Research desk
Move from company fundamentals and technicals to macro context without breaking the analytical thread.
- Equities
- Economics
- QuantLib
NATIVE FINANCIAL INTELLIGENCE / 2026
Financial intelligence,compiled.
One desktop system for research, portfolios, live intelligence, automation and execution. Built for operators who need the whole market context in view.
Checking infrastructureContacting the Fazen control plane
FAZEN / EQUITY RESEARCHLIVE WORKSPACE01 / 54
C++20 / QT 6 / PYTHON
One command surface. Every analytical layer.
DESKTOP NATIVEMARKET DATAEQUITY RESEARCHPORTFOLIO RISKLIVE NEWSVISUAL WORKFLOWSGLOBAL INTELLIGENCEMULTI-BROKER EXECUTION
54product screens
18broker and exchange adapters
1.4KPython analytics and data scripts
03native desktop targets
PRODUCT SURFACE
From thesis to action without losing context.
Fazen Terminal joins traditionally fragmented jobs inside a source-aware desktop workspace. Each module is specialized; the operating model remains consistent.
Portfolio system
Track holdings, attribution, allocation and risk inside the same workspace used to form the thesis.
- P&L
- Optimization
- Risk
Live intelligence
Aggregate market news, source context, sentiment and related events into a continuous operator feed.
- News
- Sentiment
- Alerts
Visual workflows
Compose repeatable market and portfolio processes as inspectable node graphs, then schedule or run them on demand.
- DAG engine
- Triggers
- MCP tools
Global intelligence
Connect geopolitical events, maritime activity and market exposure on spatial, time-aware surfaces.
- Geopolitics
- Maritime
- Alternative data
Execution and agents
Route paper or live orders through explicit broker controls and bring AI agents into governed workflows.
- Multi-broker
- Paper trading
- AI agents
INSIDE THE TERMINAL
Not a dashboard. A complete operating environment.
Six views from a 54-screen native application. Dense where the work demands density, structured so every signal keeps its origin.
A company workspace that keeps price action, valuation, financials, analyst context and adjacent analysis visible at once.
Holdings, P&L, sector exposure and correlation views designed as one operating surface.
A dense event stream with source attribution, market tags and an integrated reading pane.
Build reusable research and monitoring flows from typed nodes, triggers and data tools.
Map global events and categories alongside a chronological intelligence feed.
Track vessel activity and trade corridors with market research close at hand.
SYSTEM ARCHITECTURE
Native at the surface. Explicit at every boundary.
The interface, data services and external providers remain separate. That keeps failures visible, workflows inspectable and the operator in control.
C++20 / Qt 6
Native interface
Lazy-loaded screens, multi-window docking and persistent local workspace state.
DataHub / SQLite / WebSocket
Data plane
Source-aware services publish market, news, portfolio and workflow state without coupling screens to providers.
Python 3.11 / MCP / broker APIs
Compute layer
Analytics workers, agent tools and external integrations stay behind explicit service boundaries.
OPERATING MODEL
Built for traceable decisions.
Workspace state stays close to the operator.
Desktop layouts and local persistence are first-class system concerns.
Sources remain identifiable across modules.
Provider context travels with data instead of disappearing behind a chart.
Automation remains inspectable.
Orders, agents and workflows pass through explicit controls and boundaries.
PRIVATE PREVIEW
The workstation is built. Distribution is being qualified.
Windows, macOS and Linux builds will open after the release matrix, signing and self-tests pass. Connected data and trading features depend on the operator's configured providers.