Abstract dark dashboard with ranked equity candidates as glowing horizontal score bars overlaid on a faint options chain grid

Important — Read Before Continuing

  • EdgeOS is a research and decision-support tool only. It does not execute trades, manage positions, or interface with brokerage accounts.
  • Nothing produced by this system constitutes financial advice, investment advice, or a solicitation to buy or sell any security.
  • Cast Net Technology is not a registered broker-dealer, investment adviser, or financial institution.
  • Past model outputs, rankings, or paper outcomes provide no guarantee of future results. All use of market data and analytics is at the operator's own risk.
  • Users are responsible for compliance with applicable laws and regulations in their jurisdiction.
What It Does

Structured market intelligence. Operator makes every call.

Active equity and options traders need structured, fast, evidence-backed market intelligence—without the noise, without the latency, and without handing control to an algorithm that can't explain itself.

EdgeOS provides a ranked view of candidates with explicit, inspectable rationale. Every score, ranking, and risk flag is derived from observable data with a traceable calculation. The operator reviews the output and makes the decision. The system does not act.

Deployment

On-prem

Data

Real-time feeds

Execution

None — ever

Outputs

Ranked + replayable

Testing

Shadow mode

Outcomes

Paper tracking

How It Works

From market data to ranked, reviewable decision support.

Ranked candidates with rationale

Equities and options are ranked by configurable scoring criteria. Each ranked candidate displays the factors contributing to its score—no black-box outputs. Operators can inspect and filter.

Theoretical values & Greeks

Options theoretical values, delta, gamma, theta, vega, and rho are calculated and displayed alongside market prices. IV rank and IV percentile are surfaced in context.

IV surface workflows

Implied volatility workflows support structure selection: IV rank relative to historical, term structure, and skew views for informed expiration and strike selection—all advisory, all operator-driven.

Market calendar logic

Earnings dates, dividend ex-dates, FOMC windows, and expiration cycles are integrated into candidate context. Risk events are surfaced as flags, not filtered out silently.

Risk gates

Configurable liquidity gates (bid/ask spread thresholds), staleness flags (stale quote detection), and session window rules filter out candidates that fail minimum data quality standards.

Shadow mode & outcomes tracking

New logic runs in parallel, read-only, against live data before promotion. Paper outcomes (mark-to-market, not real positions) are tracked for calibration without capital exposure.

Governance & Safety Rails

Evidence-grounded. Replayable. Operator-controlled.

No execution path exists. EdgeOS has no brokerage integration, no order routing, and no API connection to any trading venue. The system cannot trade, period.
Evidence-grounded outputs. Every ranking score is derived from observable, logged market data. Rankings are reproducible from the input data snapshot.
Replayable sessions. Historical market data snapshots and the scoring state at any point can be replayed to reproduce past outputs for review or calibration.
Calibration layer. Paper outcomes are tracked and surfaced to help operators evaluate whether the ranking model's emphasis is producing useful candidate selection over time.
On-prem by default. Market data, scoring history, and session logs remain in your infrastructure. No analytics are sent to third-party services by default.

Paper outcomes only. EdgeOS tracks mark-to-market results of its candidate rankings on paper—not as real positions. This exists solely to help operators calibrate the model's usefulness, not to simulate or imply a trading track record.

Governed intelligence. Not autonomous intelligence.

EdgeOS is explicitly designed to support — and never to replace — operator judgment. Shadow mode ensures new logic is observed before it influences recommendations. Read our Governed intelligence, not guesswork framework →

Who It's For

For disciplined operators who want structure, not magic.

Active equity and options traders

Operators who want a structured, evidence-backed candidate pipeline rather than a crowded scanner or a black-box recommendation engine.

Portfolio research desks

Teams that need reproducible, defensible market intelligence that can be reviewed, challenged, and calibrated—not just consumed.

Proprietary research operations

Organizations building internal research infrastructure that must remain on-prem, operator-controlled, and free from third-party data dependencies.

Talk to us about your research workflow.

We'll walk through your candidate selection process, your data sources, and what structured decision support—with full auditability—looks like for your operation.