Quantitative Intelligence Engine
Statistical learning, Market microstructure modeling, Regime detection, Volatility clustering analysis, Predictive signals built on thousands of historical scenarios
Outcome: See market patterns before they unfold.
Statistical learning, Market microstructure modeling, Regime detection, Volatility clustering analysis, Predictive signals built on thousands of historical scenarios
Outcome: See market patterns before they unfold.
CEX + DEX orderbooks, Whale accumulation patterns, Liquidity walls, gaps, imbalances, Liquidation maps & risk zones, Token velocity & smart-money concentration.
Outcome: Never be blind to flows that actually move markets.
Wallet tracking, Governance signals, New contract deployments, Developer activity, Stablecoin flows, Portfolio rotations across major whales.
Outcome: Understand investor behavior before price reacts.
Three ways to build systems: Natural language prompts, Drag-and-drop logic builder, Python SDK + APIs for quant-grade scripting.
Outcome: Your strategy — your rules — fully customizable.
Multi-year historical data, Monte Carlo analysis, Regime-specific tests (bull, bear, chop, crash), Spread + slippage modeling, Portfolio sensitivity analysis.
Outcome: Know your edge with mathematical certainty.
Token risk scoring, Value-at-Risk (VaR), Drawdown projections Leverage risk warnings, Diversification score, Exposure imbalance tracker.
Outcome: Trade with risk you can measure — not guess.