Platform

How Meridian Edge works

From breaking news to executed trade in seconds — fully autonomous, fully auditable.

The pipeline

Five stages, zero manual steps

01

Ingest

Hundreds of RSS feeds are continuously polled. Articles are deduplicated using vector embeddings and entities are extracted with on-device NLP. No cloud dependency for data processing.

02

Analyze

Enriched signals are routed to specialized analyst agents. Each agent maintains long-term memory and topic expertise. LLMs calculate Bayesian probability shifts with chain-of-thought reasoning. Ensemble consensus filters noise.

03

Size

Every trade passes through the risk engine — never the LLM. Fractional Kelly criterion, drawdown circuit breakers, regime detection, and calibration-aware category multipliers ensure disciplined position sizing.

04

Execute

Smart order routing analyzes the live order book and selects the optimal strategy: fill-or-kill for small orders, limit for medium, TWAP for large. Native Polymarket and Kalshi support.

05

Monitor

Position monitors track stop-loss and take-profit levels around the clock. Resolution monitors score predictions with Brier scores. Full observability via Prometheus and Grafana.

Modularity

The skill catalog

Every bot is assembled from modular skills. Pick the signals, filters, risk model, and executor that match your strategy.

Signal Generators

Produce probability or directional signals from data

LLM Reasoning

llm_reasoning

Bayesian probability via LLMs through OpenRouter. Chain-of-thought reasoning with structured JSON output. Supports GPT-4o, Claude, Llama, and more.

Crypto Quant

crypto_quant

Technical analysis from CoinGecko. SMA crossovers, RSI, and historical volatility for longer-horizon crypto market predictions.

BTC Signals

btc_signals

Real-time quantitative signals: momentum, RSI, MACD, volatility, Chainlink divergence, price acceleration, candle patterns. Pure NumPy, sub-millisecond latency.

Options Fair Value

options_fair_value

Black-Scholes P(UP) from Deribit implied volatility and spot price. Updated every 250ms from streaming options data.

Order Flow Imbalance

order_flow_imbalance

OFI/TFI from Binance aggregated trades using Cont-Kukanov-Stoikov. Detects directional pressure before it hits the price.

VPIN

vpin

Volume-Synchronized Probability of Informed Trading. Equal-volume bars with tick rule classification. Measures informed trading in real time.

Funding Rate

funding_rate

Contrarian funding rate signal with OI divergence and liquidation risk estimation from perpetual markets. Elevated rates reveal crowded positioning.

Mean Reversion

mean_reversion

Detects overreaction windows via rolling autocorrelation of prediction market price changes. Boosts contrarian signals during overreaction.

Market Maker

market_maker

Avellaneda-Stoikov bilateral quoting. Computes reservation price adjusted for inventory risk and quotes bid/ask around it for passive liquidity.

Implied Term Structure

implied_term_structure

Exploits cross-tenor dislocations in BTC 5/15/60-minute markets. Detects momentum, arbitrage violations, and convexity opportunities.

NOAA Weather

noaa_weather

NOAA GFS forecast integration for weather markets. Converts point forecasts to bucket probabilities via Gaussian model. Adaptive polling 4x/day.

Signal Filters

Gate, modify, or combine signals before they reach risk management

Ensemble Consensus

ensemble

Multi-model LLM aggregation. Runs N parallel calls, uses median probability, filters by consensus threshold. Reduces single-model bias and hallucination risk.

Regime Detection

regime_detection

Classifies market conditions: calm, normal, elevated, or crisis. Adjusts risk multipliers automatically. Prevents aggressive trading during volatile periods.

Order Book Analysis

orderbook_analysis

Evaluates spread width, slippage estimates, and liquidity depth. Gates trades facing excessive execution costs or thin markets.

Temporal Liquidity

temporal_liquidity

Time-of-day gating with historical win-rate learning. Penalizes or blocks trades during low-liquidity hours. Adapts automatically over time.

Favorite-Longshot Bias

favorite_longshot_bias

Exploits systematic retail mispricing at probability extremes. Boosts contrarian signals and penalizes agreement with extreme pricing.

Exposure Budget

exposure_budget

Caps cumulative position cost basis per token. SELL signals always pass for exit priority. Supports per-token and gross modes.

Adverse Selection

adverse_selection

Post-fill price action feedback. Tracks adverse selection scores from historical fills and blocks or attenuates when adversely selected. Persistent across restarts.

Inventory Skew

inventory_skew

Avellaneda-Stoikov reservation price adjustment. Penalizes accumulation and boosts unwinding with configurable asymmetric gamma.

Signal Dispersion

signal_dispersion

Measures inter-generator disagreement. Gates or attenuates signals when multiple signal generators disagree beyond a configurable threshold.

Spread Gate

spread_gate

Two-stage gate: absolute spread check plus net edge after half-spread cost. SELL signals always pass to preserve exit priority.

Variance Risk Premium

variance_risk_premium

Exploits IV vs realized vol mismatch using Yang-Zhang estimator. Positive VRP triggers mean-reversion, negative VRP amplifies momentum.

Cross-Market Arbitrage

cross_market_arbitrage

Detects constraint violations across related markets: partition, implication, complement, temporal, and conditional. Emits signals on the most mispriced leg.

Risk Managers

Position sizing and portfolio-level risk controls

Fractional Kelly

fractional_kelly

Mathematically optimal capital allocation. Configurable Kelly fraction (default: half-Kelly), 2% hard cap per trade, drawdown circuit breaker, and per-category calibration multipliers.

Edge Sizing

edge_sizing

Information-theoretic sizing with Shannon surprise. Per-window regret budget, edge velocity gating, logarithmic trade spacing, and time decay.

Executors

Order routing and trade execution on target marketplaces

Smart Execution

smart_execution

Adaptive routing for Polymarket. FOK for small orders, limit for medium, TWAP for large positions — minimizes market impact.

Kalshi Execution

kalshi_execution

Native execution for Kalshi event contracts. Cents-to-probability conversion at the boundary, order placement, and fill confirmation.

Strategies

What you can build

01

News-Driven Event Trading

Deploy analyst agents on specific topics — geopolitics, elections, crypto regulation. They ingest breaking news, reason about probability shifts, and trade before the market catches up.

llm_reasoning ensemble regime_detection fractional_kelly smart_execution
02

BTC 5-Minute Quant

High-frequency pipeline for BTC up/down markets. Aggregates prices from Coinbase, Binance, Bybit, and Chainlink. Options-implied fair value and order flow analysis for sub-second signal generation.

btc_signals options_fair_value order_flow_imbalance implied_term_structure adverse_selection edge_sizing smart_execution
03

Multi-Market Arbitrage

Detect constraint violations across related markets — partition, implication, complement, temporal, and conditional. Trade the most mispriced leg across Polymarket and Kalshi.

cross_market_arbitrage spread_gate fractional_kelly smart_execution kalshi_execution
04

Weather Markets

Trade temperature and precipitation markets using NOAA GFS forecast data. Gaussian bucket probability conversion with adaptive polling. First-mover edge on forecast updates.

noaa_weather exposure_budget fractional_kelly smart_execution
05

Swarm Intelligence

Build agent hierarchies: CIO sets portfolio-level goals, managers allocate capital, traders execute. Champion/challenger testing evolves strategies over time.

llm_reasoning ensemble regime_detection fractional_kelly

Integrations

Supported marketplaces

Polymarket

The largest prediction market by volume. Event contracts on politics, crypto, sports, and current events. Crypto-native with on-chain settlement. Supports CLOB API and direct CTF Exchange interaction.

Kalshi

CFTC-regulated event contracts exchange. Clean REST API with structured event categories. Cents-based pricing normalized to probability space at the client boundary.

Control center

The dashboard

Full control over your trading operation from a single interface.

Bot Management

Create, configure, start, and stop bots. View real-time status, trade logs, and performance metrics. Spawn shadow bots to test strategy variants.

Company & Team Structure

Organize bots into companies with CIO agents that set portfolio-level strategy. Allocate capital across teams and track performance at every level.

Risk Controls

Configure Kelly fractions, position limits, drawdown breakers, and per-category risk overrides. Changes take effect immediately across all running bots.

Trade History & P&L

Full trade log with entry/exit prices, sizing rationale, and mark-to-market P&L. Export data for your own analysis.

Wallet & Key Management

Securely store marketplace API keys with AES encryption. Assign wallets to specific bots. Revoke access instantly.

Discord Integration

Real-time trade notifications, performance reports, and alerts to your Discord channels. Per-bot routing and notification preferences.

Ready to deploy your first bot?

Paper trade risk-free, then go live when you're confident.