latent
A real-time embedding system that compresses 28 financial assets into a single 128-dimensional space. It runs across equities, FX, bonds and commodities jointly, not independently. The embedding captures cross-asset structure rather than per-asset signals. Most useful market information lives in the relationships between assets, not in any single one.
model
2d projection of the latent space
PCA over the 128-dimensional embedding. Regime transitions and cross-asset covariance shifts show up as movement in this space.
embedding distance over time
Change in embedding distance between consecutive timesteps. Spikes indicate rapid transitions between market regimes.
api
Free, no authentication required. Query the latest embedding, retrieve historical states or stream regime change signals. 60 requests per minute.
docs →asset coverage
| # | symbol | class |
|---|---|---|
| 01 | FTSE100 | Equities & Vol |
| 02 | SP500 | Equities & Vol |
| 03 | NIKKEI | Equities & Vol |
| 04 | VIX | Equities & Vol |
| 05 | DXY | FX |
| 06 | NZD-JPY | FX |
| 07 | AUD-JPY | FX |
| 08 | USD-CHF | FX |
| 09 | GBP-USD | FX |
| 10 | GBP-JPY | FX |
| 11 | USD-JPY | FX |
| 12 | NZD-USD | FX |
| 13 | AUD-USD | FX |
| 14 | EUR-CHF | FX |
| 15 | EUR-JPY | FX |
| 16 | EUR-AUD | FX |
| 17 | EUR-GBP | FX |
| 18 | GBP-AUD | FX |
| 19 | EUR-USD | FX |
| 20 | USD-CAD | FX |
| 21 | UK2Y | Rates |
| 22 | Germany2Y | Rates |
| 23 | Germany10Y | Rates |
| 24 | UK10Y | Rates |
| 25 | US2Y | Rates |
| 26 | US10Y | Rates |
| 27 | XAU-USD | Precious Metals |
| 28 | XAG-USD | Precious Metals |