Institutional Data

A reversal-detection dataset designed to identify potential market turning points. It supports machine learning workflows, timing overlays, risk filters, and research into market tops, bottoms, and regime transitions.

Product guide, performance, and historical data, shared via a secure link.

A volatility-adjusted market reversal dataset with the aim of detecting local tops and bottoms to support research overlay, risk management, and entry optimization.

Product guide, performance, and historical data, shared via a secure link.

A point-in-time volatility forecasting dataset covering global equities, with high-conviction forecasts generated from a multi-factor framework that combines pattern recognition, smoothing techniques, and proprietary indicators.

Product guide, performance, and historical data, shared via a secure link.

A seven-component market sentiment dataset built from exogenous correlation, trend quality, regime-aware features, and related market pressure indicators, designed to augment alpha research, feed machine learning models, and support signal validation.

Product guide, performance, and historical data, shared via a secure link.

Monthly equity signal data designed to support both market-neutral alpha generation and tactical equity risk management. Cyclex Alpha ranks equities through a proprietary conditioned return framework to identify long/short opportunities with low benchmark dependence, while Cyclex Risk adjusts equity exposure using systematic temporal, trend, and volatility-regime signals.

Product guide, performance, and historical data, shared via a secure link.

Hourly and daily timestamped FX signal data generated from a multi-factor framework combining momentum, volatility, trend structure, pattern recognition, and proprietary indicators. Outputs include signal direction, sizing multiplier, estimated holding period, and conviction score.

Product guide, performance, and historical data, shared via a secure link.