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[ INTRODUCING ]

Institutional Fair Value
for Crypto Perpetual Markets

Traditional equity markets close at 4pm. Crypto synthetic equity perps trade 24/7. Get institutional-grade fair value when Bloomberg terminals go dark.

API Live19 Endpointsx402 MicropaymentsHyperliquid, Avantis, Ostium
[ THE PROBLEM ]

The 24/7 Fair Value Gap

Crypto synthetic equity perpetuals trade around the clock across Hyperliquid, Avantis, and Ostium. But institutional fundamentals only exist during market hours.

2:00 AM SundayYour bot is trading
Traditional Markets
NYSECLOSED
NASDAQCLOSED
BloombergOFFLINE
Analyst DesksDARK
Your trading bot: flying blind
Crypto Perpetuals
SPY-PERP$585.80LIVE
QQQ-PERP$432.15LIVE
TSLA-PERP$248.30LIVE
Without a fundamental anchor, you overpay during thin liquidity, miss mean-reversion, and can't distinguish rich from cheap.

Traditional markets have institutional infrastructure.

Crypto perps have been guessing. Until now.

[ LIVE API ]

See Real Data in One Command

No signup. No API keys. Hit a free endpoint and see what your bot gets.

terminal
$curl -s https://api.sigmagrid.app/v1/signals/SPY
Press Run to see the live response, or copy the curl and run it yourself.

Real responses. Lightning quick.

Every tile is a real API response shape. No mocks.

GET /v1/fair-value/SPY42ms
{
  "ticker": "SPY",
  "fair_value": 585.20,
  "confidence": 0.94,
  "model": "equity_derivatives_v3",
  "updated_at": "2025-01-12T02:15:00Z"
}
GET /v1/premium/TSLA38ms
{
  "ticker": "TSLA",
  "venues": {
    "hyperliquid": { "price": 248.30, "premium_bp": -15 },
    "avantis": { "price": 248.90, "premium_bp": 9 },
    "ostium": { "price": 248.55, "premium_bp": -5 }
  },
  "fair_value": 248.60
}
GET /v1/regime/QQQ31ms
{
  "ticker": "QQQ",
  "regime": "risk_on",
  "vix": 14.2,
  "trend_strength": 0.72
}
GET /v1/event-risk/SPY35ms
{
  "ticker": "SPY",
  "event_risk": "elevated",
  "next_event": "FOMC",
  "countdown_hours": 18.5,
  "impact": "high",
  "direction_bias": "neutral",
  "vol_forecast": "+12%"
}
GET /v1/spread/NVDA44ms
{
  "ticker": "NVDA",
  "spread_bp": 52,
  "z_score": 2.1,
  "mean_reversion_prob": 0.78,
  "arb_flag": true
}
GET /v1/alpha-snapshot/AAPL47ms
{
  "ticker": "AAPL",
  "fair_value": 242.15,
  "alpha_signal": 0.034,
  "direction": "long",
  "regime": "low_vol",
  "edge_bp": 8.3,
  "confidence": 0.88,
  "venues": ["hyperliquid", "ostium"]
}
19Endpoints
$0.02Per Signal
0API Keys Needed
<50msAvg Latency
[ THE SOLUTION ]

Institutional Fundamentals, 24/7

We apply traditional equity derivatives models to crypto perpetual markets. We don't show you orderbook prices. We tell you what the price should be.

FAIR VALUE

Fair Value Anchors

Real-time institutional fair value for SPY, QQQ, IWM and MAG7 stocks. Based on equity fundamentals, volatility surface modeling, and macro sensitivity.

Updated every second, even when traditional markets are closed.
DIVERGENCE

Cross-Venue Intelligence

Track pricing across Hyperliquid, Avantis, and Ostium. Detect which venue is mispricing, find premium compression opportunities, and spot arbitrage.

Spot inefficiencies before the market corrects.
EVENT RISK

Event Risk Protection

Event-risk detection for FOMC, CPI, earnings, and geopolitical shocks. Countdown timers, impact classification, directional bias, and volatility forecasts.

Trade smarter around macro catalysts.
[ HOW IT WORKS ]

Four Layers of Intelligence

Institutional Equity Models Applied to Crypto Perps

We model the underlying equities using institutional-grade infrastructure, then project fair value onto 24/7 perp markets.

Fair value estimate (not just mid-price)
Volatility forecasts (1h, 4h, overnight)
Alpha signals and directional bias
Regime classification (trend, chop, high-vol, low-vol)
Macro sensitivity (beta to rates, dollar, vol index)

At 3am Saturday, SPY-PERP trades at $586. Our fair value stays at $585.20, anchored to fundamentals. You get a reference point when no one else has one.

Cross-Venue Arbitrage Opportunities

Crypto perp venues don't share liquidity. This creates persistent mispricings we quantify in real-time.

Premium/discount per venue vs fair value
Divergence z-score with historical context
Mean-reversion probability
Arbitrage flag for exploitable spreads

Hyperliquid: $585.10 (15bp cheap) / Avantis: $585.60 (35bp rich) / Fair value: $585.25 — 50bp spread opportunity.

Know When NOT to Trade

Not all market conditions are tradeable. We classify real-time regime and risk indicators.

Trend, chop, high-volatility, low-volatility regimes
VIX context and 24h change
Event-risk assessment and earnings proximity
Cross-venue spread anomalies

Event-risk flags: 'Elevated event risk — consider reducing exposure before announcement.' Protecting capital is alpha.

Simple Integration, Pay-Per-Use

No subscriptions. No minimums. No lock-in. x402 micropayments per query.

GET /signals/{ticker} — Free teaser (regime + event-risk)
GET /fair-value/{ticker} — Fair value + premiums (0.02 USDC)
GET /alpha-snapshot/{ticker} — Full snapshot (0.03 USDC)

Integration time: <5 minutes. Any HTTP client works — Python, Node, Rust.

[ TRACTION ]

Agents Are Already Consuming

Autonomous bots and market makers query SigmaGrid signals around the clock.

0
API Calls Served
0
Active Agents (24h)
0%
Uptime (30d)
0ms
p50 Latency
Live Query Feed
Discovery Protocols
{}OpenAPI 3.1Live
MCPModel Context ProtocolLive
A2AAgent-to-AgentLive
TXTllms.txtLive
402x402 PaymentsLive
8004ERC-8004 IdentityPlanned
[ USE CASES ]

Who Uses SigmaGrid

BOTS

AI Trading Bots

Is $585.80 a good entry at 2am Sunday? Query fair value, discover you're 60bp rich, wait for mean-reversion.

5-10bp per trade improvement
LIQUIDITY

Market Makers

Quote bid/ask around institutional fair value. Detect stale venues. Adjust spreads during high-vol regimes.

Tighter spreads, lower inventory risk
SYSTEMATIC

Crypto Hedge Funds

Fair value time series, regime classifications, divergence events, and event impact analysis for strategy development.

Proprietary strategy development
RISK

Portfolio Managers

Real-time fair value vs positions. Event countdown timers. Regime transition alerts. Cross-venue divergence warnings.

Better risk management
[ PROOF ]

Built by Quants, For Quants

Our team spans institutional TradFi and crypto-native DeFi. 20+ years in equity derivatives, systematic market-making, volatility modeling, and DeFi protocol engineering.

Live Performance

Updated Hourly
Naive Baseline
0.0%
SigmaGrid FV
0.0%
Win rate vs naive67.3%
Average edge5.2bp
Sample size14,847
Largest edge: off-hours 8.1bp, weekends 9.3bp, events 12.7bp
[ TRANSPARENT PRICING ]

Pay Per Query

x402 micropayments. No subscriptions. No minimums. You only pay for what you use.

SINGLE SIGNAL

Single Signal

9 focused endpoints

0.02USDC /req
/v1/fair-value
/v1/premium
/v1/spread
/v1/funding
/v1/regime
/v1/event-risk
/v1/events
/v1/arbitrage
/v1/regime-basic
Fair value + confidence
Per-venue premiums
Spread & arbitrage flags
Funding z-scores
Regime classification
Event risk
BULK / BATCH

Bulk Access

Multi-ticker snapshots

0.05USDC /req
/v1/snapshot
/v1/alpha-snapshot/batch
Multi-ticker dashboard snapshot
Batch alpha snapshots
Portfolio-level analysis
All prices in USDC via x402 protocol. /v1/signals is free (teaser).
[ FAQ ]

Frequently Asked Questions

[ GET STARTED ]

Start Trading with Institutional Signals

QUICKSTART

From zero to signals in 60 seconds

Free curl one-liner. Decision loop examples. Python & Node snippets. x402 payment walkthrough. No signup required.

Start in 60 Seconds
DOCUMENTATION

Complete API reference

19 endpoints across 5 tiers. Code examples in Python, Node, and Rust. Field reference. Agent integration guides.

API Documentation