Agentiq Capital, Inc. · Three products · One common model
ASI via the
Capital Markets
Agentiq Capital builds for the people who trade. Three consumer products on one common model. A Large Financial Model for the professionals behind them. And a public research program on how very large populations of artificial agents learn to coordinate. The route to the third runs through the first two.
Product 1 · 2 · 3
Three products.
One common model.
We design each product on its own, then integrate them backwards into one thing. The Local Runtime arrives with Vibe Trading, but it belongs to all three, and so does everything it records.
Vibe Trading™
Live trading, taught
A trading floor with a classroom in it. One Trader on the Floor, trading their own book live. Vibers in the Front Row and the Balcony, learning the vibe while it happens, then feeling it with their own stake at Lv. 2. At Level 3, the best Traders feed the model.
- Level 1 · Learn the Vibe
- Lv. 2 · Feel The Vibe
- Level 3 · The Double Vibe
Open Floor
The Social Trading Platform
Every position you take becomes a Round: the entry, what you read, the adjustments, the hedges, the exit. The Runtime cuts it into a Bullet-Time replay and scores it. Broadcast it to the Floor, or keep it to yourself.
- Rounds and Bullet-Time replays
- The trade-score
- Cohort threads from Vibe Trading
The Book
Portfolios & Analytics
Your Portfolios and Lists, read through Radialized Financial Reports: fundamentals, technicals, sentiment and n-Quantitative drawn as rings around the security instead of tabs across the top. Patent pending.
- Radialized Financial Reports
- The Analytics Engine
- Back-testing bench · experimental
The common model · The Local Runtime
One Runtime.
All three products.
The Runtime runs on your own computer. It tells the finance in your day from everything else, follows a trade from the first chart you opened to the exit, and keeps the record for you, across every broker you use.
Grounded UI
Every broker you use
The Runtime works through your broker's own screens, never an API. IBKR, Robinhood, Schwab and thinkorswim, TradeStation, tastytrade, Fidelity and more are on the list, chosen by who actually uses them.
Research
What you read
Ticker, company name, or the way people talk about it: the finance-related screens you looked at are kept as the research behind the position you later take.
The Round
Entry to exit
Entry date and price, adjustments, hedges in the other direction, and the exit, captured as they happen in your own account.
Bullet-Time Analysis
The replay and the score
Here is what you saw. Here is what else was happening in the world. Here is how good the trade was. Then, if you choose, broadcast it to Open Floor.
The Runtime lives on your machine. Nothing leaves it unless you broadcast it.
Three phases of corporate evolution
Consumer. Professional.
Then the substrate.
Phase 1 is the consumer offering. Phase 2 is the Large Financial Model for financial professionals. Phase 3 is the reason the company exists.
Vibe Trading™, Open Floor, The Book
Three products for retail traders and investors in US markets, web first and mobile next. The Local Runtime, and the Traders and Vibers who use it, are the ground truth everything else stands on.
The Large Financial Model
What a large language model is to language, the LFM is to finance: global macro, trade-region and micro economics, private and national finance, and the markets, down to the trade book, in one model you can traverse. The Double Vibe is how the best Traders feed it, and how they are paid for it.
- Signals in, from Level 3 Traders
- Royalties out, whenever their weights answer a query
A coordinating substrate
Synthetic Gauge Economies: a way for very large populations of artificial agents to coordinate without a central workflow telling each one what to do. In the founder's words, a coordinating substrate to fundamentally and forever solve the problems of mankind. The research is public, and it is built to be tested.
- Papers I–V, open on GitHub
- SGE-Bench, a falsifiable workbench
Research · Public
Artificial Super Intelligence
via Synthetic Gauge Economies
Five papers by Brian Abbott, June 2026: the thesis, the mathematics, the algorithms, the benchmark and the enterprise case. Published as drafts, in the open, so that mathematicians, physicists, economists and engineers can take them apart.
ASI via Synthetic Gauge Economies
A gauge-theoretic framework for ultra-scalable agentic coordination.
Read →Gauge-Theoretic Foundations
Connections, curvature and regional field dynamics for agentic coordination.
Read →Gauge-Economic Operators
Regional control planes, market dynamics and field-limit algorithms.
Read →SGE-Bench
Testing curvature, elasticity and Depth of Cognitive Field in regional agentic economies.
Read →From Workflows to Synthetic Economies
Enterprise control planes for agentic AI and the road to ASI-scale coordination.
Read →All papers, open
Full papers, condensed versions and the unified series abstract, in the public repository.
github.com/AgentiqCapital →Why via the capital markets
The market is the one arena that scores every idea, every day.
The name says the route. Trading is where human judgement, machine analysis and consequence meet at the highest frequency anywhere, and where the people who are good at it can be found, watched and learned from. We build the consumer products first because they are where that judgement gets recorded. The model for professionals is what the record becomes. The substrate is what we learn from coordinating both.