Systematic US equity strategies for asset managers, wealth managers and brokers. Astera delivers model portfolios, target weights and risk intelligence into your existing investment infrastructure.
You retain custody, execution and investment discretion.
Compare strategy objective, frequency, risk and performance evidence first. Detailed portfolio characteristics and methodology are available when you open a strategy or request institutional access.
Built on years of financial technology expertise and experience with leading financial institutions.
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Backtest is everything before your start date. Realized is everything after it. The two are never combined into one figure.
| Metric | Backtest — | Realized — |
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| Name | Sector | Weight | Period return | Status |
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Periods from your start date onward are realized. Set an earlier date to bring backtest periods into view.
| Period | Type | Positions | Period return | S&P 500 | Cumulative |
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Split at your start date. Strategy versus S&P 500 open-to-close.
| Month | Period | Strategy | S&P 500 | Difference |
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Multiple independent models, risk filters and portfolio constraints must agree before a position reaches the final portfolio.
Price, volume, fundamentals, macro, filings, sentiment and alternative data — managed with point-in-time discipline.
Candidate factors are engineered, screened and reduced to an informative non-redundant set.
Independent model families contribute evidence; no single model is trusted alone.
Model combinations are selected according to market regime and monitored for agreement and stability.
Liquidity, concentration, regime, sentiment and event controls filter candidates before weighting.
Delivered into your investment infrastructure for your final decision.
Point-in-time data, quality controls and feature generation.
Market and single-stock models generate independent evidence.
Portfolio candidates are filtered before optimisation.
Exposure and weights are constructed under strategy constraints.
Target weights and risk intelligence move into your infrastructure.
Coordinated by an agentic orchestration and monitoring layer.
Controls sector and portfolio crowding before positions are weighted.
Filters names and proposed exposures that do not meet trading constraints.
Checks whether candidate trades are aligned with the prevailing market state.
Reduces or vetoes risk around adverse news and material event timing.
Risk is applied before portfolio construction — not added after the trade.
Material model changes, retraining decisions and risk-threshold exceptions remain subject to human approval and are fully logged.
Walk-forward validated · Version controlled · Reproducible · Auditable.
Detailed model lifecycle, data lineage, guardrails and validation procedures are shared with approved institutions rather than on the public landing page.
Astera delivers target weights and risk intelligence into your existing investment infrastructure, supports integration with your execution stack, and provides post-trade implementation reporting. Your institution retains custody, execution and investment discretion, including full authority to accept, reject or amend every output.
Target weights and risk intelligence, in the format your platform already consumes.
Deployment support so the model reaches your book without a bespoke model-integration build on your side.
A licensee dashboard covering the deployments you run on Astera strategies.
Astera builds and monitors the connection; it does not place orders, hold assets or receive your end-client data. Every order is placed by your platform under your instruction, at your custodian. Implementation and reporting services do not transfer discretion, and reporting is provided to the licensee.
Apply event, sentiment and risk-veto intelligence to Astera strategies or to your own signals.
Access strategy composites and deployment characteristics before entering a 30-day evaluation.
I confirm I am acting on behalf of a regulated institution and that any performance material accessed here will not be shown to retail investors.
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