Market snapshot
End-of-day reference prices for two broad US equity index ETFs. Delayed, and for informational purposes only.
One engine, four kinds of data
Price, news, fundamentals, and macro — ingested continuously, aligned to a single timeline, and put to work by systematic research and risk-managed execution.
Market data
Real-time and deep historical price data for US equities and futures — from daily bars down to the minute, with market depth and order-flow detail. Corporate actions such as splits and dividends are handled automatically, so every series is clean, continuous, and point-in-time accurate.
The raw material for honest backtests and live signals: what the market actually did, as it actually happened.
Market news & events
A continuous stream of market-moving headlines and corporate events mapped to the symbols on the watchlist — earnings dates, guidance, and the news flow that drives intraday moves.
Context for every price move, and event-aware gating so strategies can step aside around scheduled catalysts.
Company financials
Fundamentals and valuation for the equity universe — earnings history, growth and profitability metrics, and sector/industry classification — aligned to the same timeline as the price data.
Fundamental screens and filters that combine with technical signals instead of fighting them.
Economic & macro data
The macro backdrop that moves every market at once: the interest-rate environment, key economic indicators, and the release calendar that sets the tone for risk.
Regime-aware positioning — the platform can read the environment, not just the ticker.
Systematic backtesting
A research engine that replays strategies across decades of history with point-in-time discipline, realistic fills and costs, and walk-forward validation that guards against overfitting.
Fragile ideas are rejected cheaply in research — long before they would cost anything in the market.
Risk-managed execution
Strategies that survive validation execute through integrated brokerage connections wrapped in automated, strategy-agnostic risk controls: volatility-based sizing, protective stops, and account-level circuit breakers.
Survival first. No single trade is ever allowed to matter very much.
Systematic by design
Every strategy is a written, testable rule set — an entry condition, an exit condition, a position size, and a risk limit. Ideas are validated against decades of historical market data with point-in-time discipline before any of them run live, and account-level risk controls sit around all of them.