Click on an industry to see how AlphaAgent transforms their workflows.
Hedge funds run fast, multi-strategy books across assets, factors, and geographies. AlphaAgent acts as an always-on research, risk, and execution partner across macro, equity long/short, credit, and derivatives strategies.
Equity Macro Analyst, Fixed Income Macro Analyst, and FX Macro Strategist scan overnight moves, news, and flow. Risk specialists aggregate book-level exposures and factor tilts. AlphaAgent returns a single morning note with key drivers, positions at risk, and opportunity lists per strategy — ready for the PM meeting.
Thematic Causal Analysts and Derivatives Specialists expand a qualitative view (e.g., steepening, energy shock, AI infrastructure) into ranked trade expressions across cash, futures, and options. AlphaAgent proposes structures, sizing, and hedges with scenario P&L and drawdown profiles — ready for IC discussion.
Risk Management Specialists decompose P&L by factor, theme, and position. Volatility and Liquidity Specialists flag crowded exposures and gap risk. AlphaAgent recommends targeted de-grossing, overlays, and optionality adjustments with mandate checks — so the PM can act with confidence in volatile tape.
Performance Attribution Specialists and Reporting Specialists turn trades, risk runs, and commentary into an LP-ready letter. AlphaAgent produces factor and sector charts, trade case studies, and scenario attribution with clear narratives — exportable as slides or PDF, ready for PM edit and send.
Systematic trading firms live on research throughput, disciplined risk, and clean execution. AlphaAgent helps you design, test, and operate strategies end-to-end — from feature discovery and model validation to live monitoring and post-trade analysis.
Data Engineering Specialists and Quant Research Specialists clean and align market, fundamental, and alternative data. AlphaAgent proposes candidate features, regimes, and hypothesis tests — so researchers spend time validating ideas, not wrangling inputs.
Backtesting Specialists and Risk Specialists run grid searches across parameters, transaction costs, and slippage assumptions. AlphaAgent highlights configurations that are stable across regimes, capacity, and drawdown constraints — with full test logs for sign-off.
Execution Monitoring Specialists and Model Drift Specialists track realised vs. expected P&L, risk, and turnover. AlphaAgent raises structured alerts with root-cause hypotheses and suggested mitigations — before a small deviation becomes a regime-break.
TCA Specialists and Performance Attribution Specialists decompose results by signal, book, and venue. AlphaAgent surfaces slippage patterns, alpha decay, and capacity issues, then recommends execution and model changes — feeding directly back into the research loop.
Asset managers balance benchmark-relative mandates, client objectives, and regulatory requirements. AlphaAgent supports CIOs, PMs, and risk teams with mandate-aware portfolio construction, monitoring, and reporting.
Macro Specialists and Portfolio Construction Specialists compare current allocations to policy ranges, factor budgets, and risk targets. AlphaAgent surfaces tracking error, drawdown implications, and candidate tilts — providing a CIO-ready recommendation pack.
Equity and Fixed Income Portfolio Specialists turn research views into holdings, respecting sector, ESG, liquidity, and risk limits. AlphaAgent returns proposed portfolios, transition trades, and cost estimates — with full mandate checks embedded.
Risk Reporting Specialists and ESG Specialists assemble holdings, exposures, incidents, and stewardship activity. AlphaAgent produces client-ready reports with commentary, charts, and compliance attestations — consistent across regions and teams.
Compliance Specialists and Liquidity Specialists simulate proposed trades against rule books, market depth, and internal limits. AlphaAgent flags breaches, suggests substitutions, and logs evidence — making approvals faster and audit trails cleaner.
Investment banks run complex trading, structuring, and client advisory businesses. AlphaAgent supports desks with idea generation, product design, risk aggregation, and client-ready materials — all grounded in mandates and regulatory constraints.
Structuring Specialists and Derivatives Specialists generate candidate payoffs, backtests, and risk metrics. AlphaAgent compares structures against client objectives and constraints, producing term sheets, payoff charts, and risk summaries — ready for internal approval and client discussion.
Risk Aggregation Specialists consolidate sensitivities, scenarios, and stress tests across desks. AlphaAgent surfaces concentrations by client, sector, and factor, with drill-down views — enabling quicker RM conversations and capital allocation decisions.
Research Specialists and Desk Strategists combine the client’s mandate, current holdings, and house views. AlphaAgent proposes trades with scenarios, greeks, and talking points — formatted as a concise idea sheet ready for the banker or salesperson.
Regulatory Capital Specialists and Liquidity Specialists simulate the incremental impact of new trades on RWA, leverage, and liquidity ratios. AlphaAgent returns dashboards and explanations aligned with internal policy — supporting faster committee decisions.
Prop firms compete on speed, inventory management, and disciplined risk. AlphaAgent helps market makers and arbitrage desks see opportunities faster, manage inventory risk, and explain P&L in real time.
Market Microstructure Specialists and Liquidity Specialists watch order books, spreads, and flow. AlphaAgent proposes quote width and skew adjustments by venue and product, keeping books inside risk tolerances while maximising hit rates.
Arbitrage Specialists continuously compare prices across venues, instruments, and related products. AlphaAgent flags mispricings with size, path to execution, and inventory impact — ready to feed into automated or semi-automated execution.
Volatility Specialists and Options Pricing Specialists track implied vs. realised moves and surface shape. AlphaAgent highlights pockets of mispriced vol and proposes delta/vega hedges or relative value trades — with clear P&L and risk impacts.
P&L Attribution Specialists and Risk Specialists decompose results by product, venue, and signal. AlphaAgent links slippage, inventory decisions, and market events to P&L — and suggests changes to limits, models, or execution modes for tomorrow.
Family offices manage multi-generational capital with complex objectives and fragmented data. AlphaAgent helps consolidate views, plan cashflows, and stress-test portfolios across scenarios and entities.
Consolidation Specialists ingest positions from custodians, private investments, and real assets. AlphaAgent reconciles exposures, currency, and leverage to give principals and CIOs a clear, up-to-date view of total wealth.
Liquidity Planning Specialists project distributions, capital calls, and lifestyle spending. AlphaAgent highlights potential shortfalls, suggests funding actions, and quantifies the impact on long-term allocation.
Macro Scenario Specialists and Risk Specialists simulate shocks across public and private holdings. AlphaAgent explains which assets protect capital, which add risk, and recommends tilts or hedges — in language suitable for principals and boards.
Reporting Specialists turn portfolio and risk data into concise, visually clear packs. AlphaAgent drafts commentary, highlights key decisions and trades, and ensures materials are consistent across entities and generations.
