
Finance
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Institutional Trading
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YC W26
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Valuation:
Undisclosed

Last Updated:
March 24, 2026

Builds an AI research platform for institutional trading desks, starting with commodities markets. Applies models to parse the qualitative market context (news, broker data, macro narratives) that currently goes unparsed at scale.
AI research platform for trading desks starting with commodities markets. Parses qualitative market information including real-world news, broker data, and macro narratives.
Both founders have quantitative trading experience across multiple firms. Starting with commodities before expanding to other asset classes.
RL-powered adaptive trade execution that dynamically optimizes order routing, sizing, and timing across fragmented liquidity pools to minimize slippage and market impact for institutional orders.
An AI agent learns in real time how to break up and route large trades so the market doesn't move against you before you're done buying.
It's like having a seasoned poker player place your bets at ten tables simultaneously, reading every opponent's tells in real time so you always get the best price without anyone noticing your hand.
Multi-agent LLM system that synthesizes unstructured data (news, filings, social sentiment, on-chain data) into actionable, explainable trading signals for institutional desks.
Multiple AI specialists—one reading news, one watching social media, one analyzing blockchain data—debate each other and produce a single, clear trading recommendation with receipts.
It's like having four expert analysts locked in a room who must argue their case, cite their sources, and only send you the consensus memo—except the whole debate takes under a minute.
ML-driven predictive risk engine that continuously monitors and rebalances delta-neutral portfolios to maintain market neutrality, detect regime shifts, and prevent drawdowns before they materialize.
An AI watchdog constantly checks that your portfolio isn't secretly taking on risk, and automatically adjusts positions the moment it senses danger—before losses happen.
It's like a smoke detector that doesn't just beep when there's fire—it smells the wiring getting warm and reroutes the electricity before anything catches flame.
Ian Wang (Yale '25) and Eric Zhu (Math @ UChicago, previous quantitative trader) both worked in quantitative trading across multiple firms. Their firsthand trading experience showed them how markets are best approached and how much qualitative information goes unparsed by current systems.