Institutional intelligence, one seat
Every desk
a hedge fund keeps.
Running on one screen.
OpenFin Intelligence turns the research stack of a macro fund —
regime strategist, options quant, geopolitical desk, risk officer, report writer — into software that reads
every market, every instrument, continuously, and hands you the trade that balances what you already hold.
macro regime enginewavelet decomposition
real broker option chainsportfolio scenario alignment
VaR & Kelly sizing
02 / 16
The problem
Run the full playbook by hand and the org chart gets long before the book gets big.
A macro strategist to read the regime. An instrument analyst to track each ticker's own
state. An options quant to build and stress the vol surface. A geopolitical desk to flag the headline
before it moves the tape. A risk officer to keep sizing honest. A report writer to turn all of that into
something a committee can read. Someone to keep the economic calendar current across time zones. And a
quant, quietly, to keep the curve models from drifting out of date.
None of them is optional, none of them is cheap, and — this is the part that actually costs
money — none of them is looking at the whole book at once.
Headcount, priced inannual, fully loaded
Macro strategist$$$
Options quant$$$
Geo / news desk$$
Risk officer$$
Report writer$$
Calendar analyst$
Curve modeler$$
Junior — spreadsheets$
OpenFin, one seat
¢
03 / 16
What it is
Not a dashboard. Seven specialist functions, each automated end to end.
Every panel in the cockpit is a completed piece of analysis a real desk would produce — not a
chart someone still has to interpret. The macro regime is scored, not plotted. The vol surface is fitted, not
eyeballed. The hedge is sized, not suggested.
04 / 16
How the desks talk to each other
Top-down regime. Bottom-up book. They meet in the middle, at your positions.
01 — MACRO
Regime
30+ gauges score
8 canonical scenarios market-wide.
02 — INSTRUMENT
Curve Regime
Wavelets
+ synthetic curve replay classify each ticker into 1 of 15 states.
03 — OPTIONS
Options Lab
Real broker
chains price IV rank, skew, term structure.
04 — PORTFOLIO
Context
Every open
position repriced against all three layers above.
05 — ACTION
Balance
Strategy Builder
finds the trade that squares the book.
This is the difference between a data terminal and a desk: a data
terminal shows you the regime and the chain side by side and leaves the synthesis to you. OpenFin does the
synthesis — and shows its work at every step.
05 / 16
Layer 1 — the macro strategist
30 institutional gauges, scored into 8 regimes, live.
Rates, credit spreads, dollar liquidity, energy, industrial metals, breadth — the same
indicators a macro desk pins to the wall — feed a continuous scoring model across Goldilocks,
Reflation, Stagflation, Inflation Shock, Recession, Liquidity Crisis, Soft Landing and
Disinflation / Rate Cuts, each carrying a confidence score and a plain-English "why."
Every asset class then inherits a directional bias from the winning regime, propagated automatically into
every layer below.
06 / 16
Layer 2 — the instrument specialist
Curve Regime — per instrument
CRUDEBull Trend
GOLDDispersion / Décorrélation
SP500Compression
NASDAQRisk-Off
EURUSDCompression
BRENTWhipsaw
The macro regime is the headline. This is the instrument underneath it.
A global "Reflation" call doesn't mean every ticker is trending — one instrument classifier,
15 named regimes deep, reads each position's own wavelet state, options skew and trend
signal to answer the sharper question: is this instrument breaking out, compressing, whipsawing,
or quietly decorrelating from everything else in the book?
Two positions on the same macro thesis can carry completely different curve regimes — and
that gap is exactly where a desk's edge, or its blind spot, usually lives.
07 / 16
The technology underneath
Wavelets, synthetic curve replay, and a causal graph that never peeks at the future.
Every instrument's price series is run through a continuous wavelet transform — a Morlet /
generalized-Morlet basis — decomposing price into overlapping cycles from a few hours to several weeks,
instead of one flattened trendline. A synthetic theoretical curve is then rebuilt from those bands —
absorption and decay, template by template — so a real move can be compared directly against what the
model expected, at the cursor, not just at the close.
Every chart carries a causal mode: each day's decomposition only ever sees
data up to that day — the same walk-forward discipline a quant desk enforces before a signal goes near
real capital. No look-ahead bias hiding in a pretty backtest.
CWT / GMWsynthetic curve replaycausal, walk-forward
openfin — wavelets / curve analysis
08 / 16
Layer 3 — the options quant
Real broker chains, not a modeled surface.
IV rank, term structure and skew are built from your own linked broker option-chain history —
the same data an execution desk quotes off, not a theoretical smile. IV rank above 80 flags premium worth
selling; below 20 flags convexity worth owning — read at a glance, per instrument, refreshed on a schedule.
09 / 16
Layer 4 — building the hedge
Shock the surface. Price the spread. See the greeks move.
Strategy Builder prices 1-to-4-leg structures against the real bid/ask spread
pulled from your broker, on a vol surface you can tilt by hand — spot shock, IV level, skew tilt, term
structure — to stress a candidate hedge against the exact scenario the regime layers above are already
flagging. No spreadsheet round-trip: the chain, the surface and the payoff live in the same screen the
regime call came from.
openfin — strategy builder
10 / 16
Where it all lands
One repeated bet, or genuinely diversified ones — across however many positions you run.
This is the payoff of the whole pipeline: every open position — a handful or several dozen,
the book scales either way — is repriced under each of the 8 macro scenarios above, using its
real capital at risk and its real greeks, not a guess from the
strategy's name.
A short call spread on the S&P and another on crude can look like diversification. Priced
this way, they're revealed as the same directional bet, twice. The book's true concentration shows up as a
scenario, not a ticker — and the next trade in Strategy Builder is the one built to offset exactly that.
Portfolio aligned oncapital-at-risk weighted
Stagflation35.2%
Inflation Shock35.2%
Recession14.8%
Independent bets
7.4 of 11
Example shown: an 11-position book — the same repricing runs at any size.
11 / 16
Layer 5 — the risk officer
Historical, parametric and stressed Monte Carlo — checked against what actually happened.
CVaR, a rolling 30-day trend and a Kupiec backtest that grades the model against real outcomes,
not just its own predictions. Correlation-adjusted position sizing — fractional Kelly, cut when a risk cluster
saturates — keeps conviction from quietly turning into concentration.
12 / 16
Layer 0 — the wire
Every ticker gets the analyst treatment before it ever reaches the book.
Geopolitical risk
35/100
Moderate · scored from live wire, not sentiment
Economic calendar
82,494
Events synced · FF-sourced, auto-refreshing
Institutional reports
Live
Cycle Report & Super Context, generated every cycle
Geopolitical scoring, the macro calendar, institutional report
generation and live quotes aren't side panels — they feed the same regime and curve engines above, so a
headline that moves oil shows up first as a number, not a scroll of unread news.
13 / 16
Built to fit the desk you run
One engine. Configured per desk, not rebuilt per desk.
The regime and instrument engines are asset-class aware, not
index-specific. A generalist macro book runs the full 8-scenario read across rates, indices and FX out of
the box. A specialty desk — cotton, coffee, base metals, energy — swaps in its own fundamentals, macro
sensitivity table and price-move thresholds, and inherits the exact same wavelet, options and risk
machinery the flagship book uses.
Desk configsfundamentals-aware
Metalsreal rates · COT · ETF flows
Agri & softsWASDE · weather · crop calendar
EnergyOPEC+ · EIA draws · rig count
Forexrate differentials · carry
Bonds & ratesFed path · term premium
14 / 16
What each desk stands in for
Seven specialist functions. Same seat, same read — running continuously instead of once a morning.
| Traditional role | What they'd hand you | The OpenFin desk |
|---|
| Macro strategist | A morning view on the regime, updated once a day at best. | Macro Regime — 30 gauges, 8 scenarios, scored continuously |
| Instrument analyst | Chart annotations on the names that matter that week. | Curve Regime — 15-state classifier on every watched ticker |
| Options quant | A vol surface fitted overnight, stale by the open. | Options Lab + Strategy Builder — live broker chain, editable surface |
| Geopolitical analyst | A read on the wire, filtered by whoever's on shift. | Geopolitical Risk score, wired into every regime call |
| Risk officer | A VaR report and a sizing memo, typically weekly. | VaR suite + Portfolio Scenario Alignment, on every refresh |
| Report writer | A committee-ready narrative, drafted the night before. | Cycle Report / Super Context — auto-generated, every cycle |
| Calendar analyst | A hand-kept spreadsheet of releases across time zones. | Economic Calendar — FF-synced, 80,000+ events, self-refreshing |
| Curve modeler | A synthetic-curve model, rebuilt by hand after every regime shift. | Wavelet engine — synthetic curve replay, causal / no-lookahead |
15 / 16
Built to run at your size
Five positions or five hundred. One instrument watched or an entire desk's worth.
Nothing in the pipeline assumes a book size. The same repricing, the same regime scoring and the
same scenario alignment that run on a handful of positions run unchanged on a full institutional
book — add instruments, add desks, add positions, and the engine scales with you instead of asking you to
simplify for it.
16 / 16
One cockpit. Every desk. Always on.
OpenFin Intelligence doesn't replace your judgment —
it replaces the team it used to take to get you the read fast enough to use it.
OpenFin Intelligence — Product Overview
