AI Oracle API
Endpoints The Engine Chat.Bot
Real-Time Signal Intelligence

Raw market signals,
already synthesized
for you.

A five-pass AI pipeline scoring energy flow, options positioning, dark pool activity, and geopolitical risk. Delivered as clean API endpoints. Start free in 60 seconds.

Get Free API Key View Endpoints →
600+ days live archive
73,000+ scored signals
100+ live data sources
480+ academic papers
5-pass AI synthesis
Hourly cadence
REST + webhook
The Signal
5-pass
AI Synthesis Pipeline
Scout → Analysis → Adversarial → Delta → Quality Gate. Every output stress-tested before it hits your endpoint.
400+
Days of Live Archive
Continuous signal history across energy, options, macro, and geopolitical categories. Query any window.
40+
Live Data Sources
Energy flow, AIS tanker data, CFTC COT, dark pool prints, options chain, GDELT, prediction markets. All synthesized.
0–10
Signal Confidence Score
Every incoming signal scored for directional relevance before it enters synthesis. Noise filtered at the gate.
Hourly
Synthesis Cadence
Pipeline runs continuously. Structured output updates the moment conditions shift. No stale reads.
REST
Clean JSON Output
Structured endpoints with thesis score, signal array, bear case, and velocity flags. Drops straight into your stack.
API is the protocol for AI.
Mathematical Framework
The models running under the signal.
Not dashboards. Not screeners. Sixty years of quantitative market research. Built into running code. Elliott Wave. LPPL crash fingerprinting. Hurst exponent. Fibonacci structure. Every synthesis pass is mathematically validated.
Elliott Wave
Elliott 1938
5-wave impulse, 3-wave correction. Fractal at every time scale. Wave 3 trigger detection live on QQQ.
LPPL Bubble Fingerprint
Sornette & Johansen 1997
Log-periodic power law crash signature. Herding reaches critical mass. Mathematically detectable before the event. Running live weekly.
Hurst Exponent
Hurst 1951
Market memory. H>0.5 = trend persists. H<0.5 = mean reversion. Scored weekly across all tickers.
Topological Data Analysis
Gidea & Katz 2018
Persistent homology maps market data topology. Betti number divergence precedes regime breaks. Structure changes before price does.
Rough Volatility
Engle 1982 · Gatheral 2014
Vol H≈0.1. Rougher than Brownian. GARCH is wrong. Systematic options mispricing. That gap is the edge.
Random Matrix Theory
Laloux, Bouchaud et al. 1999
Correlation matrices are mostly noise. Marchenko-Pastur defines the floor. Only outlier eigenvalues enter synthesis. 3–5 signals out of 500. 0–10 thesis score.
Fibonacci φ = 1.618 · Prechter & Frost 1978 · Livio 2002
φ
1.618033…
Retracement Levels
23.6% · 38.2% · 50% · 61.8% · 78.6%
Extension: 127.2% · 161.8% · 261.8%
Connected to every model
Elliott Wave targets · LPPL oscillation ratios
TDA topology cycles · Hurst persistence zones
API Output
What the API returns.
Structured conviction. Every signal scored and cross-validated before it reaches you. Wire it to your model, your alert system, or your own dashboard.
AI models don't have eyes. They consume structured data. Your model calls /thesis, receives a conviction score, and acts. No browser. No chart. No analyst in the loop.

Capital is moving from humans at terminals to models calling APIs. The model with the best data feed wins.

The API isn't a feature. It's the interface layer for the next generation of market participants.
GET /api/v1/thesis  ·  200 OK
{
  "conviction_score": 8.4,
  "direction":        "BULLISH",
  "category":         "energy/crude",
  "narrative":        "OFAC velocity up. CFTC net long +12K. Insider clustering CVX/OXY/SLB.",
  "signals": [
    { "source": "OFAC",  "score": 9, "signal": "Iran tankers designated, AIS dark" },
    { "source": "CFTC",  "score": 8, "signal": "Managed money net long +12,400"  },
    { "source": "EDGAR", "score": 8, "signal": "CVX CEO buy $2.1M open market"    }
  ],
  "lppl":   { "signal": "BUBBLE", "score": 62, "tc_date": "2026-07-03" },
  "hurst":  { "H": 0.67, "regime": "TRENDING" },
  "webhook_fired": true
}
Signal Track Record
What the system caught before the crowd knew.
The ORACLE stack doesn't predict. It surfaces what the data already says. Before the narrative forms. Before the analyst note drops. Before the move completes.
OFAC → Crude Direction
35-day lead time.
OFAC designation velocity on Iran-linked tankers accelerated. AIS tracking confirmed vessels going dark in the Strait of Hormuz. OFAC signal score: 9/10. CFTC managed money positioning shifted long. Crude position built before the narrative hit financial media.
Sources: OFAC SDN  ·  AIS tanker tracking  ·  CFTC COT  ·  1,480 sanctioned vessels monitored
Insider Clustering → Earnings
Multiple insiders. Same window.
EDGAR Form 4 flagged insider buy clustering across CVX, OXY, and SLB within a 14-day window. All open market purchases, CEO and CFO level. Score 8-9. The synthesis layer connected the dots: energy sector setup. Positions built ahead of quarterly reports.
Sources: EDGAR Form 4  ·  CIK-level tracking  ·  87 transactions indexed  ·  daily ingestion
LPPL Fingerprint → Bubble Warning
Sornette's signature. Live.
Weekly LPPL scan detected bubble signature on IWM: score 74/100, log-periodic frequency ω=6.7 (Sornette sweet spot 6–13), critical window May 19. Same mathematical pattern confirmed in 1929, 1987, and 1997 Hong Kong crashes. Not a prediction. A fingerprint. The data said watch this.
Model: Sornette & Johansen (1997)  ·  Data: ohlcv_daily, 25yr history  ·  Runs: Sunday 7am MDT
Dark Pool Divergence → Reversal
Institutions buying while retail sold.
Dark pool DIX on SPY elevated 68%+ while options flow showed retail put buying. Sentiment divergence. The synthesis: institutional accumulation under retail fear. Dark pool signal cross-validated against Hurst regime (H=0.61, trending) and CFTC positioning. Contrarian setup confirmed by three independent layers.
Sources: Dark pool flow  ·  Unusual Whales  ·  CFTC COT  ·  Hurst 52-week  ·  VIX term structure
Pricing
Built for serious capital.
265 calibrated signals. Live synthesis. OFAC lead data. Full archive access. No dashboards. No noise.
Institutional from $2,000/mo · alphasynth.net →
Free
$0/mo
10 requests/day · No card required
Try the signal stack. One time, no commitment.
  • Live thesis endpoint
  • Score 9+ signals only
  • Terminal chat access
  • API key via email instantly
Signal
$250/mo
500 API calls / day
For systematic traders and serious analysts
  • Full signal stack, all 265 sources
  • Daily thesis + calibration summary
  • OFAC designation tracker
  • Options flow calibration data
  • Terminal chat access
  • All endpoints
Subscribe · $250/mo
Analyst
$500/mo
2,000 API calls / day
For portfolio managers and quant teams
  • Everything in Signal
  • Live synthesis output: narrative + contradictions
  • Webhook push delivery
  • Custom signal weighting
  • Raw signal export
  • Direct support line
  • Priority queue
Subscribe · $500/mo
Portfolio
$1,000/mo
Unlimited · SLA · Direct line
For allocators and small funds
  • Everything in Analyst
  • Custom endpoints + data pipeline
  • Dedicated infrastructure
  • Full historical archive export
  • White-label options
  • Direct onboarding call
Subscribe · $1,000/mo
Endpoints
Everything you need. Nothing you don't.
All endpoints return structured JSON. Authenticate with X-API-Key header.
GET
/signals/top
Highest-scored signals, last 24h. Filter by category, min score, time window.
GET
/synthesis
Latest AI synthesis: narrative, thesis check, bear case, contradictions flagged.
GET
/thesis
Daily thesis confidence score, directional status, top confirms and threats.
GET
/alerts
High-threshold alerts with level, source, score, and reason narrative.
GET
/xle/flow
XLE sector ETF options flow: call/put volume, premium, 5-day trend.
GET
/greeks/{ticker}
Dealer greek exposure: delta, gamma, charm, vanna with directional bias.
GET
/signals/crossval
Dual-engine AI divergence flags. High delta = contested signal, review before acting.
GET
/signals/velocity
Active velocity spikes: categories accelerating in signal volume right now.
GET
/market/pcr
Market-wide put/call ratio with bias tag: CALL_heavy / PUT_heavy / NEUTRAL.
# Authenticate with X-API-Key header

curl https://api.quantsynth.net/signals/top \
  -H "X-API-Key: your_api_key" \
  -G -d "min_score=8" -d "hours=24"

# Response
{
  "count": 4,
  "signals": [
    {
      "cat": "OIL_HORMUZ",
      "title": "Iranian fleet AIS dark near Hormuz",
      "thesis_score": 9,
      "scored_at": "2026-05-10T06:58:00Z"
    }
  ]
}
The Engine
Five passes. One clean read.
Every output is the result of a five-pass AI process. Not a single model call. The pipeline stress-tests its own conclusions before anything reaches your endpoint.
DATA INGESTION
├── Energy & Commodities   Crude flow · inventory · AIS tanker · futures positioning
├── Options Market         Index flow · dark pool · put/call · dealer greeks
├── Macro / Geopolitical   News wire · rates · central bank signals · prediction markets
└── Equity Flow            Sector ETF flow · institutional & insider prints

          ▼
PASS 1: Nemo Scout       Scores every signal 0–10. Noise filtered at gate.
          ▼
PASS 2: Groq Llama 70B   Pattern recognition · velocity detection · narrative build
          ▼
PASS 3: Adversarial      Independent bear case · contradiction surfacing · stress test
          ▼
PASS 4: Delta Engine     Resolves divergence → confidence score · bias · narrative
          ▼
PASS 5: Quality Gate     Self-audits output · flags inflated confidence · hold or ship

          ▼
OUTPUT
├── REST API   /thesis · /synthesis · /signals · /alerts · /greeks · /flow
├── Webhook    Push on threshold breach (Elite + Unlimited)
└── Chatbot    Live Q&A over full signal archive · chat.quantsynth.net
Free API Access
10 requests/day · No credit card required