A knowledge graph mapping every entity and relationship in Hectar's trading universe: counterparties, origins, commodities, quality grades, routes, ports, and brokers, connected by structured data from actual trades. Every completed trade feeds back: what was quoted, contracted, shipped, received, paid, and what went wrong. Enriched continuously by Hectar's ground intelligence network in West Africa and South Indian processing clusters, multi-source signal ingestion (customs data, vessel tracking, weather, crop reports, policy changes), and real-time price feeds across corridors.
Why it compounds
No API provides this data. It is assembled from Hectar's own trades and ground team observations. Every trade makes it richer. Every trade makes every future model more accurate.
Real-time computation of fully landed margin across every combination of commodity, origin, destination, quality grade, and incoterm in Hectar's universe. For any given trade: FOB price at origin (from ground network + historical model), ocean freight (market indices + Hectar's own shipment history), insurance, import duty, port charges, FX cost, and financing cost based on expected CCC. The output: a margin-ranked opportunity matrix showing where edge exists right now.
What makes it proprietary
The FOB pricing draws from Hectar's ground data. The freight component uses Hectar's historical costs. The quality adjustment uses Hectar's realized destination prices. No competitor can replicate this without executing the same trades.
The single platform where every active trade is constructed, executed, and monitored from quote to cash.
Trade construction
A trader assembles a prospective deal and immediately sees expected CM, expected CCC, risk flags, and alternative routes, before committing capital.
Execution management
Document tracking, shipment monitoring with predictive ETA, counterparty coordination, payment status, and exception alerts, all in one view, across the entire book.
Real-time P&L
Every open position continuously marked-to-market as FX, freight, and commodity prices move.
Capital intelligence
Which trades deserve capital now, recommended by calculated ROCE and velocity, not gut feel.
Before the trade
Every prospective trade gets a risk score: probability of CM going negative, CCC exceeding target, counterparty default, and shipment disruption. This is how mistakes stay small, isolated, and never repeated.
During the trade
Correlated exposure monitoring that tracks FX, freight, commodity price, and counterparty signals simultaneously, not in separate silos. When multiple variables move against a position, the system flags it before it becomes a loss.
Across the book
Full scenario and stress testing. What happens to all open positions if INR drops 3%? If Tuticorin congests for 2 weeks? If your top 3 buyers delay payment simultaneously? Answers in seconds.
Transit underwriting
Using route, carrier, seasonality, congestion, and commodity data to underwrite shipment risk, priced to the specific trade, not a generic policy.
Dynamic counterparty credit
Real-time credit limits based on trade history, payment behavior, and live risk signals, not a static annual review.
Embedded trade finance
Making individual trades financeable by packaging the Risk Engine's scoring, the Control Tower's verification, and the Trade Graph's counterparty intelligence into a view lenders can underwrite against.
The evolution
This is how Hectar evolves from a technology-powered trading company to financial infrastructure for commodity flows.