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Quantitative Signal Infrastructure for RIAs, Wealth Managers & DFMs.

Turnkey balance sheet resilience signals and factor feeds delivered via pre-market RESTful JSON API. Zero internal quant team overhead.

Explore REST API Feeds ➔ Try Free 8-Factor Screener
£447.00
Model NAV (Base £100)
54.8% p.a.
Strategy CAGR
1.48
Sharpe Ratio
-7.88%
Max Drawdown (CPPI)

Institutional REST API Signal Feed Tiers

Integrated balance sheet resilience feeds calibrated for discretionary & systematic asset managers.

Daily Long/Short API

Pre-market REST API payload with raw factor weights, ISIN/CUSIP identifiers & 2.5x ATR stops for Hedge Funds ($250M+ AUM).

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Weekly Long/Short API

130/30 market-neutral signal integration for Multi-Family Offices & DFMs ($100M–$250M AUM).

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Weekly Long-Only API

Non-margin core model rebalancing feed for Active RIAs & Model Portfolio Managers ($25M–$100M AUM).

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Monthly Long-Only Feed

Monthly core model research updates, Substack research letters, and stock teardown access.

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Free Public 8-Factor Database Screener

Query our local quantitative intelligence archive. Enter your work email and a US index ticker to inspect the verified 8-factor balance sheet breakdown.

Request API Specs & Operational DDQ

Verify your institutional email to view full OpenAPI schemas, 20-Year Backtest Tear-sheets, and Operational DDQ Room.