Trade idea tickets
Each ticket packages instrument or spread, side, entry zone, invalidation, target bands, expected holding period, VaR, expected shortfall, model confidence, and what would flip the call.
Commostream turns market states, basis, freight, FX, routes, and risk into desk-ready trade tickets, landed-cost comparisons, hedge actions, client quotes, and attribution reports.
The private workspace turns cached market states and price signals into recommendation summaries, trade-ticket context, risk states, and desk workflows. Physical-route, quote, and journal tools use extra account inputs when configured.
Each ticket packages instrument or spread, side, entry zone, invalidation, target bands, expected holding period, VaR, expected shortfall, model confidence, and what would flip the call.
When origin, destination, freight, FX, quality, tariffs, financing, and margin are configured, the desk can turn physical assumptions into landed-cost arithmetic.
Signal pages publish relative spread context where scoped markets share the same timeframe; account-level P&L alerts need hedge size and exposure inputs.
Directional hedge bias is generated from cached signals; hedge ratios, residual risk, and roll windows require exposure, contract calendar, and curve inputs.
Quote workflows use customer, origin, destination, quality, shipment window, futures reference, basis, freight, and margin inputs when those fields are supplied.
Account trade entries can be measured against the signal history once size, hedge legs, realized P&L, adverse excursion, and favorable excursion are supplied.
Natural-language questions retrieve Commostream context before answering, while guardrails refuse unrelated work such as homework, general writing, coding, or personal advice.
Signal outputs, account workflows, quote inputs, scenarios, alerts, and journal attribution are designed for private account access, API workflows, and auditable operations.
Market-state classifiers and scenario engines frame directional state, confidence, VaR, expected shortfall, and drawdown risk before an idea becomes a ticket.
FOB, freight, insurance, tariffs, financing, demurrage, quality, futures basis, FX, and margin are handled as account inputs, not inferred from price signals alone.
Signal backtest slices let users inspect performance in high-volatility, freight-rising, USD-strong, and trend-following regimes, including historical false positives.
The journal and edge report connect signals to actual trades, hedge choices, and realized outcomes so the subscription can be measured against desk P&L impact.
Canadian corporation operating Commostream as a SaaS product for commodity intelligence and secure market workflows.
Private beta workspace for commodity market analytics, route intelligence, scenario risk, and subscription-based account access.
Business, partnership, AWS Activate, and security review inquiries.