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Cross-asset quantitative research

Correlations measured.
Not promised.
Delivered daily.

TigerData continuously scans 9 cross-asset correlations (indices, rates, volatility, crypto) scored on real backtests, and sends you every morning the ones that crossed their movement threshold — with the method, sample size and reliability track record for each.

See the signals subscription See the methodology

Active correlations — today 60D BACKTEST

NQ → BTC+0.62%up expected64% hist.

ETH → VIX+1.47%down expected61% hist.

VIX → SOL-5.97%up expected64% hist.

SP500 → BTC+0.41%up expected55% hist.

Representative example — the daily digest contains the correlations actually active that day, computed at send time.

Primary product

Cross-Asset Signals Subscription

One email a day. Active correlations, expected direction, historical reliability. Cancel anytime.

Free — launch month

Cross-Asset Signals

Daily email digest of active correlations (NQ→BTC, ETH→VIX, VIX→SOL, etc.), with confidence, track record and expected amplitude for each.

Free until Aug 20, 2026

Daily digest by email (trading days)
9 correlations tracked, public methodology (see below)
Confidence + reliability track record on every signal
No forced signal: if nothing is active, the digest says so
After Aug 20: €49/month, cancel anytime

Manually added within 24h · Lock in the €49/month founder rate now →

One-time purchase

Complete Framework

The source code of the 50 bots (11,600+ lines) that power the correlation engine, plus the backtester. For those who want to audit or extend the method themselves.

€249

50 Python bots, documented modular architecture
Backtest engine included (realistic transaction costs)
Lifetime updates, priority support within 24h
Refunded within 30 days if the code isn't right for you

See details →

Full transparency

The method, as it actually runs

Every correlation comes from a backtest on real prices (Yahoo Finance), 60-day window, June 2026. Only those above 51% historical accuracy and a 0.28 score are kept. None is presented as a guarantee.

Pair	Tier	Score	60d accuracy	Amplitude	Lag
NQ → BTC	A	0.44	64%	1.65×	D+1
BTC → VIX	A	0.42	53%	3.58×	D+3
ETH → VIX	A	0.38	61%	2.65×	D+0
NQ → ETH	A	0.38	56%	2.25×	D+0
NQ → SOL	A	0.35	56%	2.45×	D+0
SP500 → BTC	B	0.35	55%	2.67×	D+0
VIX → ETH	B	0.34	62%	0.38×	D+0
VIX → SOL	B	0.30	64%	0.41×	D+0
GOLD → BTC	B	0.28	44%	0.48×	D+3

Score = historical correlation strength (0-1) · Accuracy = % of times the expected direction held over 60 days · Amplitude = expected move ratio on the lagging asset. Short sample — to be verified over time, not a guarantee of future performance.

Point of comparison: a random guess (coin flip on direction) would average 50%. Our 9 correlations range from 44% to 64% on this sample — above chance for most, but not by a margin that justifies betting heavily on any single one.

One-time purchase — €249

The code behind the engine

The correlation engine is just one part of the framework. 50 bots in total: market making, pairs trading, arbitrage, mean-reversion, momentum, risk parity, a backtest engine.

File	Role	Lines
backtester_v2.py	Backtest engine	641
cross_asset_correlations.py	Correlation engine (this site)	508
signal_engine_v2.py	Signal generation	477
market_making_bot.py	Market making	—
pairs_trading_bot.py	Pairs trading	—
+ 45 more bots	Risk parity, momentum, arbitrage, regime detection...	—

Buy the framework — €249 →

Before you buy anything

Real datasets — 10 days, no credit card

Not a trial of the signals product — an independent sample to judge the method's rigor: 3 real datasets (flu, weather, ER visits, France), with a README detailing sources and limits.

SourcesSentinelles/INSERM · Open-Meteo · DREES

FormatParquet · 258–1,384 rows · 2000–2026

Credit cardNone

CommitmentZero

Frequently asked questions

What exactly is in the daily digest?+

An email listing the correlations that crossed their movement threshold that day (out of the 9 tracked), with expected direction, confidence level, and 60-day historical accuracy. If no correlation is active, the digest says so explicitly rather than inventing a signal.

Can I cancel anytime?+

Yes, no minimum term. Cancellation stops the digest as of the next billing cycle.

Are the accuracy figures (64%, 61%...) guaranteed?+

No. These are historical hit rates on a 60-day backtest (real prices, Yahoo Finance) — a short sample. For comparison, a random guess would average 50%: our correlations range from 44% to 64%, so above chance for most but not all, and never by a margin that guarantees a profit. Nothing guarantees these numbers hold up. The methodology table above gives the score and sample size for each correlation so you can judge for yourself.

Difference between the signals subscription and the €249 framework?+

The subscription (€49/month) delivers signals already computed, ready to read. The framework (€249, one-time) gives you the full source code — useful if you want to audit the method, modify it, or integrate it into your own system.

Does this replace a financial advisor?+

No. TigerData provides quantitative research for technical and educational purposes, not investment advice. Trading carries risk of capital loss.

Correlations measured.Not promised.Delivered daily.