Decode the Hidden State of the Market
Stop trading blind indicators. Use our Hidden Markov Model (HMM) API to identify market regimes, reduce whipsaw, and optimize your RoMaD.
ML Regime Scoring
0-100 deterministic scoring using multi-dimensional HMM (Returns, Volatility, ADX, and Range).
Whipsaw Reduction
Filter false trend signals. Identify "Chop" regimes before they bleed your strategy dry.
20+ Alpha Factors
Deep technical library: RSI, Bollinger Bands, MACD, and Candle Patterns, pre-calculated for every bar.
Built for Backtesters
Our data structures are built to drop directly into frameworks like Lumibot, Backtrader, or custom Python engines. No more manual math. Just alpha.
- Up to 11 years of daily historical data
- Standardized JSON optimized for Pandas DataFrames
# Filter trend entries by Regime
if sma50 > sma200 and regime_score > 75:
execute_long_trade()
# Exit early on regime collapse
if regime_score < 25:
liquidate_all_positions()
Comprehensive Alpha Payloads
{
"message": "Hourly data for BTC-USD with 40 candles.",
"data": [
{
"ticker": "BTC-USD",
"datetime": "2026-02-10T21:00:00",
"vwap": 69203.52,
"open": 68724.52,
"high": 68949.48,
"low": 68329.99,
"close": 68582.77,
"volume": 1605283840,
"sma_50": 69738.08,
"sma_200": 71282.51,
"ema_20": 69152.25,
"ema_50": 69489.49,
"ema_200": 71995.46,
"rsi_14": 42.2705,
"macd_line": -247.6883,
"macd_hist": 0.051102,
"macd_signal": -247.7394,
"adx_14": 31.1909,
"dmp_14": 996.4105,
"dmn_14": 2482.07,
"stochrsik": 45.0553,
"stochrsid": 54.8259,
"atr_14": 667.331,
"bbl_low": 68189.05,
"bbm_mid": 69084.81,
"bbu_up": 69980.57,
"candle": "3OUTSIDE",
"market_regime_score": 58.1
},
...
]
}
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