Deep-Learning Based Alpha Research
Finding the needle in the haystack.
In markets overwhelmed by data, noise, and short-lived narratives, we identify small, persistent sources of outperformance that matter over time.
Producers & Merchants
Quant funds and Data Buyers
Alpha Research for
Hedging and Risk
Raw forecasts for your own alpha construction. For a given time period,
we predict the likelihood of different price growth areas and price drop areas — delivered as a private API.
Nervous assets & scenario forecasts for
alpha research
Optimized hedging entries mean more revenue and more profit.
For Quant Experts
Producers & Merchants
Alpha Research for
Hedging and Risk
Scenario forecasting for
alpha research
Optimized hedging entries mean more revenue and more profit.
Raw forecasts for your own alpha construction. For a given time period, we predict the likelihood of different price growth areas and price drop areas — delivered as a private API.
The Product
Scenario forecasts
and nervous assets
Our six modular data products mirror our proprietary alpha research process, giving institutional investors access to the same building blocks we use to generate predictive signals. Starting with Nervous Assets, statistically identified assets whose price movements consistently lead those of a target asset, the product suite provides APIs for Nervous Assets, model ready features, and probabilistic scenario forecasts, as well as signal delivery via API or email.
Clients can access individual components or combine them into a complete research workflow, integrating seamlessly into quantitative research, portfolio construction, backtesting, and systematic trading infrastructure.
The Problem
Why quant firms
use our solutions?
Alpha generation requires discovering predictive relationships that are not yet reflected in market prices. Nervous Assets uncover statistically significant cross asset relationships that provide new market narratives and alternative sources of alpha beyond traditional factors and signals.
Rather than relying on a single price forecast, portfolio construction benefits from understanding the probability of different growth and decline scenarios across the entire price distribution. Nervous Assets provide the predictive foundation for building these probabilistic forecasts, enabling more robust alpha generation, portfolio management, and risk allocation.
What you receive:
• Nervous Asset data for market-wide or target-specific leading assets, including symbols and names
• Model-ready features for target and Nervous Assets, ready for integration into quantitative models
• Scenario forecasts with probability-based growth and decline scenarios across configurable investment horizons
• Actionable investment signals delivered via API or email
• Flexible API access to different stages of our proprietary signal-generation workflow
• Standardised infrastructure with minimal setup and integration overhead
What you receive:
• Scenarios: bull, bear, base and tail paths
• Full input transparency per DL model
• Custom frequency and target forecasting
• Private API instance
• Infrastructure with no setup overhead
• Access to our team of quant experts
Standard forecasts do not account for:
• Multi-scenario price path distributions
• Regime shifts and structural breaks
• Tail events and volatility spike scenarios
Most alpha strategies therefore rely on:
• Static or generic price assumptions
• Single-model outputs with no scenario diversity
• Narrow narrative coverage that introduces structural bias
Leading market
indicators
Nervous assets
Nervous Assets are proprietary, statistically identified assets whose price movements lead those of other assets. They form the foundation of our deep learning models and provide predictive cross asset relationships that improve forecasting and signal generation. Our six modular data products mirror this workflow, allowing clients to access exactly the components they need, from Nervous Asset APIs and model ready features to scenario forecasts and investment signals. This flexible approach supports a wide range of use cases, from quantitative research and model development to portfolio management and systematic trading.
One scenario is never enough
A full distribution of paths
A single forecast path creates blind spots. Our models generate the full scenario distribution so you can validate decisions, stress-test positions, and neutralise bias before it becomes risk.
01
Bull scenarios
Probability-weighted upside paths for defined time horizons, derived from momentum, flow and macro inputs.
Growth Path
02
Bear scenarios
Drawdown depth and velocity estimates, stress-tested against historical regimes and forward macro signals.
Drop Path
03
Tail and base scenarios
Base case and tail risk windows across the full distribution, with input attribution for every model output.
Full Distribution
Your private API instance
Unlike standard APIs, your requests are sent to a private API built exclusively for you. This ensures maximum confidentiality - your queries, positioning intentions and strategy remain entirely your own and are never shared with other clients.
Flow
Flow
Your Journey To Your Alpha
Define
Define your baseline and your policy
Opportunities
Identify an Alpha for your baseline
Reports
Client gets a report about different alpha performances and characteristics
Integration
Infrastructure Integration
Maintenance
Production and maintenance
Client Stories
Client Stories
Alpha In The Real World
European Electricity Producer
A European wind power producer hedges its production using standard power futures.
Our signals identify whether the front-month contract or a contract further along the curve better reflects expected production and market conditions. The signal-based approach was tested against a systematic hedge that only matched time periods and volumes.
The result was a measurable improvement in hedge effectiveness and a reduction in residual risk.
Grain Trading Company
A grain trading company hedges physical positions using exchange-traded futures.
Our models incorporate seasonality, forward curve structure, and liquidity dynamics to adjust hedge timing and contract selection.
Compared to a static hedging approach, the strategy improved hedge alignment with the physical exposure and reduced basis-driven volatility.
European Electricity Producer
A European wind power producer hedges its production using standard power futures.
Our signals identify whether the front-month contract or a contract further along the curve better reflects expected production and market conditions. The signal-based approach was tested against a systematic hedge that only matched time periods and volumes.
The result was a measurable improvement in hedge effectiveness and a reduction in residual risk.
Grain Trading Company
A grain trading company hedges physical positions using exchange-traded futures.
Our models incorporate seasonality, forward curve structure, and liquidity dynamics to adjust hedge timing and contract selection.
Compared to a static hedging approach, the strategy improved hedge alignment with the physical exposure and reduced basis-driven volatility.
Let us find the needles for you.
Contact us to unlock your alpha,
improve returns and protect revenue.
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Disclaimer: The information, analyses, research outputs, signals, forecasts, models, and other materials (collectively, the “Content”) provided by Needlestack Technologies Ltd. are for informational and research purposes only and are intended solely for use by professional investors, market participants, and other financially sophisticated users.