Predictive signals
Models evaluate price trends, volume and order book depth and output the probability and target corridor for each signal.
Predictive models continually evaluate order book, tick and news data and pass actionable signals to the execution engine. You pay no order fee and no spread surcharge.
Every signal goes through a fixed pipeline. The processing time per step is continuously measured and shown below.
Market data from multiple reference sources arrives in parallel and is normalized to a common timestamp.
Trained time series models calculate the direction and target corridor of the most likely price movement.
The result is passed on to the order engine as a structured signal with a confidence value.
| Process section | Measured latency |
|---|---|
| Data acquisition to signal calculation | 8 ms (median) |
| Signal calculation to order creation | 4 ms (median) |
| Order creation to execution | <1 ms with direct connection |
The following overview compares typical costs of classic brokers with the conditions at Nolfen Polvik.
| cost point | Classic broker | Nolfen Polvik |
|---|---|---|
| Order fee per trade | Fixed or percentage per order | €0 |
| Spread markup | Broker dependent, mostly variable | No surcharge |
| Depot management | Often due monthly | €0 |
| Payout of winnings achieved | After deduction of all fees | 100% paid out |
Every fee that a traditional broker charges per order directly reduces the return on a position. With Nolfen Polvik, this deduction is completely eliminated, regardless of trading frequency or order volume.
Analysis, underwriting and execution run as separate but linked modules. Each module can be understood individually.
Models evaluate price trends, volume and order book depth and output the probability and target corridor for each signal.
Each position is checked for volatility, correlation to the existing portfolio and position weight before execution.
Released signals are transferred to the order engine without any manual intermediate steps. Stop rules remain active at all times.
Instead of customer testimonials, we show how data is collected, models tested and connections secured.
Tick data from reference exchanges, aggregated order book depth and structured news feeds are incorporated every second.
Each model goes through backtesting across multiple market phases and out-of-sample testing before it goes live.
Connections are encrypted via TLS 1.3. Access keys are managed separately from trading data.
The measured time from signal output to order creation is a median of 4 ms. With a direct connection to the execution partner, an execution time of less than 1 ms is added.
Liquid stocks, ETFs and Forex majors are covered. The coverage of additional asset classes is continually being expanded and displayed in the account dashboard.
REST and WebSocket access is available to feed in your own signals or to transfer market data directly into existing systems.
Verification and initial signal overview usually take less than 10 minutes. No order fee, no portfolio management fee.
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