Systematic overlays for markets

Directional classifications across equity indices, rates, and FX futures.
Decision layer for institutional trading workflows.

About Us

Quantitative research firm and data provider

Over twelve years of R&D and five years of live model deployment across global markets, serving trading desks across North America, Asia, and Europe.

Systematic quantitative models that provide directional clarity and sharpen conviction across your existing workflows.

Interpretive Clarity

A directional view per contract, delivered before the trading session starts.

Delivery Model

Quarterly, aligned with the front-month futures contracts.

Versatile Application

Complement systematic strategies, validate discretionary conviction, and accelerate strategy development.

ATP integrates without protocol disruption; you retain full control over timing, sizing, and execution.

Coverage

Global markets

Asset Class Instruments Exchanges
Equity index futures ES · NQ · YM · FESX · FDAX · NKD CME · CBOT · Eurex
Interest rate futures ZB · ZN · ZF · FGBL · FGBM · FGBS CBOT · Eurex
FX futures 6E · 6B · 6J · 6A · 6C CME
Applications

Structurally orthogonal

Idiosyncratic model outputs uncorrelated to style premia.

01

Timing

Pre-open input confirmation for entry, exit, position sizing, and hedge decisions.

02

Correlated Asset Classes

Systematic application across correlated markets to extend portfolio construction beyond the core product universe.

03

Strategy Development

Rules-based input for in-house model refinement and systematic strategy formulation.

04

Discretionary to Systematic Transition

Transition from discretionary conviction to systematic deployment and strengthen strategy resilience.

ATP delivers the classifications. You control the integration.

Technology

Built for institutional precision

Model Architecture

Instrument-specific models, each developed and maintained independently. Historical classifications remain attributable to the model state active at the time of production.

Classifications

Strictly binary model outputs: Bullish or Bearish. No neutral state. Output is unambiguous by design; interpretation overhead is eliminated at the point of delivery.

Delivery Format

Daily model classification updates distributed prior to session open. Format and channel configured to your existing infrastructure. No workflow disruption; no new interface required.

Risk Taxonomy

Systemic risk: regime identification and model robustness. Operational risk: production integrity and delivery timeliness. Data risk: feed fidelity and latency.

Evaluate the alignment

Test our directional classifications against your mandate.

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