Foundation — SPS v1–v4 Launch
Multi-market scanning (US + CN), rule-based selection engine, premarket prediction system, real-time V3 event-driven trading, live dashboard with performance tracking.
SPS (Stock Processing System) — A next-generation quantitative trading platform that systematically discovers, evaluates, and captures market inefficiencies across US and Chinese equity markets.
Building the future of systematic investing through data science and technology.
Founded on the principle that persistent market signals exist when you look at enough data with the right lens, SPS combines rigorous quantitative research with real-time execution infrastructure.
Our system processes over 7,800 stocks across US and Chinese markets every trading day — scanning for rule-based signals, volume anomalies, K-line pattern breakouts, and multi-factor alpha drivers.
Unlike traditional discretionary approaches, SPS removes human bias from the signal generation process. Every pick is backed by data, every trade is governed by rules, and every outcome is measured and fed back into the system.
Our core belief: In markets, the edge doesn't come from knowing more — it comes from processing faster, filtering smarter, and executing consistently.
Systematic Signal Discovery Process
Multi-market, multi-signal approach to systematic alpha generation.
Multi-factor screening combining relative strength, volume surge (RVOL > 3x), price momentum, and quality filters. Applied across US (1,600+ stocks) and CN (5,000+ stocks) universes daily.
Pattern recognition engine identifies reversal and breakout candlestick formations — hammers, engulfing patterns, morning stars — combined with volume confirmation and positional analysis.
Proprietary scoring system ranks candidates by reversal potential: K-line pattern strength + position (low) + volume metrics (量比/换手率) to identify stocks with asymmetric upside.
US Market (NYSE/NASDAQ), CN Main Board (沪深主板), CN STAR Market (科创板 688xxx), and CN TTFund (天天基金) — covering all major Chinese equity and fund universes.
Real-time trading system with entry filters (涨幅>2% + RVOL>1.5x + RSI<75), hard stop-loss at 3%, trailing stops, and time-based exits. Max 5 trades/day, $2K per position.
Daily premarket reports at 6:00 AM PT (US) and 6:30 PM PT (CN) — scanning the full universe overnight to deliver the single highest-conviction pick before market open.
Built for speed, reliability, and continuous improvement.
From systematic scanning to full autonomous trading.
Multi-market scanning (US + CN), rule-based selection engine, premarket prediction system, real-time V3 event-driven trading, live dashboard with performance tracking.
ML model integration for pattern recognition, adaptive scoring algorithms, sentiment analysis from news/social data, expanded market coverage (HK, JP, EU).
Broker API integration for automated trade execution, portfolio-level risk management, dynamic position sizing, multi-strategy allocation engine.
Cloud-native infrastructure, API-first architecture, institutional onboarding, compliance framework, performance audit trails, third-party strategy marketplace.
Self-optimizing algorithms, zero-touch operations, cross-asset class coverage (equities, options, crypto, FX), global market presence, institutional AUM.