Core Capabilities

1. Autonomous Portfolio Management with Liquidity Rails

The engine operates a virtual portfolio with risk-weighted position sizing and a 4-gate liquidity rail that ensures every position entered can be exited based on real market volume and spread conditions. Entry requires minimum average daily volume (ADV_20 >= 5,000), non-zero trading activity, bid-ask spread <= 5%, and position size capped at 15% of ADV_20.

2. Two-Layer Prediction System

• Kronos Foundation Model: Generates probability-of-upward-move estimates per symbol using 200-day lookback windows. Cached daily as a feature for the XGBoost model.
• XGBoost Risk Model: 14-feature gradient-boosted model producing Zoris Scores (0-100), directional actions (LONG/HOLD/AVOID), risk-adjusted position weights, and ranking terciles. Walk-forward validated, warm-start retrained every 5 days.

3. News Intelligence Engine

Aggregates and parses financial news from Jamaican publications (Gleaner, Observer), JSE official PDFs (monthly analysis, weekly bulletins), and corporate actions. Frequency-aware fetching ensures monthly analysis PDFs are only downloaded once per calendar month and weekly bulletins once per ISO week.

4. Pre-Market Morning Intel

Generates pre-market trade suggestions before the JSE opens. Suggestion logic is aligned with the autonomous executor — both use the same conviction and action criteria to prevent divergent recommendations.

5. Multi-Tier API Gateway

Secure, role-based API with cryptographic key authentication:

• Standard Tier: Market telemetry and portfolio tracking
• Pro Tier: Advanced technicals and macro intelligence access
• Institutional Tier: Full system access including P&L deep-dives and custom execution parameters

6. Macroeconomic Speculation Engine

Aggregates high-fidelity data from national institutions to generate conditional outcome contracts:

• ABIS: Agricultural yield and parish-level productivity indices
• STATIN: Consumer Price Index and inflation trajectory forecasting
• PIOJ: Quarterly GDP growth and economic performance extrapolation
• MLSS: National labor market forces and unemployment metrics

7. Institutional Dashboard

Next.js frontend with dark/light theme, real-time portfolio tracking, AI prediction accuracy graphs (binary, 3-class, and movers accuracy lines), trade execution interface, and PDF upload for portfolio position syncing.

8. Institutional PDF Reporting

Generates enterprise-grade PDF reports for institutional clients:

• Quant Briefing: Daily market intelligence with system performance KPIs, JSE sentiment, AI signals ranked by Zoris Score, and AI portfolio summary
• Compliance Report: Risk disclosures, model performance metrics, trade audit trail, regulatory notices, and document certification
• Design aesthetic inspired by Goldman Sachs and BlackRock corporate reports
• Typography: Inter (body), Cinzel (section headers), Playfair Display (subtext)
• White header with emerald accent stripe, POWERED BY section with brand logos on final page