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Trading desk
Find, evaluate and execute trades in MO. Discover expressions from sourced macro, policy and corporate developments, test the countercase, then prepare reviewed orders in your connected brokerage account. You control what is sent and what is automated.
Research and information. Not investment advice. Trading requires a supported brokerage and trading permission.
Discovery
Start from the event, not the idea.
Every development in the feed can be opened as a search for expressions: direct exposure, second-order beneficiaries, and the assets that absorb the cost. You do not need a thesis before you begin.
Evaluation
Bring a thesis and have it argued against.
Already have a position in mind? The same committee runs it through evidence, market context, execution and an independent countercase review before ranking it against alternatives.
Research process
Carry an eligible research result into a brokerage order. Check whether your account can trade the instrument before proceeding.
Inspect the exact account, instrument, direction, shares and limit price, with cash and position effects, risk checks and account limits.
Confirm the unchanged reviewed ticket to send it to your broker, or queue for the next open where supported. Queued orders are checked again.
Follow broker-confirmed order status and fills, request cancellation of open orders and reconcile with the broker.
Set allocation targets, cash reserve and drift bands. Preview a basket and approve those exact reviewed orders.
Configure recurring buys, price triggers and portfolio rules. Proposals are separate from execution; automatic sends require your explicit consent and enabled limits.
Research does not place orders. Live execution depends on brokerage permissions, current account data and the instrument's eligibility. Automation stays off until you enable it and consent to its scope. Fractional shares and extended-hours orders are not currently supported.
Non-compensatory gates
Each gate is judged on its own. An expression that fails liquidity is not rescued by a compelling mechanism, and an expression already reflected in price is not rescued by good timing. The desk has explicit permission to return no trade.
Mechanism
A stated causal path from the event to the instrument, not a correlation.
Evidence
Named, dated sources for each binding claim.
Not already priced
Room between the mechanism and what the market reflects today.
Liquidity
Tradeable size at a spread the thesis can survive.
Timing
A catalyst window that matches the instrument's tenor.
Risk path
A defined invalidation and a loss profile you can accept.
Live catalyst surface
Discretionary macro
Policy, rates, FX and commodity transmission with the exposure chain already mapped.
Event-driven equity
Single names reached through supply, cost, demand or regulation, not just the headline ticker.
Options desks
Catalyst windows, implied volatility context and whether timing or direction is the real question.
Multi-strategy teams
One research record per decision, shareable and auditable after the fact.