Institutional Decision OS
Signal-first market intelligence.
Welcome to Axiom Atlas
Live macro regime diagnostics, value and factor analytics, filing radar, and private deal workspace tools designed for investment desks.
Secure Session
Market Intelligence Platform
refreshing…
Streaming cross-market quotes and headlines in one low-latency ticker surface for rapid context framing.
refreshing…
Continuously updates filed, priced, and upcoming IPO events with live quote linkage when available.
Built for investment banks and quant desks
Live market structure, SEC intelligence, factor diagnostics, and collaborative watchlists, deal memos, and rule-based alerts.
Session Context
This workspace auto-locks after inactivity for security.
Quotes, regime, screener, IPO feed, and filings refresh continuously while active.
Yield curve + VIX + factor stress
Combines curve slope, implied volatility, and factor pressure into a normalized risk-regime score.
Latest daily Treasury tenors
Plots the current U.S. term structure to expose duration risk and inversion/steepening dynamics.
Cross-asset heartbeat for risk framing
Ranks key instruments by move, volatility, and momentum signals so desk risk is visible in one glance.
Filed and pipeline IPO monitoring
Tracks listing pipeline timing and status transitions to support event-driven idea generation.
Cross-finance score ranking + Altman/LBO risk
Scores valuation, quality, and trend jointly, with solvency and leverage stress diagnostics per ticker.
Personal baskets
Persists curated symbol sets per user with immediate read-after-write consistency for desk workflows.
Live research notes
Structured thesis capture with ticker tags and timestamps to preserve institutional research context.
Quant trigger logic
Executes user-defined threshold logic across price, valuation, and derived factor metrics.
Value radar + quality + momentum + solvency
Unifies price state, valuation context, and balance-sheet quality into a compact decision snapshot.
Generate a one-click memo for the current ticker.
Daily market, size, value factors
Displays factor return drift to highlight style rotation pressure in the current regime.
Recent filings for current ticker
Surfaces the newest EDGAR filings with direct links to primary documents for fast diligence.
Fast intrinsic value stress test + LBO/Altman overlays
Runs discounted cash flow sensitivity against live context, then overlays leverage and solvency diagnostics.
Live feeds and methodologies
Auditable source map of feeds and endpoints powering each analytics component.