API-first risk signals for prediction markets.
Subscribe via API key. Integrate hedge windows, stress breadth, and trust telemetry into your desk stack — or poll for committee archives on Enterprise Data.
Fresh signal onsets priced as exit-at-onset hedge windows — current one-leg cost vs backtest adverse-move priors, with live alert precision and auditable arm provenance.
Systemic breadth: share of the tracked universe elevated per time bucket, on a 0–100 scale with trailing z-scores and category attribution.
Hours where an unusually broad set of markets fired at once relative to the trailing baseline — relative episodes, not fixed thresholds.
Freshness vs SLA, universe coverage, trailing live hedge-alert precision, and per-model calibration status including regression-guard verdicts.
Delivery channels
- REST API (tiered rate limits and lookback by SKU)
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Webhooks for fresh hedge alerts (Pro+; scoped
webhook_adminkeys) - Enterprise historical feeds + async bulk exports (Enterprise Data)
- Internal employee dashboards (separate IAP surface — not sold per-seat)
- Desk risk & strategy teams
- Data engineers wiring alert streams
- Compliance archives (enterprise feeds)
- Directional alpha or trade picks
- Automated execution
- Per-customer signal tuning
Standardized, impersonal market analytics for informational purposes only — not trading, investment, or hedging advice, and not a recommendation to transact in any market. Outputs are identical for all customers and are not tailored to any person's positions or circumstances (we never ingest customer positions, inventory, or P&L). Past performance, including live scored history and backtests, does not guarantee future results. All decisions remain yours.