The same infrastructure hedge funds use. Bayesian ensembles, Kelly sizing, VPIN microstructure, multi-AI consensus — now available to you as a single platform.
Every quantitative technique used by the world's top trading firms, packaged into plug-and-play modules you can deploy in minutes.
Posterior probability engines, conjugate priors, hierarchical models, MCMC samplers for real-time belief updating.
Multi-model consensus from Claude, GPT, and Gemini. Weighted voting, confidence calibration, disagreement signals.
Dynamic Kelly fraction, fractional Kelly variants, drawdown-adjusted sizing, multi-bet portfolio optimization.
Volume-synchronized probability of informed trading, order flow toxicity, bid-ask decomposition, market impact models.
13-point risk guard, VaR/CVaR, correlation monitoring, max drawdown breakers, position limits, kill switches.
Cross-platform spread finder, latency arbitrage, statistical arbitrage, triangular arb across 5 prediction markets.
Kalman filters, wavelet decomposition, noise reduction, regime detection, mean-reversion signals, momentum indicators.
Paper trade every signal in parallel. Track hypothetical P&L, compare strategies, A/B test parameter changes live.
Multi-source NLP from Twitter/X, Reddit, news wires. Sentiment velocity, narrative tracking, crowd wisdom extraction.
Self-tuning thresholds, adaptive confidence windows, volatility-adjusted triggers, time-horizon gating.
Real-time ingest from 5 platforms, normalized schemas, OHLCV + orderbook, historical archives, webhook routing.
Smart order routing, slippage minimization, rate limiting, retry logic, partial fills, multi-venue best execution.
Pick from 169 pre-built modules or let our AI recommend the optimal stack for your market.
Set Kelly fraction, risk limits, platforms. Or use our battle-tested defaults from 94 live bots.
Shadow log every trade in paper mode. See real P&L performance before risking a single dollar.
Flip to live with one toggle. 13-point risk guard protects every trade. 24/7 autonomous execution.
Every tier includes paper trading mode, shadow logging, and our 13-point risk guard.
The only cross-platform prediction market dataset with normalized schemas, order flow analysis, and resolution history across 5 venues.
Real-time and historical pricing from Kalshi, Polymarket, Thales, Buffer, and Azuro. Normalized into a single schema.
VPIN metrics, trade flow decomposition, informed vs. uninformed flow classification across all platforms.
Complete resolution archive with pre-event pricing trajectories. Train your models on real outcome data.
Historical cross-platform spread data. See every arbitrage opportunity that existed and how it resolved.
REST + WebSocket API. 50,000 requests/day. Historical backfill included. Enterprise volume discounts available.
Request API AccessGet all 212 modules, 5 platforms, and institutional-grade infrastructure in one subscription.
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