SYS.00 // Predictive Decision Infrastructure — UK

Structured market intelligence with zero commission drag.

Fintally is an AI-powered data-analysis and decision-optimisation platform for day traders and systematic desks. It analyses large volumes of market data in real time, calibrates risk, and executes without per-trade fees — so rebalancing logic is driven by signal, not cost.

Ingestion
Multi-venue · 100ms+ refresh
Execution
£0 commission · 100% retention
Control
Manual override · Always on
00 // System Overview

Built for traders who reason in probabilities, not promises.

Fintally combines real-time data ingestion, predictive modelling and automated risk calibration in one disciplined workspace. It does not place bets on your behalf. It structures the decision — entry context, exposure limits and exit logic — and leaves control with you.

Because execution carries no commission, high-frequency adjustments recommended by the models can be applied without eroding the edge they are designed to capture.

  • [A]
    Analyse first, execute secondEvery recommendation traces back to observable inputs and stated thresholds.
  • [B]
    Risk as a constraint, not an afterthoughtDrawdown limits and position caps are enforced before routing.
  • [C]
    Software tiers, not trade skimmingFintally monetises via platform tiers. Your trading capital is never touched.
Read Methodology
Fintally analytical workspace for market data review
Fig. 00 — Decision workspace · Risk-calibrated review
01 // Economic Structure

Zero fees change the mathematics of active trading.

For systematic strategies, commission is not a minor cost. It compounds with frequency. When models recommend fourteen measured adjustments in a session, a per-trade charge taxes discipline itself. Fintally removes that friction: zero fees on all trades, so you keep 100% of your realised profits before tax.

Parameter
Standard commission model
Fintally Zero-Fee Routing
Commission per execution
Per-trade charge set by broker — accrues with volume
£0 — no per-trade charge
Effect on rebalancing
Traders batch or skip valid signals to limit costs
Apply model outputs as generated, within risk limits
Capital retention
Gross profit minus (executions × commission)
Gross profit retained in full
High-frequency suitability
Degrades as frequency rises
Neutral to frequency — optimised for systematic use
Illustrative: 40 executions / week
Legacy drag = 40 × commission
Fintally drag = 40 × £0 = £0

Cost transparency: Fintally is a SaaS platform monetised through software tiers, not trade volume. We do not take a spread mark-up or a share of profits. Exchange and regulatory charges, where applicable, are passed through at cost and itemised. Illustrative figures above use a variable commission to show structure, not a specific competitor price.

02 // Inference Pipeline

From raw market data to calibrated action in four stages.

No opaque scores. Each stage exposes its inputs, thresholds and routing logic so technically literate traders can audit behaviour and intervene when judgement requires it.

STAGE 01

Multi-source real-time ingestion

Consolidates order-book depth, price action, volatility surfaces and scheduled macro releases into a normalised stream.

SPEC // LSE + FX venues · corporate actions adjusted · 100ms+ refresh · missing-data flagged
STAGE 02

Predictive inference modelling

Regime-detection models classify trend, range and stress conditions and estimate confidence intervals for each instrument.

SPEC // Regime classifier + volatility forecast · confidence bands shown · no guaranteed outcomes
STAGE 03

Automated drawdown and risk calibration

Position sizing, exposure caps and intraday drawdown limits are applied before any order is considered valid.

SPEC // Default -1.8% intraday halt · 12% per-instrument cap · user-configurable
STAGE 04

Zero-fee execution routing

Validated orders route directly without commission calculation, preserving the expected value of small, frequent adjustments.

SPEC // £0 commission · limit / market logic · full audit trail per fill
03 // Functional Modules

Four modules. One disciplined operating surface.

Each module is independently configurable and logs its reasoning. Designed for traders who want evidence, not automation theatre.

Cell 01 — Regime Detection

Predictive regime detection

Identifies whether conditions favour momentum, mean-reversion or standing aside, with explicit confidence levels.

InputOutput
Volatility, breadth, flowRegime + probability band
Macro calendarEvent-risk flag
Cell 02 — Tail-Risk Hedging

Real-time tail-risk hedging

Monitors correlation breaks and intraday stress, proposing exposure reduction before limits are breached.

InputOutput
Drawdown trajectoryTrim / hedge suggestion
Cross-asset stressPortfolio heat metric
Cell 03 — Execution Logic

Automated execution logic

Translates approved signals into limit and market orders with slippage controls. Zero commission keeps small edges viable.

InputOutput
Approved signal + sizeRouted order + fill record
Liquidity checkDefer / split instruction
Cell 04 — Attribution

Post-trade attribution analytics

Decomposes performance by signal, timing and fee avoidance, so you can see what worked and why.

InputOutput
Fills + market replaySignal vs noise breakdown
Fee ledgerCommission saved (£0)
04 // Deployment Scenarios

How systematic desks apply Fintally day to day.

Three concrete patterns observed in active intraday workflows. Each uses the same pipeline, configured for a different objective.

All scenarios assume user-defined risk limits remain in force and manual override is available at every step.

Compare Economic Impact
Scenario 01Intraday · Equities

Intraday volatility arbitrage

A day trader tracks FTSE constituents through earnings-driven dispersion. Regime detection flags trend exhaustion; risk calibration sizes a reduced position; execution routes without commission, making a short-hold adjustment economically rational.

  • Entry filtered by confidence band, not raw momentum
  • Exit logic pre-defined with time-stop and drawdown halt
  • Fee ledger confirms £0 drag across multiple legs
Scenario 02Desk · Multi-asset

Automated portfolio risk rebalancing

A small systematic desk maintains target exposures across UK equities and GBP pairs. When correlation spikes, the platform proposes trims to restore balance — frequent, small trades that would be uneconomic under per-trade billing.

  • Rebalance threshold: 2.5% drift from target weight
  • Exposure cap enforced before routing
  • Attribution separates rebalancing alpha from market drift
Scenario 03Systematic · Signal filtering

High-frequency signal filtering

A quantitative retail trader runs a momentum filter generating dozens of candidates daily. Predictive inference discards low-confidence setups, leaving a smaller set for zero-fee execution and clean post-trade review.

  • Only signals above stated confidence proceed to sizing
  • Rejected signals logged for model review
  • Zero fees remove penalty for selective, frequent testing
05 // Technical Ledger

Questions a sceptical trader should ask.

Direct answers on economics, latency, control and compliance. If a claim cannot be stated plainly, it should not inform capital decisions.

How is zero-fee execution sustainable?

Fintally charges for software access via platform tiers, not for order flow. Execution itself carries no commission because our revenue does not depend on your trade volume. This aligns incentives: we optimise for analytical quality, not churn. Any third-party exchange or regulatory charges are shown separately at cost.

What are model latency and data sources?

Market data is ingested from multiple trading venues and normalised with refresh rates from 100ms depending on instrument and feed. Corporate actions are adjusted, gaps are flagged rather than interpolated, and each inference is timestamped. Latency figures are shown in the workspace log so you can assess suitability for your holding period.

Can I override risk controls manually?

Yes. Automation proposes; you dispose. You can pause inference, tighten drawdown limits, reduce position caps, or require manual approval per order. A hard intraday halt triggers by default if drawdown exceeds your threshold, and all overrides are recorded in the audit trail.

Does Fintally integrate via API and brokerage?

The platform provides API access for signal export, risk metrics and fill history, allowing connection to existing systematic workflows and compliant UK brokerage accounts. Documentation details authentication, rate limits and order-state reconciliation. No action is taken on external accounts without explicit authorisation.

How are UK data security and compliance handled?

Data is encrypted in transit and at rest, with role-based access and regional hosting controls appropriate for financial data. We follow UK data protection standards, maintain audit logs for all analytical and execution events, and publish a responsible risk disclosure: predictive analytics optimise decision frameworks, but capital remains at risk.

06 // Deployment

Initialise a workspace configured for evidence-based trading.

Deployment is procedural, not promotional. Connect data feeds, set risk thresholds, review paper-signal behaviour, then enable zero-fee live routing when parameters reflect your mandate.

01
Configure risk envelopeDefine drawdown halt, per-instrument caps and approval mode in GBP terms.
02
Validate on live dataObserve regime classifications and confidence bands without capital exposure.
03
Enable zero-fee routingActivate commission-free execution with full fill and fee ledger.

Deploy Zero-Fee Account

Software-tier pricing applies. No commission on trades. No share of profits. Cancel per tier terms.

Initialise Workspace Inspect Documentation

Risk warning: Trading involves risk to capital. Predictive analytics and AI models analyse historical and real-time data to support decisions; they do not predict future performance or guarantee profits. Past behaviour does not indicate future results. Consider whether you understand the risks and seek independent advice where appropriate.