State-aware, multi-agent quantitative trading infrastructure for institutional investors.
Shark Array is a state-driven, bidirectional, market-microstructure strategy array. It allocates strategy roles by market state, executes through segregated accounts, and operates under central capital governance. Designed for high-noise, high-volatility markets where state changes occur rapidly.
A vertically integrated architecture where each layer governs the layer below it.
Identifies the current deployment context and determines which roles and resources may be activated. Recognizes stable ranges, transitions, dislocations, and recovery states.
Organizes deployment roles — core deployment units, transition agents, opportunity agents, and protective agents — each with distinct responsibilities.
Executes different roles through separate account functions, preserving clear boundaries between capital usage and risk sources. Task conflict is eliminated through account separation.
Maintains dynamic balance among offensive, hedge, and protective legs. Rejects static directional risk in favor of adaptive exposure management.
Controls scale boundary, risk budget, expansion criteria, contraction criteria, and validation gates. Capital is treated as a governed deployment resource, not a passive risk-bearing pool.
Each layer governs the layer below — state determines roles, roles allocate to accounts, accounts manage exposure, governance binds all.
The system recognizes and adapts to four distinct market conditions, adjusting strategy weights and capital allocation dynamically.
Continuous deployment and efficiency management. Core deployment units carry the primary workload.
Bridge, test, and adaptation weights increase. The system determines whether old states are fading and new states are forming.
Continuity protection prioritized. Protective units and selective opportunity units take higher share.
Opportunity deployment gradually restored under governance constraints.
Shark Array operates entirely in the cloud. You provide exchange API access — we provide the multi-agent quantitative trading infrastructure.
Clients provide exchange API keys with trade-only permissions (no withdrawal authority). Encrypted TLS connections with terminal whitelisting and audit logging.
Our team configures Shark Array deployment parameters based on your capital capacity and risk preferences. Strategies are calibrated to your specific requirements.
Real-time dashboard showing state recognition, role activation, position details, and operational status. Adjust parameters or pause strategies at any time.
Before any strategy enters live deployment, it passes through our replay and validation system.
Strategies tested against historical market events with tick-level granularity.
Deep V moves, wick spikes, sharp selloffs, and rapid reversals systematically retested.
Every parameter modification undergoes formal review and validation before acceptance.
Stress testing under different capital scales to ensure deployment discipline at all levels.
Validation gates ensure deployment discipline — no strategy goes live without passing all validation checkpoints.
Tacivec is our internal AI-native quantitative research engine. It supports research organization, candidate logic screening, state-understanding support, and validation coordination. It compresses the path from candidate logic to validation evidence to governed deployment decision.
API keys are limited to trading execution only. No withdrawal permissions. Key usage follows: least privilege, terminal whitelisting, approval hierarchy, and comprehensive audit logging. Your assets remain under your control at all times.
API keys scoped to trade execution only. No withdrawal or transfer permissions granted.
Connections restricted to pre-authorized IP addresses and endpoints.
Multi-level authorization required for configuration changes and parameter modifications.
Comprehensive logging of all API interactions for compliance and forensic review.
Every institutional engagement is unique. Shark Array is configured to align with your specific operational parameters.
Shark Array deployment is calibrated to your specific capital allocation. Whether managing a dedicated fund or proprietary capital, the strategy array adapts to your scale and liquidity profile. Capital governance parameters are set to your capacity boundaries.
Every Shark Array deployment begins with understanding your risk tolerance. We configure risk budget allocation, exposure constraints, protection unit thresholds, and state-transition sensitivity according to your mandate.
Shark Array's state-aware, multi-agent architecture is designed for high-noise, high-volatility microstructure environments. Its methodology applies across a broad spectrum of liquid markets.
State-driven deployment is most effective in continuous, high-volatility markets with dense microstructure noise. The core methodological fit is strongest in:
Major currency pairs and metals exhibit 24-hour microstructure dynamics suitable for state-aware deployment. Supported market types include:
Shark Array's methodology extends to equity markets where intraday microstructure signals are present across multiple venues:
For allocators seeking broader exposure, Shark Array's architecture can be applied to:
NOVA SIGMA is a technology platform provider. We do not offer investment advice, manage client funds, or guarantee trading outcomes. All trading decisions remain the responsibility of the client. The platform is available exclusively to institutional investors and professional clients.
This material describes product architecture and validation principles. Specific return figures, strategy parameters, and sensitive operating information are available only through controlled due diligence channels for qualified institutions.
Contact us to discuss how Shark Array can support your institutional trading operations.