FOR MARKET DATA BROKERS & TRADING PLATFORMS

Statistical infrastructure for online brokerages, trading platforms, and market data providers.

Retail brokers, discount brokerages, execution venues, and multi-asset trading platforms operate on the same technical indicators their users already distrust. We replace guesswork with exhaustive enumeration. Your platform skins it. We power it.

Forex·Equities·Crypto·Commodities

THE LANDSCAPE

Every platform ships the same indicators. None of them ship the statistics.

Online brokerages, CFD providers, spread betting platforms, social trading networks, copy trading services, robo-advisory platforms, and algorithmic trading venues all provide charting tools. RSI, MACD, Bollinger Bands, moving average crossovers. The same set, the same default parameters. Your users pick RSI(14) because the platform defaults to it, not because it has been statistically validated for their chosen asset at their chosen timeframe. The parameters they trust have never been tested against the full parameter space. We compute every configuration. Your platform delivers the results.

WHITE-LABEL API

Your brand. Our computation.

Embedded Widget

Drop a single iframe or JS bundle into your trading terminal. Users see indicator enumeration results inside your UI, under your brand. No redirects. No context switching.

REST / WebSocket API

Build your own UX on top of our engine. Send OHLCV, receive ranked configurations with MFE/MAE distributions. Your front-end, our compute layer. Compatible with MetaTrader, cTrader, and proprietary platforms.

Revenue Models

Flat monthly license, per-call metering, or revenue share on premium features. Flexible commercial models for retail brokerages, professional trading desks, and institutional execution venues.

Dedicated Infrastructure

Multi-tenant or dedicated ephemeral compute. SLA-backed uptime. Your users never see us. We never see your users. All computation on AWS infrastructure with regional deployment options.

WHAT IT LOOKS LIKE

One button changes everything.

Your trading terminal already has dozens of buttons. Your users already ignore most of them. We add one that changes the quality of every decision they make.

[YOUR BRAND] — Trading Terminal v4.2.1
WATCHLIST
BTC/USD67,842.30
ETH/USD3,421.18
EUR/USD1.0847
AAPL189.72
GOLD2,341.50
POSITIONS
BTC/USD+$1,240
ACCOUNT
Balance$52,418
Margin$4,200
Free$48,218
BTC/USD5mO 67,801 H 67,890 L 67,782 C 67,842
RSI(14) 62.4EMA(20) 67,410MACD(12,26,9) +48.2
0.1 BTC
Market
67,200
68,400

Every platform has Market, Limit, Stop, Indicators, Drawing tools. Your users already know how to trade. What they do not have is the statistical landscape underneath the indicator they just applied. S1 Stats delivers that. One button. Full enumeration. Periods 1 to 14,000. No other trading terminal on the market offers this.

WHEN THEY CLICK S1 STATS

What happens under the hood.

1

User selects asset + indicator

BTC/USD with RSI, MACD, EMA, or any supported family. The platform sends the OHLCV feed to our engine.

2

Full parameter sweep

Every integer period from 1 to 14,000 across all crossover combinations. Walk-forward survival, permutation null, MFE/MAE distributions computed for each configuration. One million configs at a time.

3

Results returned to your UI

Ranked configurations, statistical confidence metrics, distribution shapes. Displayed in your brand, your layout, your design language. The user never leaves your platform.

WHITE-LABEL ACCESS

Your users. Our infrastructure. Their own login.

The same way telecommunications providers bundle premium services for their subscribers, your brokerage can offer statistical enumeration as a value-added feature. Your users log in through a co-branded portal. They see your brand. We handle the computation.

END-TO-END MANAGED SERVICE

We set it up. You collect the value.

User Access Setup

We configure the authentication bridge between your user database and our platform. SSO, OAuth, SAML, or API key provisioning. Your existing identity provider works.

White-Label Integration

Co-branded login pages, embedded dashboards, and API endpoints that return results in your schema. We provide Figma templates, reference implementations, and a design liaison.

Enterprise-Rate Compute

Your users receive enterprise pricing, not retail. Volume-based billing through your brokerage. Dedicated ephemeral compute allocated per session. No shared queues, no throttling.

Regional Infrastructure

All computation runs on AWS infrastructure. For brokerages subject to data residency requirements, we deploy compute nodes in your jurisdiction. Singapore, Frankfurt, Mumbai, Sydney, or any AWS region.

Security and Compliance

Ephemeral compute instances are destroyed after each session. No user data is retained beyond the computation window. Data destruction certificates are issued per job. We comply with your regulatory environment.

Ongoing Operations

24/7 monitoring, incident escalation, capacity planning, and version upgrades. We handle the infrastructure lifecycle. Your team focuses on your platform and your users.

INTEGRATION PATH

From pilot to production in weeks.

1

Technical Discovery

We map your platform architecture, asset coverage, user tiers, and regulatory constraints. 30 minutes, technical team on both sides.

2

Sandbox Access

Your engineering team gets API credentials against our staging environment. Test with real market data. Validate latency, output schema, and integration patterns.

3

UI Integration + Co-Branding

Embed the widget, build custom views on the API, or deploy the white-label login portal. We configure the authentication bridge and co-branded assets.

4

Production Launch

Dedicated compute allocation, production API keys, regional server deployment, monitoring dashboard, and incident escalation path.

PLATFORM COMPATIBILITY

Built for the platforms your traders already use.

MetaTrader 4, MetaTrader 5, cTrader, TradingView integrations, proprietary web terminals, mobile trading apps, and desktop platforms. If it can make an HTTP request, it can query the S1 engine. We have worked with retail discount brokerages, institutional execution venues, social trading platforms, and algorithmic trading services across multiple jurisdictions.

Integration Spec

DeliveryREST API · WebSocket · Embedded widget
AssetsCrypto, FX, Equities, Commodities, Indices
Period Range1 to 14,000 (configurable bands)
Latency< 60s full family sweep
BrandingFully white-labeled
AuthSSO · OAuth · SAML · API Key
BillingFlat fee · Per-call · Rev share
InfrastructureAWS · Regional deployment · Ephemeral compute
SLA99.9% uptime guarantee
Derivatives as expression vehicles

An option or future is a contractual wrapper around a statistical edge in the underlying.

The edge itself is never in the derivative. It is in the underlying's realized volatility structure, its regime persistence, its mean-reversion half-life, its intraday seasonality. An options contract lets a desk express that edge with defined risk and nonlinear payoff. A futures contract lets them express it with margin efficiency and calendar structure. The instrument changes; the underlying statistical property being exploited does not (Black and Scholes 1973; Merton 1973).

This is why the top quantitative funds characterize the underlying first, then choose the derivative second. Volatility arbitrage desks estimate realized vol on the underlying and compare it to the implied vol priced into options (Carr and Wu 2009). Systematic futures desks identify momentum or mean-reversion regimes in the underlying and express the view through the futures curve (Moskowitz, Ooi and Pedersen 2012). In both cases, the derivative is the vehicle. The signal is the underlying.

The enumeration engine produces exactly that signal layer: exhaustive, regime-conditional characterization of the underlying's microstructure across 1M+ parameter configurations, at 1-minute resolution. Your clients running spot analysis through the platform are already sitting on the same statistical foundation that their options and futures desks source separately through vol surface vendors, single-model GARCH fits, or parametric estimators (Bollerslev 1986; Heston 1993). One compute pass covers both.

Your platform. Our engine.

Request a technical demo and sandbox access for your engineering team. We work with online brokerages, trading platforms, market data vendors, and execution venues of any size, in any jurisdiction.