Algo trading, market data, backtesting, order management, drop copy and AI-assisted analysis—connected through one observable trading workflow.
AI trading workspace
Strategy Wizard · live workflow
Choose a strategy template
Select a starting logic, then configure entry, exit, risk and deployment rules.
Workflow state
Step 01 / 05
Templates
5
Build steps
5
Deployment
Controlled
3 ANVFINTECH products supporting this domain
Each stage hands clean, controlled information to the next—without losing the domain context or audit trail along the way.
Create a rule-based, quantitative or AI-assisted hypothesis with explicit inputs and constraints.
Backtest against historical data, costs and risk limits before controlled paper deployment.
Version the strategy and route production access through operational and risk controls.
Consume live market data and manage orders, routing, fills and exceptions.
Reconcile drop copy, attribute performance and feed results into the next research cycle.
A modular operating layer: deploy the full workflow or connect only the parts the institution needs.
Service capability · 01 / 07
Strategy composingVisual and code-led strategy construction with parameters, versions and reusable components.
Drafts
08
Versions
24
State
BUILD
Next controlled action
Define entry, exit, position sizing and reusable execution rules.
Strategies reach production without a repeatable validation path.
One governed lifecycle for construction, backtesting, paper deployment, approval and live monitoring.
Execution, risk and market data operate as separate systems.
A shared event spine connects market feeds, pre-trade controls, orders, fills and drop-copy records.
AI signals lack confidence, context and human control.
Models assist research while deterministic limits, approvals and kill controls remain authoritative.
Operations cannot reconstruct why an order changed.
Signals, strategy versions, risk decisions, order events and fills remain in one auditable timeline.
Rule-based and quantitative strategy construction, historical backtesting, paper trading and controlled promotion to live.
Normalized live and historical feeds, screeners, indicators, event signals and analysis workspaces.
Basket and multi-leg workflows, execution logic, routing adapters and fill visibility.
Pre-trade validation, limits, throttles, kill controls, independent execution records and exception monitoring.
Pattern research, anomaly detection, signal ranking and performance attribution with deterministic fallbacks.
Researchers test, dealers supervise, risk teams define limits and operations reconcile fills from the same record.
Twenty minutes, a live walkthrough of the modules that fit your desk, and a straight answer on migration effort.