Research. Portfolio. Risk. Execution. One operating system.
Hedgtrade joins four workflows that serious investors and professional traders usually manage in separate products. The result is one portfolio-aware operating layer from market evidence to execution.
Four layers. One investment state.
01 · Intelligence
Proprietary quantitative research, market intelligence, regime analysis, cycles, volatility, positioning, cross-asset evidence and systematic strategies.
02 · Portfolio
Normalize supported broker accounts into consolidated positions, NAV, P&L, exposure, performance and strategy attribution.
03 · Risk
Measure portfolio consequences before and after the trade: leverage, concentration, gross/net exposure, drawdown and controls.
04 · Execution
OMS/EMS workflows for targets, orders, account selection, allocation, routing, fills, reconciliation and audit.
The portfolio should be the common object shared by research, risk and execution.
Most workflows break at the hand-offs. Research identifies an opportunity, a spreadsheet estimates exposure, a broker terminal executes the trade, and another screen tracks performance. Hedgtrade is designed so those steps operate on the same portfolio state.
The execution layer starts where most of the Hedgtrade work has already happened.
The ability to place an order is increasingly commoditized. Hedgtrade's differentiation is the proprietary intelligence and portfolio context that can exist before the order is generated — and the attribution and evidence that remains after the fill.
- Seven years of systematic and quantitative market research
- Portfolio-aware signal and strategy context
- Normalized positions across multiple supported broker accounts
- Risk controls that use consolidated rather than isolated account exposure
- Strategy-to-target-to-order traceability where execution is enabled
- Live broker evidence feeding back into performance and research
Built for people operating a trading business, even when the “business” is their own capital.
Active investor
Multiple accounts, meaningful capital, research-driven decisions and a need for one portfolio view.
Professional trader
Execution, exposure and risk must work together rather than as separate dashboards.
Systematic / prop trader
Strategies need normalized targets, account routing, execution controls and attribution.
Emerging investment team
Family office, CTA, emerging fund or small desk that needs institutional workflow without legacy-enterprise overhead.
Broker-neutral at the Hedgtrade layer.
The first standardized connectivity rail is designed around an electronic broker and prop-firm ecosystem currently numbering 300+ firms at the infrastructure-provider level. Hedgtrade can add direct APIs and, over time, FIX and other institutional connectivity without changing the user-facing portfolio and risk model.
Specific account coverage will always depend on broker support, authorization, jurisdiction and product rollout.