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Premium Analytics Layer

Quant Intelligence

Turn raw market data into probability-based insights. From precomputed analytics to AI-powered natural language queries — the data layer that powers smart trading decisions.

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11.9μs
Query Latency
469K/s
Events Throughput
< 10ms
Bar Generation
40K+
Queries/Second
Built for Performance & Scale

Architecture

Client Layer

  • Web App (React)
  • Python SDK
  • AI Query Engine

API Layer

  • REST API
  • WebSocket Streaming
  • Analytics Endpoints

Processing Layer

  • Rust Core (469K/s)
  • Elixir Query Service
  • Go Control Plane

Storage Layer

  • Parquet Columnar
  • WAL Durability
  • Point-in-Time Snapshots
Answers to Your Data Layer Questions

Technical Capabilities

Where does the data live?

32 partitions

Apache Parquet files with SNAPPY compression, organized into 32 fixed partitions using consistent hashing.

  • By Symbol: entity_id = 'NQ' or 'BTC'
  • By Session: event_type tags for RTH/ETH
  • By Date: Microsecond timestamp precision

How fast is time slicing?

11.9μs p99

11.9μs indexed lookups with O(1) complexity. Generate 1-minute bars for a full trading session in under 10ms.

  • Symbol lookup: 11.9μs (indexed)
  • 1-minute bars (6.5 hrs): < 10ms
  • Time range slice (1M events): < 5ms

How are corrections handled?

100% traceable

Immutable append-only event sourcing with correction events. Full audit trails with as_of temporal queries.

  • Original events are never modified
  • Corrections appended with references
  • as_of queries show pre-correction state

Can past analysis be reproduced?

Exact replay

Yes — automatic snapshots, as_of queries, and event replay engine ensure exact reproducibility.

  • Snapshots: Every 100 events or 1 hour
  • as_of queries: Point-in-time state
  • Event Replay: Full deterministic replay

How easy is Python integration?

Multi-platform

REST API ready with pandas-compatible responses. WebSocket streaming for real-time updates. SDK coming soon.

  • REST API: GET /api/v1/events/query
  • WebSocket: WS /api/v1/events/stream
  • Returns JSON convertible to DataFrame

Does it support concurrent users?

40K+ qps

Lock-free DashMap architecture handles 40K+ queries/sec with graceful latency degradation under load.

  • 10 users: 12μs latency, ~83K qps
  • 100 users: 15μs latency, ~66K qps
  • 1000 users: 25μs latency, ~40K qps
Analytics & AI Query Endpoints

API Design

api-reference.ts
GET/api/v1/analytics/frequency// Event frequency bucketed by time window
GET/api/v1/analytics/summary// Statistical summary of events
GET/api/v1/analytics/correlation// Event correlation analysis
GET/api/v1/quant/distributions/{symbol}Coming Soon// Probability distributions (Phase 1)
POST/api/v1/quant/analyzeComing Soon// Custom analysis requests (Phase 2)
POST/api/v1/quant/askComing Soon// Natural language queries (Phase 3)
Natural Language to Insights

AI Query Interface

Ask questions about market behavior in plain English. The AI translates your query into optimized analytics and returns probability-based answers.

AI Query InterfacePhase 3
Your question:
"What's the probability of NQ making new session highs after a gap up greater than 0.5% on Mondays?"
Generated SQL:
WITH gap_days AS (
  SELECT date, open, high, prev_close,
         (open - prev_close) / prev_close * 100 AS gap_pct
  FROM daily_bars
  WHERE symbol = 'NQ'
    AND EXTRACT(DOW FROM date) = 1
    AND (open - prev_close) / prev_close * 100 > 0.5
)
SELECT
  COUNT(*) AS total_samples,
  SUM(CASE WHEN high > open THEN 1 ELSE 0 END) AS made_new_high,
  AVG(CASE WHEN high > open THEN 1.0 ELSE 0.0 END) AS probability
FROM gap_days
Answer:

Based on 52 samples over 5 years of Monday gap-up sessions for NQ:

65.4%
Probability
51.2% - 79.6%
95% Confidence
52
Sample Size
From Analytics to AI

Roadmap

Phase 1Now

Precomputed Analytics

  • NQ/BTC probability distributions
  • Basic regime classification
  • Canned analytics queries
  • < 10ms response times
Phase 2Q2 2025

Dynamic Query Engine

  • Custom filter conditions
  • Multi-symbol analysis
  • Strategy backtesting
  • Risk metrics calculation
Phase 3Q3 2025

AI-Powered Queries

  • Natural language interface
  • Auto-generated insights
  • Strategy recommendations
  • Anomaly detection alerts

Ready to Build Smarter?

Get early access to Quant Intelligence and start turning market data into probability-based insights.

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