CME:NQ (Nasdaq) 20,418.50 ▲ +1.45%
CME:ES (S&P 500) 5,892.25 ▲ +0.82%
NYMEX:CL (Crude Oil) 74.80 ▼ -0.64%
COMEX:GC (Gold) 2,684.10 ▲ +0.94%
CBOT:YM (Dow Mini) 43,110.00 ▲ +0.55%
CME:RTY (Russell 2000) 2,248.60 ▲ +1.18%
CME:NQ (Nasdaq) 20,418.50 ▲ +1.45%
CME:ES (S&P 500) 5,892.25 ▲ +0.82%
NYMEX:CL (Crude Oil) 74.80 ▼ -0.64%
COMEX:GC (Gold) 2,684.10 ▲ +0.94%
CBOT:YM (Dow Mini) 43,110.00 ▲ +0.55%
CME:RTY (Russell 2000) 2,248.60 ▲ +1.18%
Entity Analytics LLC Logo
CME Gateway: 0.82ms
Launch Terminal
⚡ QUANTITATIVE ARCHITECTURE & FUTURES EXECUTION

SYSTEMATIC ALPHA.
HARD-CODED RISK.

Entity Analytics LLC engineers proprietary execution daemons, market-microstructure models, and dynamic risk systems designed to scale capital across global futures markets and premier proprietary trading ecosystems.

Explore Alpha Strategies → Open Risk Simulator
0.82ms
Tick-to-Trade Latency
100%
Risk Rule Adherence
24/5
Automated CME Execution
L2 ORDER BOOK: CME:NQ24H
LIVE FEED
20,421.50
142
20,420.25
98
20,419.00
64
SPREAD: 0.25 pt LAST: 20,418.50 CVD: +482
20,418.25
110
20,417.00
158
20,415.75
72
Sentinel Daemon: ACTIVE Tick Latency: 0.82ms
FOUNDATIONAL PILLARS

ENGINEERED FOR THE MODERN FUTURES ECOSYSTEM

Combining rigorous quantitative mathematics, proprietary software codebases, and institutional risk protocols to systematically exploit market microstructure.

Quantitative Alpha

Proprietary mathematical algorithms analyzing Level 2 order-book imbalance, delta absorption, and volume profile distributions across CME equity index and commodity futures.

DOM Analysis CVD Divergence Microstructure

Sentinel Risk Daemon

Hard-coded pre-trade gatekeeper. Enforces immutable drawdown limits, dynamic bracket trailing stops, and instantaneous circuit-breaker flattening to guarantee zero rule breaches.

Trailing Drawdown Shield Kill-Switch Consistency Check

Proprietary Software Core

Custom C++, C#, and Python execution bridges interfacing directly with Rithmic, NinjaTrader, and Tradovate protocols for deterministic, sub-millisecond execution.

CME FIX Protocol Rithmic R|API+ NinjaScript C#

Prop Capital Scaling

Structured as a Single-Member LLC to contract with premier proprietary trading firms, optimizing 1099-NEC business revenue, deductible infrastructure costs, and multi-account allocations.

Corporate Entity IP Protection Funded Account Sync
ALGORITHMIC LAB & SIMULATION

PROPRIETARY STRATEGY SUITE

Explore our backtested quantitative models. Select a strategy below to examine live simulated equity curves, drawdown constraints, and execution telemetry.

Cumulative Return
+148.4%
Sharpe Ratio
2.84
Profit Factor
2.38
Win Rate / Max DD
68.4%
Order-Flow Imbalance & CVD Delta CME: NQ (E-mini Nasdaq-100)
Entity Model Equity
Market Benchmark (S&P Proxy)

Strategy Architecture & Methodology

Deploys high-frequency microstructural analysis tracking Cumulative Volume Delta (CVD) divergence, limit order book (DOM) absorption at key liquidity zones, and automated bracket stops.

SENTINEL RISK ENGINE

PROP FIRM CAPITAL & SIZING CALCULATOR

Proprietary trading firms enforce unforgiving drawdown rules. Our proprietary sizing engine prevents rule violations by dynamically calibrating contract quantities, daily loss thresholds, and trailing cushions.

Configure Trading Parameters

Adjust your account size, target contract, and risk limits to compute mathematically safe position sizing tailored for top-tier evaluation accounts (Topstep, Apex, TradeDay).

STOP LOSS DISTANCE (POINTS) 15 pts
MAX RISK TOLERANCE PER TRADE 1.0%
SENTINEL RISK AUDIT INSTITUTIONAL SAFE
Max Recommended Position
1 NQ (Minis)
Hard cap before rule breach
Dollar Risk per Trade
$300.00
Includes tick value & stop width
Trailing Drawdown Ceiling
$2,500.00
Calculated high-water mark buffer
Survival Buffer
8 Trades
Consecutive loss capacity
Drawdown Safety Cushion 85% Buffer
Excellent risk distribution: You have an 8-trade safety buffer before violating the $2,500 trailing drawdown ceiling. Model complies with Tier-1 prop firm consistency rules.
INFRASTRUCTURE

DETERMINISTIC EXECUTION PIPELINE

How market data flows from CME gateways through mathematical feature processors to low-latency execution brokers with zero human latency.

STEP 01

Market Feed Ingestion

Raw L2 CME/CBOT tick normalization via Rithmic R|API+ and direct WebSocket bridges with packet loss monitoring.

  • Sub-millisecond UDP/TCP stream
  • Market by Order (MBO) parsing
  • Nanosecond timestamping
STEP 02

Alpha Feature Engine

Real-time calculation of Cumulative Volume Delta (CVD), order-book imbalance, and statistical VWAP expansion envelopes.

  • Multi-core parallel worker pools
  • Dynamic regime classification
  • High-frequency signal dispatch
STEP 03

Sentinel Risk Filter

Pre-trade hardware/software gatekeeper validating daily loss ceilings, trailing drawdown thresholds, and news event locks.

  • Automated kill-switch daemon
  • Account high-water mark lock
  • Dynamic bracket stop injection
STEP 04

Execution & Telemetry

Ultra-low latency order routing via FIX protocol and NinjaTrader/Tradovate adapters with live telemetry monitoring.

  • Slippage tracking & audit
  • Simultaneous multi-account sync
  • Real-time fill confirmations
SYSTEM TELEMETRY

REAL-TIME EXECUTION CONSOLE

Direct feed from EntityCore™ execution daemons. Inspect simulated order routing, fill acknowledgments, and risk audits in real-time.

entitycore-daemon://v2.4.1 [CME-AURORA-BRIDGE]
Ticks Processed: 184,520 Gateway Round-Trip: 0.82 ms Status: SYNCHRONIZED
CORPORATE STRUCTURE & VISION

ABOUT ENTITY ANALYTICS LLC

Formed by a recently graduated software engineer, Entity Analytics LLC bridges academic computer science, quantitative mathematics, and automated futures execution.

Rather than approaching markets through emotional discretionary trading, our Single-Member LLC operates as a disciplined technology lab. We build proprietary intellectual property—from custom execution daemons and order-flow algorithms to risk management architectures—tailored for funded proprietary trading accounts and institutional scalability.

✓
Intellectual Property & Algorithm Protection

All software codebases, backtesting pipelines, and trading algorithms are legally held and licensed through the corporate entity.

✓
Institutional Prop Firm Contracting

Operating under an LLC structure enables corporate account agreements (1099-NEC) with tier-1 proprietary trading firms and institutional liquidity providers.

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Optimized Technology Infrastructure

Legitimately deducts enterprise market data feeds (CME Level 2/DOM), low-latency VPS hosting, high-performance computing hardware, and software platforms.

Connect With Founder →
REGISTERED US ENTITY

Entity Analytics LLC

Single-Member Proprietary Software & Quantitative Trading Enterprise

Entity Classification: Single-Member LLC (US Domestic)
Primary Markets: CME / NYMEX / COMEX Futures
Core Specialization: Market Microstructure & Low Latency
Execution Stack: Python / C++ / NinjaScript / FIX
Capital Framework: Proprietary Firm Multi-Account Sync
Risk Management Protocol: Hard Sentinel Circuit-Breakers
INQUIRIES & PARTNERSHIPS

GET IN TOUCH

Whether you are a proprietary trading firm exploring corporate partnerships, an infrastructure provider, or an engineering collaborator, we welcome institutional dialogue.

Corporate Inquiries
contact@entityanalytics.com
Quantitative Engineering Lab
Algorithmic Development & Cloud Infrastructure