Institutional-grade sentiment intelligence powered by chaos theory, crowd dynamics, and 12+ real-time data sources. Built for quantitative traders.
High crowd coherence detected (r=0.89). Trend reversal likely.
A complete suite of sentiment analysis tools built for professional traders.
Real-time aggregated sentiment from 12+ sources with sub-second latency.
Hurst, Lyapunov, Kuramoto — chaos theory for regime detection.
Webhooks triggered by sentiment shifts and crowd patterns.
Institutional-grade visualization with real-time metrics.
Large transaction monitoring with exchange flow analysis.
NLP-powered news aggregation with sentiment scoring.
Cross-exchange perpetual funding rate monitoring.
Live streaming for real-time trading systems.
We apply chaos theory, statistical mechanics, and nonlinear dynamics to detect regime changes before they happen.
Measures market memory. H > 0.5 indicates trending behavior.
Quantifies chaos. High λ warns of unpredictable conditions.
Measures crowd sync. High r signals herding behavior.
Start free. Scale when you're ready.
For exploration and testing
For active traders
For institutions