Quantitative Edge for Systematic Strategies
Signal integration, regime-aware allocation, and factor modeling. API-first platform built for quants by quants.
Built for Quantitative Investors
Signal Integration
REST API, Python SDK, webhooks. Sub-minute latency. Integrate our regime detection signals into your alpha models, risk systems, or portfolio construction. Full historical data for backtesting. OpenAPI 3.0 spec available.
Regime-Aware Allocation
Use our state classifications (Normal/Alert/Recovery) to dynamically adjust portfolio leverage, factor tilts, or hedging ratios. Proven 88.7% detection accuracy over 17 years. Walk-forward testing, no look-ahead bias.
Factor Modeling
multi-factor quantitative model for institutional-grade risk decomposition: Equity Market, Volatility, Momentum, Value, Size, Quality, Technology, Financials, Interest Rate, Credit, Dollar, Energy. Daily factor exposures and P&L attribution.
Technical Specifications
Integrate in Less Than a Day
API-first design. Full documentation. Python SDK included. Apply for pilot to receive API key within 48 hours.