HoldIQ • Platform overview
How HoldIQ works — Market State first.
HoldIQ is not a “signal platform.” It’s a market intelligence system designed to classify the current market regime and gate strategy classes so you stop trading structurally invalid setups.
The core principle: Market State first
Most traders stack indicators without knowing whether the market environment supports their strategy. HoldIQ flips the workflow: before entries, before signals, before trades — we classify the market regime.
Gamma, pinning, dealer positioning, and structural constraints that shape intraday behavior.
IV vs realized, term structure, and whether risk is priced cheap or expensive.
Liquidity, dispersion, and “tape quality” signals that determine reliability.
The output is a compact, interpretable Market State snapshot that powers the Terminal, QuantCraft, and eventually trading.
1) HoldIQ Terminal — Observe
Live + history + alerts (MVP → future)The Terminal answers: “What kind of market are we in — and which strategies are structurally valid?”
- • Market regime (trend / mean reversion / transition)
- • Vol conditions (suppressed / overpriced / stressed)
- • Structure & flow (gamma, pinning, liquidity)
- • Confidence + “weather” (calm → storm)
Instead of buy/sell calls, HoldIQ gates entire strategy classes (breakouts, mean reversion, trend following, vol selling) based on the current state.
The Terminal suggests — it doesn’t execute.
2) QuantCraft — Learn + Build + Backtest
Strategy blueprints (education → evidence)QuantCraft turns Market State into repeatable strategies: learn the “why,” build rules, backtest point-in-time safely, then paper trade before anything goes live.
Definitions, overlays, and examples tied directly to the Terminal metrics (gamma, VRP, liquidity, dispersion).
Rule-based strategies first (later: code). Output becomes a Strategy Blueprint you can reuse.
PIT-safe historical playback and paper simulation that produces evidence — not opinions.
3) HoldIQ Filings — Follow institutional money
Alerts + digests + entity graphFilings provide the slow, structural layer: what large capital changed, what concentration shifted, and how “money movement” evolves over time.
- • 13F / 13D / 13G
- • Form 4 insider trades
- • 8-K, 10-Q, 10-K events
- • Entity graph (manager → issuer → CUSIP → ticker)
- • Change detection (adds/cuts/new positions)
- • Concentration + theme clustering
- • Email workflows (digests + triggers + rules)
4) Trading — Execute (future module)
Guardrails + audit logs + kill switchTrading is intentionally separated because it carries real risk. When enabled, it will consume QuantCraft strategy outputs and apply safety layers:
Connect accounts; entitlements and limits enforced.
Max loss, sizing constraints, and auto-pause on “storm” state transitions.
Full logs: state → strategy → order → fill → outcomes.
The ladder is: Backtest → Paper → Live, with explicit user activation at every step.
One platform, shared foundation
Terminal, QuantCraft, Filings, and Trading are separate modules — but they share the same foundation:
- • Unified identity + entitlements
- • Consistent data models + internal APIs
- • Event stream for alerts + state changes
- • PIT-safe snapshots for backtesting
This means the Market State you see in Terminal is the same state used in QuantCraft backtests, and the same state that can later gate execution in Trading. No rewrites — just layered capability.
The goal of HoldIQ
Reduce invalid trades, teach causality (not superstition), and make institutional mechanics visible — so you can choose the right strategy for the right environment before taking risk.