Duvet Fondange aggregates market feeds in real time, calculates portfolio optimization scenarios and publishes its entire execution logs. No winning guarantee displayed, only searchable data.
The flows below illustrate the data display format. Dashboard access provides access to actual, time-stamped, exportable logs.
Display format for illustrative purposes. Actual values are available after authentication.
Schematic representation. The detailed interactive chart — with filters by instrument and by period — is available in the connected space.
Each recommendation, its timestamp, its instrument and its closing result are exportable in CSV format, without aggregation or statistical smoothing.
View LogsThree separate components process the raw data through to the executable recommendation, each audited separately.
Connections to marketplaces use direct binary streams. The average time between reception and processing remains less than ten milliseconds on instruments monitored continuously.
The models combine time series and volume signals to produce movement probabilities, recalculated with each significant market update.
Each recommendation is bounded by position size and volatility thresholds defined at the account level, before any sending to execution.
The optimization module does not seek the theoretical maximum yield. It arbitrates between exposure, correlation between positions and available liquidity, according to the parameters set by the user.
Recalculations are triggered by market event rather than at a fixed interval, which limits decisions made on already outdated data.
Each step produces an independent log, viewable separately from the final result.
Market flows, order books and macroeconomic data are collected continuously and standardized in a single format.
Predictive models evaluate probable short- and medium-term scenarios for each instrument monitored.
The signals retained are weighted according to the risk and correlation constraints defined for the portfolio.
The final recommendation is transmitted to the connected broker, with execution confirmation logged in real time.
The verification protocol is based on the systematic publication of logs, which can be consulted by any connected user, regardless of their subscription.
Each published recommendation receives a unique identifier and a timestamp. Users can compare the initial recommendation to the closing result, without the possibility of retroactive modification of the log.
Access to recommendations and logs is via standard interfaces, compatible with the existing infrastructures of quantitative traders.
Pricing is communicated after verification of the profile and volume of instruments monitored. The features below are fixed, regardless of the final price.
The announced latency corresponds to the time between receipt of market data and updating of the model concerned. It is measured continuously and can be consulted in the connected space technical journal.
No. Each entry is timestamped and linked to a fixed identifier. Any corrections appear as additional entries, never as a modification of the existing history.
Feeds come from marketplaces and brokers connected via API. The exact list of sources depends on the instruments followed and is detailed in the technical documentation provided upon account activation.
The engine suspends the issuance of new recommendations on the instrument concerned and records the incident in the technical log, immediately visible on the dashboard.
Encrypted connection, two-factor authentication available, no wallet data shared without explicit user action.