Keen Comptalorine scans global markets continuously and scores risk in milliseconds, so traders act on patterns instead of guesswork.
Dashboard view: live price feeds, risk scores, and model confidence levels updated as data arrives.
Keen Comptalorine ingests price and order-flow data from major exchanges and processes it before most dashboards finish loading.
No black-box promises. Each stage below maps to a specific function in the pipeline.
The models are trained to detect recurring structures in price and volume data, even when conditions shift quickly. Output is a probability, not a prediction of certainty.
Every position is scored against volatility and liquidity thresholds. Stop-loss triggers are calculated per asset, not applied as a flat rule.
REST and WebSocket endpoints connect signals directly to your execution system. Orders can be routed automatically or queued for manual approval.
Keen Comptalorine was built to give traders and analysts a direct line to market structure — without the noise of speculative commentary. The platform focuses on three things: ingesting data fast, scoring risk honestly, and giving analysts clear, auditable outputs.
Every signal is traceable back to the data that produced it. That matters for day traders making quick decisions and for analysts documenting strategy for institutional review.
Data processing runs on infrastructure configured to regional reliability standards, with encryption applied at every stage of the pipeline.
Trading data and account activity are processed solely to generate analysis and risk scores for the account holder. No raw trading data is shared with third parties for marketing or resale purposes. Access logs are retained for audit and security review.
Infrastructure monitoring and access controls are reviewed on a recurring basis to align with current data protection practice in Singapore.
The same data pipeline supports different workflows, depending on how fast decisions need to move.
Identify trends before they peak by watching risk scores shift across multiple pairs at once, instead of monitoring charts manually.
Backtest strategies against historical volatility using the same models that generate live signals, so results stay consistent across time frames.
Automate repetitive monitoring across a portfolio, freeing time to focus on position sizing and longer-term allocation decisions.
Direct answers to the questions that come up most often from technical teams.
Yes. Both REST and WebSocket endpoints are available. REST is used for historical queries and account management; WebSocket delivers live signal and price data for real-time applications.
Data is sourced directly from exchange feeds across the 500+ supported trading pairs. Each feed is normalized before entering the analysis pipeline, so output format stays consistent regardless of source venue.
Models produce probability-weighted signals, not guaranteed outcomes. Accuracy varies by asset and market condition, and every signal includes a confidence score so you can weigh it against your own criteria.
Latency is typically under a few hundred milliseconds from feed intake to signal output. Network conditions between your execution system and our API endpoint can add additional delay on your end.
Yes. Signals and risk scores can be delivered for manual review only. Automated execution via the API is optional and can be enabled per account.
Real-time intelligence at scale, with risk scoring built into every signal. Set up an account or see the platform with a guided demo first.