Allmart applies validated predictive models to live market data and delivers a disciplined read on risk, independent of time zone or office. Every session is secured to the standard expected of a regulated financial institution.
Allmart was constructed on a simple distinction: the platform informs decisions, it does not make them unattended. Raw market feeds are processed through validated models, and the output is presented as structured intelligence — ranked, annotated, and traceable to its source data.
This matters for an investor who may be reviewing a portfolio from a co-working space in one jurisdiction and a hotel room in another. The interface is identical regardless of location, and so is the rigour applied to every recommendation.
Global markets move continuously, while an investor's attention necessarily cannot. For those managing assets across borders — often with limited windows of connectivity — the gap between a market event and a considered response can widen quickly. Allmart is designed to close that gap through continuous, automated analysis rather than manual monitoring.
Illustrative representation of rolling volatility signal processing — not live market data.
All portfolio and market data is encrypted using AES-256, both while stored and while in transit between devices and the Allmart infrastructure. Session access is authenticated independently of network location, which matters when connecting from public or unfamiliar networks while travelling.
Market data is processed through models trained on historical and live datasets, then validated against out-of-sample performance before deployment. Outputs are framed as probability-weighted scenarios rather than single predictions, reflecting the genuine uncertainty of live markets.
Allmart's data handling and reporting practices are structured to remain consistent with UK regulatory expectations for financial technology providers, including clear audit trails for every recommendation generated by the platform.
The process is deliberately sequential. Each stage is logged, so any output can be traced back to the data that informed it.
Market feeds, pricing data, and relevant macroeconomic indicators are collected continuously and normalised into a common structure before any analysis begins.
Normalised data is passed through the predictive layer, where patterns are weighted against historical precedent and current volatility conditions to produce a risk-adjusted view.
The refined analysis is translated into a ranked set of considerations — not instructions — leaving the final allocation decision with the investor.
The platform is used in different ways depending on the composition of a portfolio and the amount of attention an investor can realistically give it while travelling.
Continuous screening of equity positions against volatility and sector-correlation thresholds, with alerts prioritised by materiality rather than frequency.
Analysis extends to less liquid holdings, where data is sparser and timing decisions benefit from a longer-horizon, risk-adjusted view rather than short-term signals.
Exposure across currencies and asset classes is modelled together, supporting hedging decisions that account for an investor's actual geographic and currency footprint.
Access is granted on request, following a short review of your portfolio requirements. There is no obligation to proceed beyond that initial review.
Request AccessNo commitment is required to request access or to review the data protocols in detail.
