SPX 5,842.91 ▲ +0.74%

QQQ 501.38 ▲ +1.12%

BTC/USD 84,211.40 ▼ −1.83%

NVDA 117.42 ▲ +2.31%

EUR/USD 1.0856 ▼ −0.22%

AAPL 214.10 ▲ +0.44%

WTI 67.84 ▼ −0.91%

TSLA 248.33 ▲ +3.08%

GOLD 2,941.50 ▲ +0.18%

VIX 21.44 ▼ −4.62%

DXY 103.72 ▼ −0.37%

MSFT 392.15 ▲ +0.87%

SPX 5,842.91 ▲ +0.74%

QQQ 501.38 ▲ +1.12%

BTC/USD 84,211.40 ▼ −1.83%

NVDA 117.42 ▲ +2.31%

EUR/USD 1.0856 ▼ −0.22%

AAPL 214.10 ▲ +0.44%

WTI 67.84 ▼ −0.91%

TSLA 248.33 ▲ +3.08%

GOLD 2,941.50 ▲ +0.18%

VIX 21.44 ▼ −4.62%

DXY 103.72 ▼ −0.37%

MSFT 392.15 ▲ +0.87%

Institutional Intelligence Layer

Market
Intelligence
Redefined

Real-time analytics infrastructure for hedge funds, asset managers, and quantitative teams. From signal detection to portfolio attribution — all in one terminal.

Request Access → Watch Demo ▶

$4.2T ▲ AUM

Assets on Platform

0.8ms

Avg. Query Latency

142

Data Sources Live

+18.4%

Alpha YTD

1.84

Sharpe Ratio

−6.2%

Max Drawdown

0.21

Beta

01 — Core Engine

Quant-Grade
Data Fabric

A unified data layer that normalizes, enriches, and serves tick-level market data alongside alternative datasets — at institutional latency.

Consolidated feed across 60+ global exchanges with microsecond timestamping
Automated outlier detection and corporate action adjustments on ingest
Point-in-time accurate fundamental data to prevent lookahead bias
REST, WebSocket, and FIX protocol API endpoints available

MARKET_DATA_FEED — ws://feed.████████.io:9443

// Streaming L2 orderbook snapshot — 18 Mar 2026 14:32:07.004 UTC

SYMBOL BID ASK VOL

AAPL213.98214.022.4M

NVDA117.40117.448.1M

TSLA247.91248.0514.7M

SPY582.10582.1344.2M

MSFT392.08392.173.6M

META604.22604.385.2M

AMZN192.44192.517.9M

> feed.subscribe(['GOOGL','GOOG','BRKB'])

> OK — 3 symbols added · latency 0.7ms

02 — Portfolio Layer

Attribution
At Depth

Multi-factor attribution that decomposes performance from the strategy level down to individual position and sector exposures — updated in real time.

Brinson-Hood-Beebower multi-period attribution model
Factor exposure tracking: Fama-French 5, Barra, custom factor libraries
Risk decomposition: VaR, CVaR, stress scenarios, tail risk
What-if scenario builder with parallel portfolio simulation

Portfolio Alpha Attribution — YTD

+18.4%

▲ +3.2% vs. benchmark

UPDATED
14:32:07 UTC

Factor Contribution

Momentum

+7.1%

Value

+4.4%

Quality

+5.8%

Volatility

−1.6%

Carry

+2.7%

04 — Capabilities

Everything a
Quant Needs

From data ingestion to compliance reporting — built for the rigor of institutional asset management, not retail trading.

Signal Detection

Machine-learning signal library with 200+ pre-built alpha factors. Back-test, combine, and deploy in production.

Risk Engine

Real-time VaR, CVaR, stress testing, and scenario analysis. Regulatory capital calculation across Basel IV frameworks.

Allocation Optimizer

Mean-variance, Black-Litterman, and risk-parity optimization. Constraint-aware portfolio construction with transaction cost modeling.

Compliance Suite

Pre-trade and post-trade compliance checks. MiFID II, EMIR, Dodd-Frank reporting built in. Full audit trail maintained.

Alt Data Hub

Satellite imagery, web scrape sentiment, credit card transactions, and 40+ alternative datasets — normalized and ready.

API & Integrations

Connect to OMS, PMS, and execution platforms via REST or WebSocket. Native integrations with Bloomberg, Refinitiv, and FactSet.

05 — Pricing

Transparent,
Scalable Access

Analyst

^$499

/ seat / month · billed annually

5 data sources included
Portfolio analytics dashboard
Basic signal library (50 factors)
REST API access
Email support

Get Started →

Stop Leaving Alpha
On The Table

Join 890+ institutions already running on ████████ Analytics. Full access, no credit card required for 14 days.

Request Institutional Access → Schedule a Demo

SOC 2 Type II Certified · ISO 27001 · GDPR Compliant · FCA Registered

Market Intelligence Redefined

Quant-GradeData Fabric

AttributionAt Depth

The Terminal,Reinvented

Everything aQuant Needs