Decision optimization platform
Essorprime unifies your cross-platform feeds into a single dashboard and converts market data into actionable recommendations, from any workplace.
Operational observation
An independent investor who operates on several platforms consults on average five to ten separate interfaces to assess their real position. Each flow has its own format, its own latency and its own risk logic. This dispersion delays the analysis at the precise moment when the markets are evolving the fastest.
Essorprime consolidates the positions, volumes and variations of all of your accounts in a single view, continuously updated, without manual re-entry.
The models analyze historical correlations between assets to estimate probable development scenarios, used as decision support and not as a guarantee of results.
Technical capabilities
Each module operates independently and integrates into the overall flow, so that scaling does not affect the speed or accuracy of calculations.
Market flows are processed continuously, with a limited time lag between data reception and its restitution on the dashboard.
A permanent calculation of exposure by asset and by platform signals concentration thresholds before they become critical.
Accounts from different exchanges and brokers are linked via read API connections, without funds transfer or execution rights.
Periodic summaries summarize performance, risk exposure and deviations from user-defined objectives.
Methodology
The process follows linear logic, without intermediate manual intervention, so that each recommendation remains traceable to its source.
The APIs of the connected platforms continuously transmit positions, executed orders and price variations to the Essorprime infrastructure.
The models identify recurring patterns in time series and weight each signal according to its observed statistical reliability over the available history.
The result takes the form of scenarios classified by risk level, accompanied by the data that justifies each recommendation.
Use cases
Designed for users who manage their locations from varying time zones, without a fixed workstation or dedicated team.
The system recalculates the optimal allocation between asset classes based on the observed correlations, and flags positions that deviate from the risk profile defined upstream.
Volatility peaks are detected before their full manifestation thanks to the cross-analysis of volumes and order books on all connected platforms.
For managers of independent structures, the module compares several investment scenarios with a fixed horizon and classifies the options according to their estimated risk-return ratio.
Transparency
The answers below cover the security, compatibility and commercial operation of the platform.
Connections to exchanges use read-only API keys, with no right of withdrawal or order execution. Credentials are encrypted at rest and in transit, and no external platform passwords are required.
The integration covers major cryptoasset exchanges and several traditional brokers with a documented public API. The full list of available connectors is communicated during initial account setup.
The restitution time depends on the latency specific to each external API. In the majority of cases observed, the gap between the market event and its display remains less than a few seconds.
Access is based on a monthly subscription, the level of which depends on the number of accounts connected and the volume of data processed. The details of the bearings are communicated on request before any installation.
Getting started
Initial setup is done by linking your existing accounts via read-only API keys. No historical data is required beforehand.