Division I · Quantitative & AI
Quantitative platforms
for institutional desks.
Kyvos Intelligence builds the research, execution analytics and AI systems used by banks, prop firms, brokers and liquidity providers. Every platform ships with conservative, path-aware risk controls and institutional-grade reporting.
Coverage
99.4%
of trades matched
Latency
<5ms
decision boundary
Models
Live
in production
Coverage
24 / 7
operational
Division Film
The platforms,
in motion.
A short film on the quantitative platforms and AI systems Kyvos Intelligence delivers to institutional desks.
Services
Six platforms.
One quantitative discipline.
Flow Toxicity & Adverse Selection
Per-client, per-instrument toxicity diagnostics with confidence bands.
Classify counterparty flow by markout profile, confidence and persistence. Identify adverse selection, segment A-book / B-book / hybrid allocations, and quantify desk exposure against historical and live tape.
Execution Quality & TCA
Production-grade transaction cost analysis across venues and asset classes.
Slippage decomposition, venue and route analysis, child-order behaviour, impact and reversion. Designed for institutional sign-off and ongoing operational review by execution committees.
LP Performance & Optimisation
Liquidity provider scoring, routing optimisation and SLA enforcement.
Continuous monitoring of fill rates, mark-out, last look and effective spread. Quantitative recommendations for routing weights, tag-level segmentation and SLA renegotiation.
Systematic Hedging & Risk
Path-aware delayed-hedge simulators and live risk frameworks.
Auto-hedge engines with portfolio-aware overrides, optimal-timing search, take-profit overlays and interim-drawdown penalties. Conservative, institutional and risk-controlled by design.
AI & Quantitative Model Development
Bespoke models from research to production deployment.
Feature engineering, model selection, walk-forward validation, ensemble and reinforcement methods. We ship into your stack and remain accountable for live performance.
Analytics Platforms & Reporting
End-to-end data infrastructure, dashboards and operational reporting.
Tick capture, normalised storage, low-latency analytics, executive dashboards and regulatory reporting — built to the standard of internal bank technology teams.
Case study · Auto Hedge Simulator
Delayed-hedge opportunity, modelled honestly.
A conservative, path-aware simulator quantifying opportunity vs. immediate A-book across delay windows — penalised for interim drawdown, stability and sub-period agreement. The platform ships portfolio assignment, take-profit overlays and risk warnings as first-class outputs, not afterthoughts.
- Penalised score with interim-drawdown penalty
- Portfolio assignment (P1 / P2 / P3)
- Take-profit overlay with hit-rate curves
- Period stability & sign-agreement diagnostics
- Hard recommendation cap with risk warnings
Case study · Flow Intelligence
Every client. Every print. Every basis point.
Per-client toxicity, per-instrument profitability and time-of-day flow profiling — designed to drive routing decisions, B-book sizing and operational risk reviews at the executive level.
Request a confidential walkthroughProcess
Engagement, end-to-end.
Diagnose
Data audit, hypothesis framing, scoping with measurable outcomes.
Research
Quantitative research with walk-forward validation and honest baselines.
Build
Production engineering — APIs, dashboards, reporting and monitoring.
Operate
Live monitoring, model retraining and accountable performance review.
Engagement Models
Three ways to work with us.
Retainer
Ongoing quantitative partnership for desks running live capital.
Project
Fixed-scope research, build or platform delivery.
Advisory
Senior advisory at board, ExCo and head-of-trading level.
Industries Served