The scarcest input in AI — captured on the decision path of every financial AI agent, so it compounds instead of evaporating.
Every override on a live agent decision is the scarcest input there is — and today it evaporates.
on a real agent decision, with P&L on the line
capture · structure · distill · emit
this is what's scarce
SFT · DPO · fine-tune — the commodity step anyone can run
An expert pre-defines where an agent breaks. Each decision point is captured as structured judgment, on the path.
One write path; a second model audits every divergence. Untraced decisions aren't discouraged — they're impossible.
One correction becomes a reusable rule that auto-applies to every future same-class decision.
Every override becomes a (chosen, rejected) preference pair and an in-context rule — fuel the next run, or an instant improvement with no weights changed.
Framework-agnostic. Bring your own orchestration — LangChain, AutoGen, or custom. Lumiveo captures the judgment underneath.
A quant paper replicator built on Lumiveo: it reads a paper, writes the code, runs the backtest, and records every assumption as a captured decision. We don't sell it — use it freely, then talk to us about your own.
Anyone can wire up a model. Almost no one has expert decisions on live, regulated capital to teach it — that's the moat.
From people who ran live capital at Two Sigma, Quantlab, and Engineers Gate — not a labeling vendor.
Real decisions, on real money, inside compliant workflows — data you can't scrape or buy.
Each decision makes the next one better. The longer it runs in your firm, the further ahead it gets.
The edge isn't a clever trick. It's whose decisions the model learned from.
Agents break at the same judgment points every time. They repeat across papers, so rules compound fast — the workflow we live, and where Lumiveo was born.
The same layer extends to strategy research, backtest validation, and factor construction — anywhere a quant agent needs an expert on the loop.