Don't Just Predict.
Recall.
The market has been here before. Instantly find the exact historical moments that match today's price action using high-dimensional vector search.
Test the Engine:
Sketch-to-Search
Markets exhibit structural symmetry. Draw a hypothetical price trajectory and our engine will instantly surface the most similar moments from Bitcoin's history.
Sketch pattern
Draw a trajectory from left to right. The sketch will be sampled into 40 bars and scaled around the anchor price.
The "Glass Box" Advantage
Modern markets operate in regimes that legacy models fail to recognize. Neural networks provide signals but act as "Black Boxes"—lacking explainability and making them unsuitable for managing large capital due to compliance and risk constraints.
AI Price Patterns: The "Glass Box" Methodology.
Our engine doesn't just "predict" the future; it instantly recalls historical analogues for the current situation using high-dimensional vector search. Every signal is backed by concrete evidence you can inspect.
Supports Cross-Asset Matching: find how a BTC pattern played out in ETH, SOL, or equities to identify structural market symmetries.
⚡ Python SDK Now Live
Integrate vector-based market intelligence into your own quant stack.
Regime Detection & Context.
By identifying "Novel" vs "Known" regimes, the system automatically flags high-uncertainty environments where algorithmic strategies should be disabled. We calculate VaR based on context, not just recent volatility.
→ Why It Matters.
"Black Box" AI
Opaque signals, no "why"
Linear Models
Fail in novel regimes
"Glass Box" Search
Evidence-based & auditable
Technical Advantages
Forensic Validation
Strictly audited walk-forward backtesting with **zero look-ahead bias**. Our Rust engine enforces physical separation between "search time" and "outcome data."
High-Performance HNSW
Custom-built Rust-HNSW core delivers sub-millisecond retrieval across millions of vectors. Optimized math for precise visual similarity and cross-asset correlation.
RL Feature Factory
Accelerate AI training with episode sampling. Bridge raw price action to Reinforcement Learning pipelines using "Market Memory" as a high-fidelity input.
Narrative
A living market memory built on vector similarity search: continuously identifying nuanced historical patterns that conventional models miss, delivering actionable probabilistic context for funds, quant desks and advanced traders.
AI Price Patterns converts chaotic price streams into structurally aware, probability‑ranked scenario space. By recalling analogous regimes through vector-based visual matching and projecting distributional envelopes instead of single points, it reframes decision‑making around ranges, risk asymmetry and adaptive sizing. Accuracy is audited continuously; patterns remain explainable without the opacity of neural network black boxes.
Don't Sell Alpha.
Sell Intelligence.
Discover how our "Context-Aware Memory" infrastructure empowers Quants to validate hypotheses in seconds and Risk Managers to see the "Graveyard of Analogues".
Platform Capabilities
Context-Aware Search
Search historical regimes by structural similarity. Find 'looks like' and 'behaves like' patterns instantly.
Adaptive Envelopes
Forward scenario envelopes aggregated from similar patterns. See the full range of outcomes, not just a guess.
Regime-Based Risk
Dynamic guardrails & sizing based on 'Novel' vs 'Known' regime detection. Risk is context-dependent.
Glass Box Transparency
Inspect every matched cohort. Full auditability of why a signal was generated. Zero black-box opacity.
Get In Touch
Need enterprise integration, latency profiles or API throughput specs? We tailor coverage (assets, depth, horizon) & delivery (websocket / batch). Open the form and outline your workflow.
Ready to Elevate Your Edge?
Join quantitative teams using proprietary pattern intelligence for resilient decision workflows.