IMBOne Cortex

Institutional-Grade Trading Intelligence Platform

Windows Desktop + Web Dashboard Trading & Financial Technology
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Overview

IMBOne Cortex is a professional trading intelligence platform that combines real-time market data, institutional-level market structure analysis, AI-driven strategy development, and precision backtesting into a single unified system. Built for serious traders, quantitative analysts, and trading educators who need an edge that goes beyond retail-level tools. Cortex processes millions of data points per day — real-time stock trades, options flow, gamma exposure, dark pool activity, and macroeconomic signals — then synthesizes them into actionable intelligence with specific entry, stop, and target levels derived from where institutional money actually moves.

Quick Info
  • Platform
    Windows Desktop + Web Dashboard
  • Industry
    Trading & Financial Technology
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Key Features

1

Real-time market data engine processing 100,000+ messages per minute via Polygon WebSocket

2

Dark pool level detection with four-tier institutional strength classification

3

Gamma exposure (GEX) analysis with call/put wall identification and regime classification

4

Pre-market probability scanner with catalyst-first discovery and playability scoring

5

Unusual options activity detection with adaptive thresholds and significance scoring

6

Unified backtesting engine with tick-level precision and audit-grade calibration

7

AI Strategy Lab with Claude integration for natural-language strategy development

8

Monte Carlo simulation and walk-forward analysis for strategy validation

9

Web dashboard accessible from any browser with full platform functionality

In-Depth Features

1

Real-Time Market Data Engine

Stream real-time stock trades and aggregates via Polygon WebSocket with automatic reconnection and zero-downtime operation.

  • Real-time trade tape and second-by-second aggregates for configurable watchlists
  • Automatic reconnection with exponential backoff — no manual intervention needed
  • Unified envelope routing pipeline to all analysis services simultaneously
  • Server-side processing — your local machine stays fast while the server handles the heavy lifting
2

Dark Pool Level Detection

Identify where institutions are accumulating positions by analyzing off-exchange (dark pool) trade data. Cortex fetches individual trade prints, filters for FINRA Trade Reporting Facility activity, and aggregates notional dollar volume into price levels.

  • Price levels rounded to $0.50 increments with notional volume aggregation
  • Four-tier strength classification: Weak, Medium, Strong, Institutional
  • On-demand computation for any symbol — no pre-configuration required
  • Scheduled daily refresh at 8:45 AM ET before market open
Why It Matters

Dark pool levels represent prices where large institutions have placed significant orders. These levels often act as magnets — price gravitates toward them. Knowing where they are before the market opens gives you a structural edge that most retail traders don't have.

3

Gamma Exposure (GEX) Analysis

Compute dealer gamma exposure across every strike of the options chain. Identify where market makers are forced to hedge — creating predictable price behavior around key levels.

  • Per-strike net gamma computation (calls add positive, puts subtract)
  • Call Wall and Put Wall identification — strikes with maximum gamma concentration
  • Gamma Flip Level — where dealer hedging switches from supportive to accelerating
  • Regime classification: Positive (mean-reverting), Negative (momentum-accelerating), Neutral
  • Expected 1-day move derived from ATM implied volatility and Max Pain calculation
Why It Matters

In a Positive Gamma regime, dealers buy dips and sell rips — the market is sticky and mean-reverting. In Negative Gamma, dealers accelerate moves in both directions. Knowing the regime tells you whether to fade or follow.

4

Pre-Market Probability Scanner

Automatically discover stocks that are 'in play' before the market opens using three-layer discovery: catalyst-first, Polygon snapshot movers, and tracked universe.

  • Catalyst-first discovery from earnings calendars, overnight news, and unusual options activity
  • Playability Score (0-100) assessing float tier, catalyst quality, options surprise ratio, and ATR gap multiple
  • Institutional trade setups with entry zones derived from dark pool + gamma convergence
  • Conviction Score (0-100) with full breakdown transparency
Why It Matters

Most scanners only find stocks after they've already moved. Catalyst-first discovery catches stocks with earnings reports, FDA approvals, and M&A announcements before the price reflects the news.

5

Unusual Options Activity (UOA) Detection

Detect genuinely unusual options activity by measuring each trade against the symbol's own normal activity level with adaptive thresholds.

  • Four detection rules: Block Trades, Sweeps, Multi-Leg, and Volume/OI Anomaly
  • $50,000 minimum premium with 30-minute cooldown per symbol per rule type
  • Significance Score (0-100) based on size relative to ADV, premium, gamma wall proximity
  • Self-calibrating ADV with exponential moving average
6

Unified Backtesting Engine

A single backtesting engine that runs at tick-level OR bar-level resolution using the same strategy interface. Supports CSV files, Polygon live data, and MySQL.

  • True tick-by-tick execution with entry fills at the exact next tick after signal
  • Audit-grade calibration: no look-ahead, next-bar execution, chronological SL/TP resolution
  • Configurable cost model: slippage, commission, EOD close time, max trades per session
  • 30+ performance metrics matching institutional reporting standards
  • Equity curve visualization with color-coded P&L
Why It Matters

Most retail backtesting tools give inflated results due to unrealistic fill assumptions. Cortex's calibration rules ensure your backtest results match real-world trading conditions.

7

AI Strategy Lab (Claude Integration)

Design trading strategies through natural language conversation with Claude AI. Describe what you want — Claude generates, compiles, and backtests the strategy code in real-time.

  • Multi-turn conversation with tool execution (fetch data, compile, backtest, Monte Carlo)
  • Claude generates IServerBacktestStrategy code with session awareness and indicator access
  • Live compilation feedback with syntax errors caught before running
  • Strategy Registry with version tracking and server-side Roslyn compilation
  • Four built-in strategies: VWAP Bounce, IB Breakout, Prior Level, Signal Replay
8

Monte Carlo & Walk-Forward Analysis

Stress-test any backtest result and validate that a strategy's edge is real and not overfit to historical data.

  • Five Monte Carlo methods: Trade Reordering, Bootstrap, Return Perturbation, Trade Skipping, Combined
  • 1,000+ simulated equity curves with return and drawdown distributions
  • Risk of ruin probability and positive return probability
  • Walk-forward with anchored, rolling, and expanding methods
  • Robustness score (0-100) with actionable recommendations
9

Web Dashboard

Access the full Cortex intelligence platform from any web browser with a dark-themed responsive interface.

  • Dashboard with ticker tape, RTH leaders, and global overview
  • Market Structure, Probability Scanner, Backtest Command Center
  • Signal Performance tracking with win rates, profit factors, and equity curves
  • Confluence Edge, GEX, UOA, and Symbol Intelligence pages
  • Full server settings management from the browser

Interested in IMBOne Cortex?

Contact us for a personalized demo or to discuss how IMBOne Cortex can help your business.

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