SharpeGuess delivers quantitative early-warning indicators that surface latent cross-asset stress several trading days before it becomes visible in realised volatility or spreads. The feed supports systematic allocation decisions by signalling when the statistical environment is departing from its prevailing regime.
Coverage is fully configurable: select any set of symbols or macro sleeves and receive a continuous stream of calibrated risk metrics that integrate cleanly with existing research pipelines and execution infrastructure.
Leading indicators across rates, credit, commodities, FX, crypto & vol
A market simulator with 300+ agents tunes our complex system model every night. λ-max spikes and Conditional Sharpe (CS) badges in the live feed come straight from this simulator-tuned network, giving you a glass-box view of systemic contagion in real time.
Execution-ready Kelly fractions available via gRPC API; execution logic remains client-controlled.