Institutional Data

Nexus is a market sentiment dataset used to augment alpha and serve as an input to machine learning models. It is continuously stress-tested and validated to ensure data quality and predictive power across regimes.

VisionFX provides hourly timestamped FX reversal 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.

PulseAtlas provides regular timestamped global asset volatility forecasts generated from a multi-factor framework combining relevant volatility, trend, pattern recognition, smoothing, and proprietary indicators.

BoundaryAtlas identifies structural price zones across global assets. The methodology combines topology-inspired mapping, smoothing techniques, swing structure, volatility analysis, and pattern recognition to produce market boundary supply/demand zones and high-conviction views when price approaches relevant areas.

NeosFX provides daily timestamped daily 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, smart risk management, estimated holding period, and conviction score.

Vertex is a reversal-detection dataset used to pinpoint local and structural market turns and serve as an input to machine learning models. It is continuously validated point-in-time and benchmarked against null models to ensure data quality and statistically significant coincidence with tops and bottoms across regimes.