broker connection is read-only (positions, orders). Funds and orders stay with the account owner.
Rules before trades
Every simulated order passes pre-trade risk checks; blocked orders are logged with the reason.
Audit trail
Time-stamped, hash-chained log and an exportable report for every session.
05 · Outcome
Live, risk-managed, auditable. The path from signal to execution runs end to end in paper mode today; live broker execution switches on only after broker API approval.
See it run.
Capital. Compute. SI. One decentralized partner.