Predictive AI for financial markets
LinkinferATOM processes market flows at low latency and generates verifiable risk models. Each signal is accompanied by its statistical justification, without a black box.
Analysis engine
The engine combines high-frequency time series with risk models trained on live and historical data, without relying on a single signal source.
| Refresh Rate | Continuous, per tick |
| Training window | Rolling, no static data |
| Supported assets | Equities, futures, currencies |
| Output format | Signal + confidence interval |
Processing runs on dedicated nodes close to market data sources, avoiding unnecessary network hops between signal ingestion and generation.
The objective is not to predict with absolute certainty, but to limit the risk of each decision with information that can be audited at any time.
Methodology and transparency
Each session closes with a report that details the signals emitted, their actual result and the model's margin of error. Operations that did not work are not hidden.
Use cases
The granularity of the signals and the format of the report adapt to the decision horizon of each profile.
Designed for decisions in minute windows: the signal arrives with suggested entry level, risk threshold and confidence interval, to be directly integrated into the execution flow.
The daily report allows you to compare each closed trade against the original signal, without depending on the trader's memory.
Aimed at investment committees: adds signals in weekly and monthly windows, with sensitivity scenarios to variations in rates, volatility or liquidity.
The reports include model assumptions and their error range, to support decisions before internal audit.
Integration
The integration process is designed to not interrupt an existing trading flow.
The account or market feed is linked via API or scheduled export.
Thresholds are adjusted based on defined capital and volatility tolerance.
Signals are generated in shadow mode before being activated in production.
Each session closes with precision and deviation metrics available for query.
Technical questions
Direct answers to the most common questions before connecting a real account.
The inference average remains below 80 ms from the reception of the data to the emission of the signal, measured under normal market conditions. During volume peaks it can increase, and this variation is reflected in the daily report.
The system stops issuing new signals and marks the period as inactive in the report, instead of generating a signal with incomplete data.
Storage takes place on infrastructure within the European Union, with encryption in transit and at rest. Market data and generated signals are kept separately from access credentials.
Yes. Each signal is recorded with the time stamp, the input data and the confidence interval with which it was issued, available in the report history.
All communication between the connected account and the analysis engine travels encrypted.
The data does not leave infrastructure located within the EU.
Each connection is associated with a token with limited and revocable permissions.
The history of signals and reports is backed up at the close of each session.
Connect a test data source and review the first daily report before deciding whether to integrate LinkinferATOM into your regular trading.
No credit card is required to access the first evaluation report.