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

input assets28
embedding dims128
lookback window720h
update frequencyhourly

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.

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key financial event
market state

embedding distance over time

Change in embedding distance between consecutive timesteps. Spikes indicate rapid transitions between market regimes.

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crisis score
key financial event

api

Free, no authentication required. Query the latest embedding, retrieve historical states or stream regime change signals. 60 requests per minute.

docs →

asset coverage

class
#symbolclass
01FTSE100Equities & Vol
02SP500Equities & Vol
03NIKKEIEquities & Vol
04VIXEquities & Vol
05DXYFX
06NZD-JPYFX
07AUD-JPYFX
08USD-CHFFX
09GBP-USDFX
10GBP-JPYFX
11USD-JPYFX
12NZD-USDFX
13AUD-USDFX
14EUR-CHFFX
15EUR-JPYFX
16EUR-AUDFX
17EUR-GBPFX
18GBP-AUDFX
19EUR-USDFX
20USD-CADFX
21UK2YRates
22Germany2YRates
23Germany10YRates
24UK10YRates
25US2YRates
26US10YRates
27XAU-USDPrecious Metals
28XAG-USDPrecious Metals
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