We build AI-driven market-intelligence signals for portfolio managers and quantitative teams pursuing intraday opportunities across U.S. equities and futures. Our platform delivers short-horizon forecasts for the variables that move P&L in real time—price trend, volatility, volume, and liquidity—so you can identify tactical alpha, refine hedges, and execute with lower slippage. The technology combines state-of-the-art machine learning with deep market-microstructure expertise from a founding team that has built solutions at Goldman Sachs, JPMC, Wells Fargo, UBS, Fidelity, and Itaú Unibanco. Under the hood, we use transformer-style architectures (in the family of models behind LLMs), purpose-trained on numerical time-series—specifically Level II limit order book data direct from the exchange. Signals are delivered via API and dashboards, and historical performance metrics are available at no cost. We operate as B2B SaaS, priced via signal subscriptions. Integrate in minutes with a Python API, research notebooks, and backtesting support.