Traders read more than they trade. Research notes, internal positions, news feeds, and risk dashboards arrive faster than humans can correlate them. This playbook builds a low-latency multi-agent network that surfaces high-confidence signals and explains them — entirely on-prem.
Trading is a latency game. Most AI tools targeting capital markets either run in a cloud the bank cannot use or take seconds to respond — both fatal. VDF AI runs entirely inside the bank perimeter and routes per latency budget. Specialist agents read positions, macro feeds, research notes, and risk dashboards; the synthesizer emits a single explained signal.
The fixed-income desk has positions data here, macro research there, sell-side notes elsewhere. By the time a trader synthesizes them, the move is half-priced.
A Positions Agent, a Macro Agent, a News Agent, and a Risk Agent feed a Signal Synthesizer. The Network runs continuously inside the bank perimeter — no market or position data leaves.
Capital-markets workflows have constraints other industries do not: positions data cannot leave, latency budgets are unforgiving, and explainability is now a compliance requirement under MAR and equivalent regimes.
VDF AI was designed to fit that constraint set. Local model hosting, sub-second routing through SEEMR, and a structured "signal + drivers + conflicts" output format that traders and surveillance both accept. The Network sits beside your OMS — never in front of it.
Each becomes a typed Custom HTTP tool. Authentication and rate limits live in AgentsHub.
VDF Data indexes sell-side notes, internal research, and prior trade post-mortems with strict retention policies.
Each operates on a tight system prompt with a fixed output schema (signal, confidence, drivers, conflicts).
SEEMR routes the synthesizer to your fastest private model; specialist agents run smaller models in parallel.
Traders see drivers, conflicts, and confidence with citations to the source feeds. Live Execution Monitoring keeps a full audit trail.

median signal-to-screen latency on a single GPU node.
signals carry drivers, conflicts, and source citations.
positions or market data leaves your perimeter.
Trading is a latency game. SEEMR protects the latency budget by routing each sub-intent to the fastest model that meets quality.
No. The Network surfaces explained signals to a human trader. Auto-execution is out of scope.
Every signal carries its drivers and source citations. Surveillance teams can replay the run from end to end.
Sub-second on a single GPU node for routine signal synthesis. Higher latency only for complex sub-intents routed to larger models.
Yes, via the Private RAG. Notes are vectorized with full provenance and indexed per asset class.
Yes — each desk uses its own Network with asset-class-specific agents.
Eight weeks: data integration, agent authoring, latency tuning, and shadow-mode validation.
Tell us what you’re trying to achieve—governed AI Networks, enterprise RAG, deep integrations, or on‑premise deployment. We’ll help you map the right architecture, security posture, and rollout path. If you’re moving beyond AI pilots and need scalable, auditable execution, reach out—our team is ready to help.