Turnkey balance sheet resilience signals delivered via pre-market RESTful JSON API feeds. Zero internal quant team overhead.
Integrated balance sheet resilience feeds calibrated for discretionary & systematic asset managers.
Pre-market REST API payload with raw factor weights, ISIN/CUSIP identifiers & 2.5x ATR stops for Hedge Funds ($250M+ AUM).
130/30 market-neutral signal integration for Multi-Family Offices & DFMs ($100M–$250M AUM).
Non-margin core model rebalancing feed for Active RIAs & Model Portfolio Managers ($25M–$100M AUM).
Monthly core model research updates for Wealth Managers & Self-Directed Allocators.
import requests
# Helix Research Production B2B Signal Feed Request
headers = {
"X-API-KEY": "hx_live_your_institutional_key",
"Accept": "application/json"
}
response = requests.get("https://portal.helix.earth/v1/signals/weekly-longonly", headers=headers)
data = response.json()
print(f"Strategy: {data['meta']['strategy_name']}")
for signal in data['signals']:
print(f"[{signal['signal_direction']}] {signal['ticker']} ({signal['company_name']}) -> Weight: {signal['target_weight']*100:.2f}%")
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