Abstract dark dashboard with ranked equity candidates as glowing horizontal score bars overlaid on a faint options chain grid
What It Does

Structured market intelligence. Operator makes every call.

Active equity and options traders need structured, fast, evidence-backed market intelligence—without the noise, without the latency, and without handing control to an algorithm that can't explain itself.

Market Edge provides a ranked view of candidates with explicit, inspectable rationale. Every score, ranking, and risk flag is derived from observable data with a traceable calculation. The operator reviews the output and makes the decision. The system does not act.

Deployment

On-prem

Data

Real-time feeds

Execution

None — ever

Outputs

Ranked + replayable

Testing

Shadow mode

Outcomes

Paper tracking

How It Works

From market data to ranked, reviewable decision support.

Ranked candidates with rationale

Equities and options are ranked by configurable scoring criteria. Each ranked candidate displays the factors contributing to its score—no black-box outputs. Operators can inspect and filter.

Theoretical values & Greeks

Options theoretical values, delta, gamma, theta, vega, and rho are calculated and displayed alongside market prices. IV rank and IV percentile are surfaced in context.

IV surface workflows

Implied volatility workflows support structure selection: IV rank relative to historical, term structure, and skew views for informed expiration and strike selection—all advisory, all operator-driven.

Market calendar logic

Earnings dates, dividend ex-dates, FOMC windows, and expiration cycles are integrated into candidate context. Risk events are surfaced as flags, not filtered out silently.

Risk gates

Configurable liquidity gates (bid/ask spread thresholds), staleness flags (stale quote detection), and session window rules filter out candidates that fail minimum data quality standards.

Shadow mode & outcomes tracking

New logic runs in parallel, read-only, against live data before promotion. Paper outcomes (mark-to-market, not real positions) are tracked for calibration without capital exposure.

How The Workflow Runs

Ranked candidates → Operator review → Paper calibration signals.

From the live EdgeBoard ranked feed, the operator accepts candidates into a monitoring view. Exit thresholds (stop / target / time) apply in paper mode — outcomes feed calibration. The system never executes. The operator makes every call.

Three-step Market Edge operator workflow diagram: Step 1 Ranked Candidates showing scored candidates (NVDA 92, SPY 71, TSLA 53) from EdgeBoard; Step 2 Monitoring View with paper PnL summary bar showing 4 open positions; Step 3 Paper Calibration with example hypothetical win/loss ratios and calibration feedback loop arrow.

All figures shown are hypothetical paper-tracking examples for illustration only. Not indicative of actual or future trading results. Past paper outcomes do not predict future performance.

Step 1 — Ranked Candidates

EdgeBoard surfaces equities and options ranked by score. Each row shows the contributing factors: IV rank, delta, strategy type, and risk flags. No candidate is promoted silently.

Step 2 — Managed Acceptances

Operator-accepted candidates enter the Managed Positions view. Live bid/ask quotes update PnL in real time. Stop price, target price, and time-based exits are displayed for each open position.

Step 3 — Outcomes & Calibration

Paper outcomes (mark-to-market, not real positions) accumulate as a calibration signal. Win rate, average win, and average loss per candidate cohort surface over time to help tune model weighting.

Governance & Safety Rails

Evidence-grounded. Replayable. Operator-controlled.

No execution path exists. Market Edge has no brokerage integration, no order routing, and no API connection to any trading venue. The system cannot trade, period.
Evidence-grounded outputs. Every ranking score is derived from observable, logged market data. Rankings are reproducible from the input data snapshot.
Replayable sessions. Historical market data snapshots and the scoring state at any point can be replayed to reproduce past outputs for review or calibration.
Calibration layer. Paper outcomes are tracked and surfaced to help operators evaluate whether the ranking model's emphasis is producing useful candidate selection over time.
On-prem by default. Market data, scoring history, and session logs remain in your infrastructure. No analytics are sent to third-party services by default.

Paper outcomes only. Market Edge tracks mark-to-market results of its candidate rankings on paper—not as real positions. This exists solely to help operators calibrate the model's usefulness, not to simulate or imply a trading track record.

Governed intelligence. Not autonomous intelligence.

Market Edge is explicitly designed to support — and never to replace — operator judgment. Shadow mode ensures new logic is observed before it influences recommendations. Read our Governed intelligence, not guesswork framework →

Who It's For

For disciplined operators who want structure, not magic.

Active equity and options traders

Operators who want a structured, evidence-backed candidate pipeline rather than a crowded scanner or a black-box recommendation engine.

Portfolio research desks

Teams that need reproducible, defensible market intelligence that can be reviewed, challenged, and calibrated—not just consumed.

Proprietary research operations

Organizations building internal research infrastructure that must remain on-prem, operator-controlled, and free from third-party data dependencies.

Who it's not for. Market Edge is designed for operators who make their own decisions. It is not a recommendation engine, automated portfolio manager, or financial adviser—all decisions remain with the operator.

Disclosures

Research and decision-support tool only. Not financial advice. Not investment advice. Cast Net Technology is not a registered broker-dealer, investment adviser, or financial institution of any kind. Market Edge does not execute trades and has no connection to any brokerage, exchange, or order routing system. Paper outcomes tracked by Market Edge are mark-to-market simulations only—not actual trading results or a track record. Full disclaimers →

Regulatory context RuleBrief monitors SEC, CFTC, FTC, and state-level rule changes that affect AI-assisted research tools — weekly brief, plain English, filtered to your sector. Try it free →

Talk to us about your research workflow.

We'll walk through your candidate selection process, your data sources, and what structured decision support—with full auditability—looks like for your operation.