FINAI v2.0 (Light Cone)

Institutional
Orthogonal Alpha
Engine

FINAI v2.0 "Light Cone" is a low-latency orthogonal-alpha engine built for institutional trading infrastructure.

The optimized inference path was reduced from ~140 ms to 4–50 µs, enabling tick-level execution signals while preserving residual predictive structure across intraday, daily and weekly horizons.

FIX protocol / WebSocket
Portable·ticks → weekly / monthly bars
Low-latency·4–50 µs inference path
Residual·IC beyond ATR / range / shock
Persistent·1 – 15-bar (tick events) horizons
Institutional·MM / HFT desks & classical funds
4–50µs Latency (FIX)
88% Peak Acc.
>50 ML Models
tick–mo Timeframes
Fwd Return IC Range IC Vol-Shock IC
1 / 2
Precision
BTC/USDT Deribit · ticks Cl0 78.15% · Cl1 79.21%
ETH-Perp Deribit · ticks Cl0 70.92% · Cl1 73.77%
Why FINAI

Built for institutional alpha deployment

FINAI v2.0 is designed for low-latency signal delivery, strict causal validation and flexible deployment inside institutional trading infrastructure.

Micro-Latency Inference

Optimized inference path reduced from ~140 ms to 4–50 µs in FINAI v2.0, enabling tick-level execution-price transition signals for HFT, market-making and intraday execution workflows.

Residual Alpha Signals

FINAI is validated by IC return, residual range IC and residual vol-shock IC after removing ATR-like volatility, lagged range and prior shock effects.

Cross-Horizon Portability

The same architecture has been tested across ticks, intraday bars, daily data and weekly horizons, supporting use cases from market-making to classical fund overlays.

Institutional Integration

Delivery through WebSocket, S3, dedicated infrastructure, private deployment or custom FIX-style integration for approved institutional counterparties.

On-Premise / Co-Located Deployment

FINAI can be deployed closer to client data sources, execution systems or private infrastructure for lower latency and stronger data-control requirements.

Strategic / Exclusive Access

Custom training, asset-level exclusivity, desk-level access and selected IP discussions are available under NDA for qualified counterparties.

Model Suite

Institutional Model Pipeline

50+ models and configurations

50+ models and configurations

FINAI v2.0 is a full model-generation and deployment pipeline. It builds specialized signal families for ROC direction, high/low price boundaries, range expansion, volatility shocks and regime transitions.

The engine includes training, production conversion into Rust/C++ components, and a no-look-ahead simulation layer that reproduces live inference logic with microsecond-level per-prediction execution.

Validation

FINAI v2.0 proves that the signal is portable, low-latency and residual.

Examples of out-of-sample validation results for 100,000+ series

Representative results of Spearman backscatter modeling for various instruments, data sources, and timeframes. All indicators are calculated at 100% coverage using the initial class solutions at a probability threshold of 0.50, without confidence filtering or signal selection. As confidence increases, the indicators naturally improve, but coverage decreases.

FINAI v2.0 demonstrates a measurable rank correlation structure across significantly different market microstructures: L1 ticks of currency pairs, ITCH/Pillar event streams in the US stock market, ETF intraday bars, cryptocurrency perpetual futures, and low-liquidity ADRs. The Spearman coefficient of return measures directional significance. The Spearman residual range and residual vol-shock coefficients measure whether FINAI adds predictive information beyond the underlying volatility, range, and shock indicators. Full reports include sample size, target definition, horizon, p-value, decay profile, partial IC, comparison to baseline, and lag assumptions.

Instrument Source Timeframe Fwd ReturnSpearman IC Residual RangeSpearman IC Residual Vol-ShockSpearman IC
SPY IEX 1m 0.0706 0.1720 0.2320
MHGVY IEX 1D 0.1648 0.0834 0.1129
MHGVY IEX 1W 0.1071 0.1238 0.1112
EUR/USD Dukascopy L1 ticks 0.1546 0.0635 0.0378
AAPL XNAS ITCH ticks 0.0757 0.0657 0.0816
TSLA XNAS ITCH ticks 0.0780 0.0773 0.0616
IWM ARCX Pillar ticks 0.0770 0.0671 0.0814
BTC/USDT Deribit Perp Future ticks 0.5036 0.0856 0.0972

FINAI v2.0 marks the transition from bar-level machine learning research to a low-latency institutional signal processing engine capable of handling tick-level data, intraday, and longer-term horizons.

The architecture, developed in December 2025, reduced the optimized inference path from approximately 140 ms to 4–50 microseconds, depending on the deployment configuration and server infrastructure. This latency reduction allowed FINAI to move to real-time tick-level testing while maintaining the same core signal families used on intraday, daily, and weekly horizons.

The key result is not simulating trading returns. The key result is signal transferability and residual predictive power.

In numerous validation reports, FINAI v2.0 demonstrates measurable IC results in relation to forecast returns, future ranges, and volatility shocks for various instruments, frequencies, and market microstructures. The signal remains observable not only at the first forecast step but also at forecast horizons of 3, 5, 10, and 15 bars.

Most importantly, FINAI retains its predictive value after accounting for simple market indicators such as lagging range, ATR-type volatility, and previous shock conditions. Stepwise stacking tests examined whether adding FINAI to the baseline model improves out-of-sample explanatory power:

[range_lag1 + shock_lag1 + FINAI signal] > [range_lag1 + shock_lag1]
IC residual shock: 0.2834

Selected residual IC results — MHGVY weekly return:

+1 bar:  IC 0.1071  p-value 0.0549
+3 bars: IC 0.1105  p-value 0.0482
+5 bars: IC 0.1648  p-value 0.0032
+10 bars: IC 0.2101  p-value 0.0002

The increase in residual IC strength to +10 weekly bars indicates that FINAI is not simply detecting short-term noise, ATR persistence, or a single-bar statistical artifact. It captures regime information that remains useful after removing underlying volatility and shock effects.

This is the core institutional value of FINAI v2.0: the same architecture can support high-frequency market-making workflows, intraday execution models, and longer-horizon fund strategies.

For market makers and high-frequency trading venues, FINAI can be viewed as a low-latency signaling layer for price asymmetry analysis, adverse selection filtering, spread control, short-term volatility alerts, and execution timing.

For derivatives venues and traditional funds, preserving residual regime information over multi-bar and weekly horizons supports use cases such as position sizing, volatility-based exposure control, regime overlays, and medium-term risk sharing.

FINAI is not positioned as a standalone retail trading bot. It is an orthogonal alpha infrastructure layer: a portable, low-latency signal forecasting engine designed to add information beyond the standard benchmarks of yield, range, and volatility.

Coverage

Supported assets

Predictions across major asset classes — tick to monthly timeframes on all symbols.

Cross-asset signal coverage

FINAI has been tested across FX, crypto, US equities, ETFs, commodities and low-liquidity ADRs. The system is not limited to a fixed ticker list.

Need custom tickers?

Enterprise clients can request any tradable asset — stocks, futures, forex pairs, commodities, or crypto.

Request Custom Assets →
Pricing

Flexible access tiers

Trial
Evaluation

Full access to test model quality on live markets before committing.

  • Up to 10 symbol subscriptions
  • All timeframes including tick data
  • 10 ML models per prediction
  • Both WebSocket endpoints
  • Standard latency
  • Live accuracy tracking
Request Trial
Enterprise
Custom

Full white-glove deployment with custom training and on-premise options.

  • Unlimited subscriptions
  • Any TF including tick data
  • Custom model training
  • Ultra-low latency
  • Co-location to data sources
  • On-premise deployment
  • SLA guarantees
Contact Sales

* Latency depends on data source, server proximity, and network conditions.

Ready to integrate?

Contact our team to discuss requirements and get API access to institutional-grade ML predictions.

Request Access →