An invitation-only project at the frontier of networks and markets — for those who seek patterns before they emerge.
Private beta — limited spots, invitations released in waves.
By modeling markets as networks rather than isolated time series, we surface early signals and structural patterns missed by conventional methods — turning complexity into clarity.
Stocks, commodities, and indicators become interconnected nodes linked by influence, correlation, and lead–lag effects.
We turn the invisible fabric of global markets into actionable insights — embeddings that forecast risk regimes, directional moves, and anomalies.
Our edge is uniting graph learning, real-time infrastructure, and production ML into a single stack.
RavenPulse™ is our proprietary real-time signal propagation technology that turns market noise into foresight. The moment a signal emerges — from earnings, macro data, or sentiment — RavenPulse™ tracks how it ripples across the entire market network. By capturing these cascading effects before they become obvious, RavenPulse™ uncovers opportunities traditional methods miss, giving you an edge where timing and insight matter most.