◆ Supervised Worker
Decomposes an ETF or swap into its constituents, prices the replication basket, and computes the hedge to keep tracking error down. It runs the basket arithmetic continuously: inside a tight rebalancing band it executes; the rest it stages for the oversight/risk agent gate.
Memory
Working Target exposure, current basket, tracking error.
Semantic Index methodologies, corporate-action treatment, financing curves.
Store Position store + index-constituent feed
Orchestration
pipeline MCP
Harness · Managed Agents … sandboxed basket optimisation; pre-trade gate inline.
Tools
{ } Index constituent + corporate-action feed API ›_ Basket optimiser Code exec { } Execution gateway API { } Pre-trade limit gate API
Evals & guardrails
- Tracking error monitored continuously; band breach routes a proposal to the oversight/risk agent.
- Corporate-action handling validated against a labelled event set.
- Auto-execution capped by rebalance band; all else staged for the risk-agent gate.
Frontier edge
- ▲World-model simulation: forecasts the tracking-error and market-impact path of a rebalance basket before committing the trades.
- ▲Anticipatory rebalancing: reads index reconstitution and corporate-action calendars to pre-stage baskets ahead of the effective date.
- ▲Formal action-gating: in-band executions are signed and replayable, provably within the authorised rebalance envelope.
In numbers
430
Baskets managed
6 bps
Median tracking error