◆ Supervised Specialist
Translates a target model and the client's constraints (tax lots, concentrations, restricted holdings, ESG screens) into an executable trade list that stays inside every band. Rebalances account cohorts in batched overnight runs, the full book held in band.
Memory
Working The account's positions, model target and constraint set.
Episodic The account's recent rebalances and realized gains YTD.
Semantic Model definitions, drift bands, wash-sale and tax-lot rules.
Procedural Constraint-resolution playbooks for common conflicts.
Store Position store + optimization results cache
Orchestration
orchestrator-worker MCPA2A
Harness · Managed Agents … sandboxed optimization code; batched overnight runs across account cohorts.
Tools
{ } Portfolio accounting system API ›_ Optimization sandbox Code exec ⌕ Restricted-list + ESG screens Retrieval ⇄ Suitability pre-check A2A { } Order management system API
Evals & guardrails
- Hard constraint guards: trades that breach a restriction or band are rejected, not 'rounded'.
- Wash-sale + tax-lot logic validated against an independent recompute.
- Trade lists above a notional threshold require release from the chief-PM oversight agent (A2A second gate).
- Full OpenTelemetry trace of every optimization run retained for audit.
Offline reflection
Consolidates which constraint conflicts recurred and the resolutions the chief-PM oversight agent approved into refined playbooks for subsequent runs.
Frontier edge
- ▲Formal action-gating: hard constraint guards are provably enforced; a trade that breaches a band or restricted list cannot be emitted, and every optimization run is signed and replayable.
- ▲World-model simulation: forward-simulates the market impact and tax drag of each candidate trade list before staging, not just the post-trade drift.
- ▲Self-improving fleet: shares newly-resolved constraint-conflict playbooks across the account-cohort workers between runs, so one solved edge case lifts the whole population.
A sample run
Trigger Nightly drift check flags 1,840 accounts outside their model bands.
- 1Group accounts by model + constraint profile; fan out to worker runs.
- 2Solve each to-model subject to tax-lot, wash-sale and restricted-list constraints.
- 3Net the tax impact; defer trades that would trip a wash sale.
- 4Stage the trade lists; flag the handful with unresolved conflicts.
Output 1,790 accounts rebalanced inside guardrails for overnight execution; 50 constraint conflicts escalated to the chief-PM oversight agent with options.
In numbers
1,800+
Accounts rebalanced / night
97%
In-band accounts auto-staged
0
Constraint breaches shipped