Quantitative research & live market systems

Market structure, read in real time.

LateralIndices turns raw tick data into ranked, confidence-scored signals — built on adaptive models that relearn continuously, not on a fixed schedule.


What we offer

Products built for desks. Services built for teams.

Use our systems directly, or have us run and tune them against your own venues and constraints.

LI-MKT.01

Market Intelligence Suite

Cross-sectional dominance scoring and rolling momentum ranking across hundreds of markets, refreshed on every tick.

Dominance ranking Momentum scoring Liquidity filters
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LI-SIG.02

Signal Engine

Per-market online-learning models that adapt continuously and surface entry signals with calibrated confidence bands.

Online learning Confidence-scored signals Adaptive retraining
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LI-FEAT.03

Feature & Data Layer

A streaming feature pipeline — volatility, spread, relative volume, cross-market z-scores — built for low-latency inference.

Streaming features Cross-market z-scores Low-latency
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LI-SVC.04

Managed Signal Feeds

We run and maintain the model fleet; you receive structured signal output via API, file drop, or your existing data warehouse.

API delivery Warehouse sync SLA-backed
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LI-SVC.05

Custom Model Engineering

Bespoke feature sets and model architectures tuned to your venues, asset classes, and risk constraints.

Bespoke features Venue-specific tuning Risk-aware targets
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LI-SVC.06

Research & Backtesting

Historical replay and evaluation infrastructure to validate strategies before they ever see live capital.

Tick replay Strategy evaluation Pre-live validation
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Under the hood

What the system actually does

No black box — here's the mechanical core every product and service is built on.

01

Real-time ingestion

Continuous tick-level ingestion across markets with automatic gap recovery.

02

Adaptive models

Per-market models that retrain online as conditions shift, not on a fixed schedule.

03

Cross-market context

Every prediction is informed by relative volume and momentum across the full market set.

04

Bounded risk logic

Prediction and target clamping keep model output within sane, explainable ranges.

Methodology

From raw tick to delivered signal

A continuous loop, not a batch job — each stage feeds the next on every cycle.

INGEST

Capture

Ticks are pulled and normalized across all tracked markets in real time.

TRANSFORM

Engineer

Rolling, cross-sectional, and liquidity features are computed per market.

LEARN

Adapt

Models update continuously from realized outcomes, not static retraining cycles.

DELIVER

Signal

Confidence-scored output is delivered to your systems via API or feed.


Get in touch

Tell us what you're trying to read.

Whether it's a single venue or a full cross-market deployment, we'll scope it with you.

  • Typical reply time is under one business day.
  • No commitment required to discuss scope or a pilot.
  • Existing infrastructure can usually be integrated, not replaced.
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