Systematic market intelligence, delivered as data.

Quant Atlas develops point-in-time signals, volatility forecasts, structural price zones, market sentiment, reversal warnings, and quantitative features for institutional research, portfolio construction, and risk workflows.

2,000+ global marketsPoint-in-time constructionMachine-readable deliveryInstitutional evaluation available

Listed on institutional data platforms

Eagle AlphaNeudata

Cyclex Performance

YTD Performance

Updated monthly
StrategyYTDMax DD
Cyclex Risk+10.6%-2.6%
Cyclex Adaptive Alpha+10.5%-3.9%
S&P 500+9.4%-9.1%
Cyclex Combined+6.9%-4.4%
Cyclex Alpha+2.9%-8.5%

Vision Performance

YTD Performance

Updated monthly
StrategyYTDMax DD
Vision Daily+6.4%-1.5%
Vision Hourly+5.6%-3.3%
Vision Stability Daily+4.5%-1.0%
Vision Stability Hourly+4.4%-2.9%

Sample dataset output

Nexus: Market Sentiment

Live
MarketScoreHistory

Structured, point-in-time output for research workflows

Explore Nexus →

Institutional Workflows

Designed to complement your existing research stack.

Quant Atlas data is built as an input, not a black-box investment recommendation, so teams can test, combine, and apply it within their own process.

Alpha Research

Test orthogonal signals, conditioned returns, sentiment measures, and market-structure features within systematic research pipelines.

Portfolio Construction

Use rankings, conviction measures, and sizing outputs as overlays for allocation, screening, and exposure decisions.

Risk Management

Incorporate volatility forecasts, structural zones, reversal detection, and regime-aware signals into risk frameworks.

Machine Learning

Add documented, machine-readable market features to model training, signal validation, and feature-engineering workflows.

Delivery & Integration

Built to move into production workflows.

Choose a delivery method that fits your research environment, from exploratory historical files to scheduled production feeds.

API access for programmatic workflows
CSV, JSON, and Parquet file formats
Scheduled SFTP and cloud delivery
Documented schemas and field definitions
Historical files for research and evaluation
Custom coverage and delivery arrangements
1

Quant Atlas datasets

Timestamped model outputs

2

Quality-controlled delivery

Schema and field validation

3

Your research environment

API · SFTP · S3/R2 · Files

Research Methodology

A product must earn its place in the dataset suite.

We use a disciplined research and validation process before considering a product for institutional offering, and continue evaluating it after launch.

01

Thorough Benchmarking

Candidate models are evaluated against relevant baselines so that added information and practical utility can be measured clearly.

02

Extensive Stress-Testing

We test behaviour across instruments, market regimes, volatility environments, sample windows, and parameter assumptions.

03

Statistical Validation

Statistical significance, stability, robustness, and bias controls are examined before a dataset progresses toward release.

04

Shadow-Live Observation

Products operate in shadow-live conditions before they are considered for institutional offering, allowing us to observe real-time behaviour outside development samples.

05

Continuous Monitoring

Once launched, results are monitored continuously to identify drift, changing behaviour, or deterioration that requires investigation.

In Collaboration With

Columbia University
Yubel Investments
Sigma8 Trading
Al-Wisata Capital
Financial Modeling Prep

Institutional Evaluation

Evaluate Quant Atlas data in your research environment.

Review methodology, historical outputs, delivery options, and product fit with the Quant Atlas data team.