01Step 01
Ingest the world
Live SEC filings, earnings calls, central-bank prints, OPEC headlines, social-media noise. NER + embedding indexes everything in seconds.
AYVID · AI-Native Hedge Fund
Intelligent
Decisions.
Asymmetric Yield Via Intelligent Decisions
An AI-native hedge fund. Swarms of LLM agents read every 10-K, earnings call, and SEC filing in real time, trace the consequences through a live causal graph of the global economy, and size, hedge, and route the trades — end-to-end, no humans on the trade path.
Live engine · IB PaperCausal graph
Operations console
Trading the second-order
consequences, live.
Each panel below is wired to the same engine that places the trades. Walk-forward 2018 → 2025 across 20 named historical shocks. No hindsight. No staging data.
- LangGraph swarm
- Neo4j live graph
- IB execution
- C++ kill-switch
Causal supply-chain graphLangGraph agent swarmNeo4j live topologyEnd-to-end executionReal-time SEC + 10-K parseSub-100ms tier-1 hedge20 global indices · 24/5Walk-forward 2018→2025C++ kill-switch watchdog
Open to allocator capital
Hello — we are AYVID.
An AI-native hedge fund built end-to-end around causal reasoning. We don’t bolt LLMs onto a quant stack. We use them to find strategies that didn’t exist before.
About the firmCapabilities
Causal AIAgent swarmsLangGraphNeo4jFastAPIInteractive BrokersWalk-forward backtestsRisk-limited execution
Milestones
AYVID founded
Apr 2026Engine v0 · modular monolith
Causal graph + agent swarm
Apr 2026Neo4j + LangGraph integration
IB Paper · live shock catalog
Apr 202620 named shocks · walk-forward
YC S26 · seed conversations
In progressAllocator outreach
How it works
Process is everything.
A simple, four-stage pipeline that turns unstructured language into structured, sized, risk-limited orders.
02Step 02
Map the consequence
A live Neo4j graph of suppliers, customers, indices, and shared inputs propagates each shock N hops outward to find the unobvious beneficiaries and victims.
03Step 03
Decide with a swarm
Four LLM specialists — Strategist, Mapper, Auditor, Supervisor — debate every signal. Bayesian reconciliation across them is how we estimate conviction.
04Step 04
Execute end-to-end
Sized, hedged, risk-limited orders route to Interactive Brokers in under 100 ms. A C++ kill-switch watchdog can flatten the book in milliseconds.
What we run
Capabilities, not promises.
Causal supply-chain graph
Live Neo4j topology of suppliers, customers, indices, and shared inputs. Shock propagation in milliseconds.
Agent-swarm research
Four LLM specialists debate each signal. Disagreement is itself a signal that the trade is fragile.
End-to-end execution
From 8-K to broker order in one modular monolith. No humans on the trade path. Tier 1 sub-100ms.
Risk-first by design
Independent C++ kill-switch watchdog. Position-level VaR, drawdown, and concentration limits enforced pre-trade.
Walk-forward backtestsLive shock catalog · 20 eventsMulti-broker adapterReal-time PnL attributionOperations consoleResearch notes
Why AYVID
What separates us from a traditional fund.
Most quants will bolt LLMs onto an existing book. We started from language and worked outward to execution. The architecture is the edge.
AYVID
Causal reasoning
We trace each shock through suppliers, customers, and indices. We trade the unobvious second-order beneficiaries.
Traditional fund
Factor regression
Lagged factors, momentum residuals, value premia. Linear models on non-linear consequences.
AYVID
Agent swarms
Four specialists debate every signal. Disagreement is conviction-discounted.
Traditional fund
Single research analyst
One PM's mental model bottlenecks the entire firm. Disagreement is dampened, not measured.
AYVID
End-to-end automation
8-K to broker order in one system. No humans on the trade path. Risk pre-checked.
Traditional fund
Human in the loop
Analysts hand-off to traders. Latency in seconds-to-minutes. Behavioural drift in execution.
AYVID
Verifiable in operations
Live shock catalog, walk-forward equity curves, runner status — all reproducible from the console.
Traditional fund
Quarterly tear sheets
Aggregated, smoothed, lagged. Hard to attribute alpha to actual decisions.
By the numbers
All figures are verifiable in the console.
- 20Named historical shocksstudied 2018 → 2025
- 4Specialist agentsper signal decision
- <100ms tier-1 executionto interactive brokers
- 8 yrOut-of-sample spanwalk-forward, no peeking
Voices
The thesis, in other people’s words.
- RFS · AI-native hedge funds
“The next Renaissance, Bridgewater, and D.E. Shaw will be built on AI. The biggest funds will be slow to adapt.”
CHCharlie Holtz
Y Combinator · Request for Startups
- RFS · Strategy generation
“The alpha is in using AI to come up with strategies that didn’t exist before — language comprehension, causal reasoning across thousands of filings.”
CHCharlie Holtz
Y Combinator · Request for Startups
- Internal · Causal edge
“Causal inference on supply chains is the most underweighted edge in markets. The data has been there for years; the reasoning hasn’t.”
WnWorking note
AYVID Research · 2026
FAQ
Questions, answered.
Most of what we hear from allocators on the first call falls into one of these. The rest is in the operations console.
Ask anotherTwo tracks. (1) Equities across a dynamically screened universe of ~50 names — long/short via shock-driven, causal beneficiaries. (2) Index F&O across ~20 global indices for hedged macro exposure. The operations console shows live positions and signal sources.
Causal reasoning over a live supply-chain graph. When a shock arrives, agents propagate it N hops to find unobvious beneficiaries and victims, then size the trade against historical co-movement. The edge is in the second-order chain, not the first headline.
No. Tier 1 (deterministic, < 100 ms) routes orders. Tier 2 (causal graph, ~1 s) re-weights conviction. Tier 3 (LLM swarm, ~30 s) can override — emit, modify, or cancel — but is never a blocker for the fast path.
Position-level VaR, drawdown, concentration, and exposure limits are enforced pre-trade. An independent C++ kill-switch watchdog runs in its own process and can flatten the entire book in milliseconds if it detects anomalies.
Production engine, IB Paper-traded, walk-forward backtested 2018→2025 across 20 named historical shocks. We are running paper for the seed round and intend to convert to a regulated structure with first allocator capital.
We are selective by design. The fastest path is the contact form on /contact — please include AUM, mandate, and the typical allocation size you consider for early managers.
Engage with AYVID
Two ways in. Both start with a conversation.
Allocator track
Live operations review.
For LPs, family offices, and YC partners. Walk through the live shock catalog, signal book, and IB Paper trades. Sign an MNDA for equity-curve and risk-figure access.
Research track
Notes, methodology, and the engine roadmap.
Public research notes on causal inference, agent-swarm calibration, and walk-forward methodology. No live PnL.