AI Price PatternsVector Intelligence Engine v2.0

Don't Just Predict. Recall.

The market has been here before. Instantly retrieval structural analogues from deep history using high-dimensional vector search.

REL. 99.9% Uptime
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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.

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Sketch a pattern in the pad
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Hit find historical matches
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Inspect the "Glass Box" results

Sketch pattern

Draw a trajectory from left to right. The sketch will be sampled into 40 bars and scaled around the anchor price.

40 bars±25%
Draw from left to rightHold pointer or finger to sketch
ANCHOR: 100.00|POINTS:

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.

How VBRL Works

1. Retrieval

Engine scans 2.5M+ vectors to find structural analogues (KNN) matching current price action.

2. Optimization

VBRL Agent refines the forecast, calculating Expected Value (EV) and optimal risk parameters.

3. Execution

Outputs a transparent Trade Plan with precise Stops, Targets, and holding horizons.

Python SDK Now Live

Integrate vector-based market intelligence.

$ pip install aipricepatterns
View on PyPI

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."

Zero-Lag Learning

Unlike neural networks that require heavy retraining for new regimes, our VBRL memory bank adapts **instantly** to market shifts.

High-Performance HNSW

Custom-built Rust-HNSW core delivers sub-millisecond retrieval across millions of vectors.

RL Feature Factory

Accelerate AI training with episode sampling. Bridge raw price action to Reinforcement Learning pipelines.

Narrative

A living market memory built on vector similarity search: continuously identifying nuanced historical patterns that conventional models miss.

AI Price Patterns converts chaotic price streams into structurally aware, probability‑ranked scenario space. By recalling analogous regimes through visual matching, it reframes decision‑making around ranges, risk asymmetry and adaptive sizing.

For Hedge Funds & Prop Desks

Don't Sell Alpha. Sell Intelligence.

Discover how our "Context-Aware Memory" infrastructure empowers Quants to validate hypotheses in seconds.

Platform Architecture

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.

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