Real-time crypto derivatives and global macro terminal
Quantitative research platform for building and testing systematic trading strategies with point-in-time backtests and walk-forward validation
Stage
Not given
Startup
Founded
Not given
2025
Based in
Not given
DE
Pricing model
Free
Freemium
Pricing
Free access to the live terminal with market overview, interactive charts, funding rate heatmaps, liquidation streams, and open interest tracking. Premium features and API access available through subscription tiers.
Starter €7.99/month, Practitioner €19.50/month (regularly €39), Research €34.50/month (regularly €69). All prices include VAT. Every new account gets 30 days of Practitioner free with no card required.
Key features
Cross-exchange funding rate heatmap across 7 major derivatives venues
Real-time multi-exchange liquidation feed and heatmap
Open interest dominance matrix tracking leverage across venues
Global live monitor and CME futures telemetry
Brazil B3 market overview including WIN, WDO, DI1, Ibovespa, Selic, PTAX
US spot Bitcoin and Ethereum ETF flows tracker
FRED macroeconomic telemetry and sovereign yield curves
Parquet quant dataset exporter for research
Sub-millisecond WebSocket and gRPC streaming gateway
Delta-neutral basis yield calculators for arbitrage
Visual strategy builder with circuit diagram interface
Point-in-time backtesting over 20 years of history
Walk-forward validation and robustness testing
Indicator strategies with mean reversion and momentum
Stochastic methods including Kalman filter and Ornstein-Uhlenbeck models
Factor model and portfolio construction tools
Paper trading with daily marked prices
Python code export for backtests and strategies
Regime analysis and market regime detection
What makes it different
Institutional-grade speed with sub-2ms orderbook wipeout routing
Unified macro-to-micro view combining FRED, yields, and crypto liquidity
Identifies arbitrage opportunities across 8 exchanges instantly
Architected with streaming pub/sub event buses for real-time updates
Covers 893+ assets across 32 exchanges plus traditional finance
Point-in-time data discipline prevents look-ahead bias and ensures strategies see only information available on each date
113 published research articles and studies with reproducible methodology and full audit trail
Circuit diagram interface makes strategy design accessible without requiring extensive coding
Full Python export enables strategies to be deployed outside the platform
CoinLackey
QuanterLab