Reliable implied distributions, risk metrics, and regime indicators across global futures, built for research and production use.
Proprietary arbitrage and noise removal produces unusually stable implied metrics that you can trust for research and production.
Implied variance, skew, kurtosis, densities, rates, dividends, not backward-looking proxies. Markets reveal expectations through options.
Equity indices, commodities, rates, credit, and digital assets handled coherently within a single, consistent framework.
Research-grade accuracy with production-grade infrastructure. Extract expectations cleanly, robustly, and honestly.
High-frequency and end-of-day implied metrics across global futures markets.
Complete probability distributions with tail risk indicators for stress testing and scenario analysis.
Automated detection of regime changes and significant events across multiple asset classes.
GARCH, stochastic volatility, and transparent machine learning models for enhanced analysis.
Alternative data for alpha research and portfolio construction.
Implied probabilities and stress diagnostics for comprehensive risk assessment.
Context, filtering, and regime awareness, not signals.
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