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Rolling Stats
We study markets the way mathematicians study data: by counting repeatable structures and reporting their base rates.
No forecasting, no storytelling—just empirical regularities surfaced by meta-heuristics and combinatorics across your chosen universe.
What we do
We mine conditional statements of the form:
If a condition set C holds at time t (microstructure/volatility/state buckets),
then outcome O occurs within window W with base rate p and support n.
We return white-box rules: the exact conditions C, window W, hit-rate p, occurrences n, and context (session, regime, liquidity).
We do not optimize Position Sizing, Sharpe, drawdown, or PnL. We surface repeatability; you decide what to build.
Who it’s for
Experienced traders, quant researchers, and R&D teams who want fast hypothesis generation from measurable patterns—not signals.
If n is large and the base rate is stable, you have something worth testing.
Compute + audit model (Keeps you fully compliant on the Broker /Vendor /SEC /SEBI /Any Regulatory body side)
Each job runs on an ephemeral, isolated Google Cloud instance.
Data ingress via read-only keys; no write or trade permissions.
Only the small report egresses; no data retention.
Instance self-destructs; artifacts wiped.
You receive an Instance Lifecycle Certificate (creation/run/destroy timestamps, read-only scope) and a Data-Use Attestation (non-retention, non-resale).
Google Cloud audit logs back every step.
Reports are delivered via an MFA-gated secure portal; compute runs on isolated Google Cloud instances with independently audited controls (ISO 27001 / SOC 2 / PCI-DSS) and full audit logs—the same infrastructure relied on by financial institutions.
And the best part, its only OHLCV data. No private information.
Regulatory posture
This is mathematical analysis, not brokerage, advice, or execution.
Outputs are descriptive statistics, fully inspectable and reproducible.
Designed to be audit-ready: white-box methods, ephemeral compute, verified logs, corporate authority to perform statistical analytics (MOA/MSME links).
Legal note: we describe process and controls; clients should consult their own counsel for jurisdiction-specific interpretations.
Math, not advice. Compliance in a few clicks.
If you trade often—multiple times a day or tens to hundreds of times a month—you have every right to commission scientific analysis on data relevant to you. That’s what we provide: statistical computation, not financial advice. Different service class, different compliance path.
It’s mathematical research, not brokerage, execution, or advice.
Controls are built to be acceptable under heavy regimes (SEBI/SEC-style) as research/analytics.
You can now commission mathematical, scientific analysis on any OHLCV time series. This is not financial advice or prediction; it’s statistics—transparent, reproducible, white-box rules. With read-only keys, isolated Google Cloud runs, and issued audit certificates, our data handling is built to satisfy the toughest compliance expectations.
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