MultiEdge.ai Signal Fabric

MultiEdge Signal Fabric

AI Market Signals for Quant Models & Trading Agents

Regime, sentiment, macro, cross-asset momentum, and composite signal features — delivered through API, WebSocket, and webhooks. Not buy/sell alerts. Signal infrastructure.

REST API WebSocket streaming Webhook alerts Model-ready features Azure-ready SaaS
The problem

Your quant team should not become a data engineering team.

Every new signal source adds ingestion, normalization, QA, model validation, monitoring, and delivery work. Signal Fabric gives teams a production-ready feature layer so they can focus on models, agents, and portfolio decisions.

Quant teams

Less pipeline drag

Stop rebuilding ingestion, validation, and quality-control workflows for each new market, macro, news, or alternative-data source.

AI agent builders

Context without plumbing

Feed market-regime, sentiment, macro, and momentum context into trading agents without building the signal layer yourself.

Asset managers

Regime-aware decisions

Add machine-readable regime, macro, and momentum inputs to allocation, risk, and investment-committee workflows.

Five engines. One API.

Machine-readable market context for systematic workflows.

Use individual engines as model features, or consume the fused composite signal with confidence, component weights, and quality diagnostics.

01

Regime

Bull, bear, crisis, and mean-reversion probabilities with confidence.

02

Sentiment

LLM-powered symbol sentiment, momentum, sources, and key themes.

03

Macro

Yield curve, inflation surprise, policy probabilities, and recession risk.

04

Momentum

Multi-timeframe momentum and relative strength across asset classes.

05

Fusion

Composite signal with dynamic weights, confidence, and quality tracking.

Engine 1

Regime Detector

Classifies the market into bull, bear, crisis, or mean-reversion states with probability distributions and confidence scores.

Inputs S&P 500, VIX, yield spreads, high-yield spreads, CDS
Use case Adjust exposure, pause fragile strategies, and filter momentum by regime.
Latency Target: under 2 minutes end-to-end.
Output State probabilities, confidence, and regime duration.
{
  "timestamp": "2026-03-21T13:45:00Z",
  "regime": {
    "bull": 0.72,
    "bear": 0.15,
    "crisis": 0.03,
    "mean_reversion": 0.10
  },
  "confidence": 0.85,
  "regime_duration_days": 47
}
Engine 2

Sentiment Analyzer

Converts earnings calls, filings, news, and social sources into per-symbol sentiment scores, momentum, source counts, and key themes.

Inputs News, filings, transcripts, social data, and earnings events.
Use case Feed sentiment into factors, alerts, watchlists, and agent context.
Latency Target: under 3 minutes for news-driven updates.
Output Score, momentum, themes, source count, and confidence.
{
  "symbol": "NVDA",
  "sentiment_score": 0.78,
  "sentiment_momentum": 0.12,
  "sources_analyzed": 47,
  "key_themes": [
    "AI demand",
    "data center growth",
    "China exposure"
  ],
  "confidence": 0.91
}
Engine 3

Macro Signal Engine

Produces macro indicators for allocation, dashboarding, tactical risk, and strategy-regime overlays.

Indicators PMI, housing, jobless claims, inflation, yield curve, policy probabilities.
Use case Overlay macro conditions on sector rotation and allocation models.
Latency Daily morning batch for macro releases and derived indicators.
Sources FRED, World Bank, ECB, and selected public macro datasets.
{
  "macro_environment": "expansionary",
  "yield_curve_slope": 0.45,
  "inflation_surprise": -0.20,
  "fed_hike_prob_60d": 0.23,
  "recession_prob_12m": 0.18
}
Engine 4

Cross-Asset Momentum

Calculates multi-timeframe momentum and relative-strength rankings across equities, bonds, commodities, FX, and crypto.

Timeframes 1d, 5d, 21d, 63d, and 252d momentum windows.
Use case Trend following, sector rotation, ranking, screening, and filters.
Latency Target: under 1 second for price-driven updates.
Output Scores, percentile rank, sector, and asset-class metadata.
{
  "symbol": "SPY",
  "momentum_1d": 0.02,
  "momentum_5d": 0.08,
  "momentum_21d": 0.15,
  "momentum_63d": 0.22,
  "momentum_252d": 0.35,
  "rank_percentile": 87,
  "sector": "broad_market"
}
Engine 5

Signal Fusion & Quality

Blends regime, sentiment, momentum, and macro components into composite features with dynamic weights and ongoing quality checks.

Quality metrics Sharpe ratio, information coefficient, win rate, and turnover.
Use case Consume one scored feature while retaining component transparency.
Controls Degraded signals can be flagged, reviewed, or disabled.
Output Composite score, confidence, weights, components, and interpretation.
{
  "symbol": "AAPL",
  "composite_signal": {
    "score": 0.68,
    "confidence": 0.82,
    "components": {
      "regime": {
        "state": "bull",
        "weight": 0.30
      },
      "sentiment": {
        "score": 0.78,
        "weight": 0.25
      },
      "momentum": {
        "percentile": 87,
        "weight": 0.25
      },
      "macro": {
        "environment": "expansionary",
        "weight": 0.20
      }
    }
  },
  "backtest_performance": {
    "sharpe_ratio_6m": 1.42,
    "information_coefficient": 0.18,
    "win_rate": 0.64
  }
}
Developer experience

Production-ready signal delivery in minutes, not months.

Consume signals through REST for request-response workflows, WebSocket for streaming updates, and webhooks for event-driven alerts.

Ingest Market, macro, news, filings, transcripts, and alternative data sources.
Normalize Clean schemas, timestamps, symbols, asset classes, and source metadata.
Model Run regime, sentiment, macro, momentum, and fusion engines.
Validate Track confidence, Sharpe, IC, turnover, and signal degradation.
Deliver Expose features through API, WebSocket, webhook, SDK, or dashboard.
REST API

Query signals on demand

Use API endpoints for regime, sentiment, macro, momentum, composite signal, and quality diagnostics.

p95 Target response below 200ms
WebSocket

Stream live updates

Subscribe to channels for symbols, sectors, regimes, or signal families and feed event-driven trading infrastructure.

WSS Live signal channels
Webhooks

Trigger workflows

Push alerts when regimes change, sentiment breaches thresholds, or composite signals cross defined conditions.

Event Driven integration
Who uses it

Built for teams that need features, not another raw data feed.

Signal Fabric is designed for quantitative funds, AI-agent developers, asset managers, and systematic traders that need standardized market context.

Quant hedge funds

Enrich models without hiring a signal team

  • Feed regime probabilities into allocation models
  • Overlay sentiment momentum on factor portfolios
  • Monitor macro indicators for strategy regime-switching
  • Use quality metrics to filter unstable signals
Fintech AI developers

Give trading agents real-time market context

  • Plug regime, sentiment, and macro into LLM-based agents
  • Use composite scores as reinforcement-learning features
  • Stream updates into event-driven architectures
  • Ship product instead of building data infrastructure
Asset managers

Automate regime-aware portfolio overlays

  • Track risk-on and risk-off conditions
  • Monitor sector rotation and cross-asset momentum
  • Feed macro probabilities into investment dashboards
  • Support investment-committee decisions with structured signals
Systematic traders

Expand capacity across assets and timeframes

  • Screen equities, bonds, FX, crypto, and commodities
  • Use 1d to 252d relative-strength rankings
  • Combine momentum with regime filters
  • Build trend-following, rotation, and risk-control features
Positioning

API-first signal infrastructure without terminal lock-in.

Signal Fabric is not a terminal replacement. It is a model-ready signal layer for teams that want processed features, streaming delivery, and quality tracking.

Dimension MultiEdge Signal Fabric Terminal-first platforms Raw market-data APIs News-sentiment vendors
Primary user Quant models, trading agents, data platforms Analysts, PMs, sales/trading desks Developers and data engineers News analytics and research teams
Delivery REST API, WebSocket, webhooks, SDKs Terminal plus selected APIs API-first raw data API and dashboards
Signal processing Pre-computed regime, sentiment, macro, momentum, fusion Raw data plus analytics tools Mostly raw OHLCV, tick, reference, or fundamentals Mostly news and sentiment features
Quality tracking Sharpe, information coefficient, turnover, degradation checks Manual or proprietary Generally user-owned Vendor-specific methodology
Best fit Teams that need model-ready features and streaming signals Teams that need broad human-facing market workstations Teams with data engineering and quant research capacity Teams focused mainly on media and narrative signals
FAQ

Common questions before integration.

Signal Fabric provides machine-readable features for your own models, dashboards, agents, and decision systems.

Is MultiEdge a buy/sell signal service?

No. MultiEdge delivers machine-readable signal features such as regime state, sentiment scores, macro indicators, momentum rankings, confidence, and quality metrics. You make the trading, allocation, and risk decisions.

How is this different from a raw market-data API?

Raw APIs usually provide prices, ticks, bars, reference data, or news feeds. Signal Fabric processes data into model-ready features that can feed quant models, agents, dashboards, alerts, and portfolio workflows.

Can I use only one signal family?

Yes. Teams can consume individual signal engines, such as regime or sentiment, or use the composite signal layer that blends engines with dynamic weights.

How do you reduce overfitting risk?

Signals should be validated with walk-forward analysis, out-of-sample testing, rolling performance metrics, information coefficient checks, turnover analysis, and degradation monitoring before being trusted in production.

Can I create custom signal blends?

Yes. Enterprise deployments can define custom signal weights, custom universes, proprietary feature blends, private endpoints, and client-specific monitoring rules.

Is this available through Azure Marketplace?

MultiEdge Signal Fabric can be positioned as an Azure-ready SaaS offer for enterprise procurement and Azure-based deployment discussions.

Want signal infrastructure without rebuilding the stack?

Request API access or book a technical scoping call to map your universe, signal families, latency targets, delivery method, and integration path.

Request API access
Important disclosure: MultiEdge Signal Fabric provides machine-readable data features and analytical signals for research, technology, and decision-support workflows. It does not provide investment, legal, tax, regulatory, or financial advice. It is not a buy/sell alert service, trade recommendation service, or solicitation to transact in any financial product. Users remain solely responsible for model validation, risk controls, trading decisions, and regulatory compliance.
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