Solutions
Deterministic synthetic market data for every use case in quantitative finance. From strategy backtesting to DeFi protocol security.
Synthetic Market Data
Generate infinite, deterministic market scenarios for backtesting and stress testing. Break free from the constraints of historical data.
Learn moreCrypto Backtesting API
Synthetic crypto market data for perpetuals, spot, and DeFi. Multi-venue support for Binance, HyperLiquid, OKX, Bybit, CME, and SGX.
Learn moreDeFi Protocol Simulation
Stress test smart contracts against flash loan attacks, liquidation cascades, oracle manipulation, and MEV scenarios.
Learn moreDeFi Risk Modeling
Scenario analysis for lending markets, liquidation mechanics, and protocol stress testing with agent-based dynamics.
Learn moreAI Agent Training
The training ground for financial AI agents. MCP-native integration lets LLMs and trading bots request infinite synthetic scenarios on demand.
Learn moreWhy Aleatoric?
Markets are inherently aleatoric - driven by chaotic, irreducibly random forces. Traditional backtesting fails because it overfits to historical patterns that never repeat.
We solve this paradox by generating deterministic synthetic scenarios that preserve the statistical properties of real markets while exploring counterfactual regimes your strategy has never seen.
- Deterministic Seeds: Every dataset is reproducible via cryptographic manifest
- Multi-Venue: Binance, HyperLiquid, OKX, Bybit, CME, SGX simulation
- L2 Order Books: Realistic bid/ask depth with queue position modeling
- Funding Mechanics: Venue-specific perpetual funding rate simulation
- MCP Native: Model Context Protocol support for AI integrations