VAKIF provides concrete decision support to intraday traders by processing market data in real time. Every signal is time stamped, every suggestion can be traced back.
VAKIF combines price, volume and news flow from stock and derivative markets on a single model. The model evaluates historical price movements and current market microstructure simultaneously.
Output; It is not investment advice but a verifiable decision input. Every suggestion; The data source used is presented along with the time period and confidence score, so the trader makes the final decision in his own context.
VAKIF doesn't just generate suggestions; It also shows the result of the suggestion. The structure below summarizes what topics the daily report includes — traceability architecture, not numbers, is key.
Each signal generated is archived along with the input time, the data set used, and the model version.
Past recommendations are compared with actual price movement and the deviation rate is reported.
For each signal, a risk level is calculated based on volatility and liquidity conditions.
The model architecture consists of three layers: prediction, risk, and transaction speed. Each layer works independently, but the outputs combine into a single recommendation.
The model analyzes patterns in price and volume data; It predicts possible direction and power as a numerical score.
It pre-marks and limits possible loss scenarios by evaluating position size and volatility data together.
Market data is processed at the millisecond level; The signal delay is updated simultaneously with the change in the order book.
The process is linear and each step leaves a measurable input to the next.
Price, volume and order book data are collected simultaneously from multiple sources and converted to a standard format.
The model separates meaningful signals from noise; Only patterns that exceed the specified confidence threshold are carried forward.
The filtered signal is presented to the trader along with the risk score and time information; The final approval always lies with the user.
VAKIF applies the same data validation logic regardless of transaction frequency and time horizon.
The risk of emotional decisions is high in positions that are opened and closed in seconds. VAKIF monitors order book movement in real time and limits entry-exit points with numerical thresholds.
The trader filters the model output according to his own speed requirement and evaluates only signals above the confidence score he has determined.
The main risk with swing positions is reacting to short-term noise. VAKIF tracks trend strength over time by evaluating daily and hourly data sets together.
The daily report shows how model confidence has changed since the moment the position was opened.
When there is more than one open position, total risk visibility decreases. VAKIF combines positions based on volatility and correlation into a single risk table.
Notification when threshold is exceeded reduces the need for manual monitoring.
The answers below give direct insight into the data processing and connectivity layer of the platform.
Transaction and account data is encrypted in transit and during storage. Access is limited by role-based authorization; No sharing with third parties.
The data processing pipeline is designed to operate at the millisecond level. Actual latency may vary depending on connection quality and data source used; This value can be monitored live on the user panel.
The platform exchanges data via standard API endpoints. The scope of integration depends on the API support of the broker used; Details are determined together with the technical team during the installation process.
No credit card required, access starts immediately after registration.