Forecasting models on time series and alternative data
The engine crosses price data, volumes and textual sources to estimate the probability of movement over a configurable horizon, highlighting the residual alpha compared to the chosen benchmark.
We connect machine learning models and quantitative analysis to a one-click interface: the algorithm selects the alpha, you stay in control of the final decisions.
A private trader receives thousands of signals every day: news, volume changes, social sentiment, macroeconomic reports. Distinguishing a relevant signal from statistical noise requires time which often isn't there, especially in high volatility sessions.
Stimaranzia applies language models and quantitative analysis to filter this flow, isolating correlations that actually have predictive value on price behavior, reducing cognitive load without eliminating decision control.
Each module works on shared data, so recommendations remain consistent across analysis, risk and execution.
The engine crosses price data, volumes and textual sources to estimate the probability of movement over a configurable horizon, highlighting the residual alpha compared to the chosen benchmark.
The system recalculates the exposure based on the current volatility and proposes stop thresholds consistent with the set risk profile, before the loss becomes structural.
Once a strategy has been approved, the order is forwarded to the connected broker without intermediate manual steps, reducing the gap between the signal generated and the open position.
The process does not require custom scripts: the main parameters are set via a guided interface.
Authorize the connection via read-only or execution API, choosing the level of autonomy you prefer.
~20 secondsAnswer a few questions about capital, time horizon and drawdown tolerance: the model calibrates the parameters accordingly.
~25 secondsThe system begins to process signals and propose actions; you decide whether to approve them automatically or manually.
~15 seconds
Stimaranzia does not promise guaranteed returns: it combines machine learning models with risk management rules tested on historical data, to provide recommendations that take into account both alpha potential and downside exposure.
The goal is to reduce the time between analysis and decision, always leaving the trader with the final say on execution.
Discover our methodEach recommendation arises from the combination of a quantitative predictive model and a level of verification based on the Large Language Model, which contextualizes the signal before proposing it. This double step reduces the false positives typical of purely statistical models.
Broker login credentials are end-to-end encrypted and are never shared with third parties. Portfolio data remains segregated by individual account.
The system operates in low latency: the average time between the generation of the signal and the forwarding of the order to the connected broker is contained in an interval of a few seconds, variable based on the reactivity of the API of the broker itself.
All credentials and location data are protected with end-to-end encryption both in transit and at rest. Access to data is limited to only the processes necessary to calculate the recommendations.
Yes. You can set maximum drawdown thresholds, choose whether to manually approve each operation or delegate automatic execution, and change these parameters at any time from the dashboard.
No credit card required for initial trial. You will be able to connect your broker account in read-only mode to evaluate recommendations before activating automatic execution.