SigmaGrid

The missing institutional anchor for 24/7 synthetic-equity perpetuals

Institutional fundamentals for SPY-PERP, QQQ-PERP, TSLA-PERP and more. Delivered as clean, real-time JSON signals designed from day one for AI agents.

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Purpose

Institutional fundamentals for agent-driven markets

Traditional equity markets run on robust anchors: fair value, volatility forecasts, drift, regime classification, and event sensitivity. Crypto synthetic-equity perpetuals trade 24/7 without those anchors.

SigmaGrid supplies those institutional fundamentals as composable JSON feeds, so execution engines, quant desks, and AI agents can trust the context they are trading on.

Base URL (when live)

https://api.sigmagrid.app

Public documentation is live today. Paid API endpoints are scheduled to go live in Q1 2026. Pricing is stablecoin denominated per request via x402.

Why SigmaGrid

From toy signals to institutional gravity

Most 24/7 synthetic-equity feeds are short backtests and thin features. SigmaGrid is built on deep cash-equity history, regime models that survived GFC, Covid, and 2022, and a schema that speaks natively to agents.

Core

Mandatory institutional fields

Consistent fair value, volatility forecasts, drift, regime, and event context refreshed in real-time per ticker.

Macro

Optional macro betas

Compressed sensitivities to macro regimes: beta_macro, beta_yield,beta_dollar, beta_vol_index.

Agents

Designed for machine consumption

Stable JSON schema, per-request stablecoin pricing via x402, and explicit signal fields agents can route on immediately.