How We Create Your Custom
Structured Product
Our strategies follow a complex work flow that translate information into positions in your portfolio.
Below is a schematic that illustrates this process and gives you a glimpse of the complexity of the product. We thrive however to be completely transparent: if you wish to obtain any incremental information you are welcome to reach out to pm@lati-capital.com.
Market and Economic Data
At Lati Capital, every strategy is grounded in high-quality, multi-source market and macroeconomic data. We integrate real-time and historical market data from exchanges, macroeconomic series from the Federal Reserve Bank of St. Louis, interest rate data from the Federal Reserve Bank of New York, and fundamental filings from the U.S. SEC, alongside additional institutional datasets. This breadth of inputs ensures our models reflect both market microstructure and macroeconomic regime dynamics.
ETL Process
Our data pipeline goes far beyond basic ETL (Extract, Transform, Load). In practice, it is a fully engineered system for validating, cleaning, and standardizing financial data at scale. This includes handling delayed or corrected feeds, corporate actions such as splits and dividends, and cross-source reconciliation. Built from the ground up, our infrastructure ensures that research and trading are powered by consistent, high-integrity datasets.
Historical Data Store
We maintain a proprietary data infrastructure combining relational databases and high-performance in-memory storage to support both research and live strategy computation. Financial markets generate massive, high-frequency datasets, and our architecture is designed to store, retrieve, and process this information efficiently for backtesting and production use without latency bottlenecks.
Real Time Tick Data Server
We ingest and normalize multiple real-time market data feeds through a unified distribution layer that abstracts away vendor-specific differences. Our system handles connection management, subscription routing, and identifier standardization, allowing multiple components of the stack to consume live market data simultaneously with low latency and high reliability.
Strategy Calculation
Unlike traditional ETFs or QIS products that rebalance on fixed schedules, Lati Capital strategies are continuously monitored and updated as market conditions evolve. Built for real-time data flow, our system enables intraday signal updates and dynamic portfolio adjustments, reflecting a fully modern, always-on approach to systematic investing.
Derivative Hedging Engine
Our replication engine is built on established derivative pricing and hedging theory, designed to construct target payoff profiles through dynamic hedging. It accounts for real-world complexities such as non-normal returns, jump risk, and parameter uncertainty. The system reflects institutional-grade quantitative methods refined through experience in leading investment banks and research-driven trading environments.
Portfolio Implementation
Once portfolio targets are generated, our execution engine translates them into live trades with minimal friction and transaction cost. It intelligently nets offsetting exposures, optimizes order flow, and executes rebalances at speed. The entire pipeline, from signal generation to execution, is fully automated, ensuring rapid and precise portfolio updates aligned with the latest model outputs.
Client Portfolios
Client assets are held in segregated accounts with regulated custodians such as Interactive Brokers or Alpaca Securities, LLC, in the client’s own name. Lati Capital’s systems only have limited trading authorization to execute strategy rebalancing. Assets remain fully client-owned at all times, with standard regulatory protections and segregation of custody.
Website Portal
We provide institutional-grade transparency through a real-time client portal that goes beyond standard retail reporting. Clients receive detailed performance attribution, risk analytics, and portfolio diagnostics typically reserved for professional investors. The goal is to bring hedge fund-level visibility and rigor directly to individual and institutional clients in real time.
Say Goodbye to Illiquid Investments,
Black Boxes, and High Fees.
Take back control of your portfolio while continuing to benefit
from Structured Products and Quantitative Investment Strategies.