Velox is an always-on AI agent that watches market data 24/7, surfaces actionable signals before your desk even opens, and drafts execution alerts so you can move — not search.
Every morning, Velox evaluates options flow, momentum, and funding rate data — and surfaces the highest conviction opportunities ranked by confidence. Here's what's currently on the board.
Abnormal call volume detected across 12 strikes — skew shifted +0.4σ in after-hours. Algo flow suggests informed selling, not retail momentum. Reduce NVDA exposure before momentum reversal.
Binance perpetual funding turned negative — short sellers paying out, spot buying resuming. Historically signals 48–72h accumulation regimes. Accumulate on dips toward $64K.
4h RSI divergence confirmed — price making higher highs while RSI prints lower highs. Put/call ratio spiked to 1.4. Macro catalyst (FOMC) in 48h. Reduce beta exposure before catalyst event.
Dark pool prints shifted from buy-side to sell-side pressure over the last 72h. Volume-weighted average price trending below VWAP. No action yet — waiting for confirmation above $178.
Portfolio managers at institutional desks spend 60%+ of their time doing data work — scanning feeds, pulling comparisons, drafting morning commentary, building risk summaries. That's not alpha generation. That's data labor.
Bloomberg gives you access to everything. It gives you nothing proactively.
Velox connects to your data feeds — Bloomberg, Reuters, alternative data — and monitors order flow, options skew, funding rates, and macro signals continuously. No polling. No queries. Always on.
Configurable rule engine + LLM reasoning interprets signals in context — correlation to your book, sector momentum, macro backdrop, recent news. It decides what's worth surfacing and what to file.
Velox drafts your morning brief, sends execution alerts to your desk, and updates your risk dashboard — all autonomously. You review. You decide. You move faster.
Scans 50+ data dimensions per instrument — options flow, dark pool prints, futures positioning, macro triggers — and surfaces the 3-5 highest conviction signals each morning before open.
Autonomous generation of your morning market summary — overnight moves, key levels, sector rotation, catalyst calendar — written in your voice, delivered to your inbox before 6am.
When a signal crosses your threshold, Velox drafts the alert — position size recommendation, risk parameters, stop logic — so your desk can execute in minutes, not hours.
Signals are not generic — they're filtered against your current book. P&L impact estimates, sector exposure checks, and correlation warnings come embedded in every alert.
You define your edge — which signals matter, what thresholds trigger alerts, what gets filed silently. Velox learns your style and adapts its surfacing over time.
End-of-day risk summary drafted from your book — delta exposure, gamma profile, VaR shifts — written for PMs and risk committees, not just quants.
Most fintech AI is built by engineers who have never sat on a trading desk. Velox is different. Built by someone who has worked inside Bloomberg's infrastructure, understands FIX protocol order routing, and knows exactly what a PM needs before the open.
The Bloomberg Terminal disrupted the Reuters terminal. iPhone disrupted the BlackBerry. The next institutional trading desk runs on AI agents, not queries. Velox is the first AI-native layer built specifically for the desk — not retrofitted from a retail product.
Your competition is already experimenting. Every day you wait is a day they build the edge.