Programmable Sentiment Infrastructure
The Engineering Layer for Information-Driven Trading.
News is ingested, scored by AI, and classified as Proactive (future catalysts) or Reactive (past-bound noise). The result is a continuous narrative trend — a leading indicator you can query via API before price moves.
Not a black-box model — a transparent, configurable instrument where every signal is traceable, testable, and backed by research.
For individual traders
For funds & quant teams
16+ months of backtested alpha
|
Proven across major crypto assets
|
Configurable trend parameters
The Problem
Markets React to Information Before Price
By the time you read the headline, someone already quantified it. The edge isn't in the news — it's in how fast you can structure it.
Without structure
You're reading headlines.
The market already moved.
Raw news is noise. Black-box sentiment scores are opaque. Human-speed interpretation is too slow. You react — you don't lead.
With Quant Lambda
News is scored and classified
before price reacts.
Every article is evaluated for sentiment, impact strength, and temporal intent — proactive catalysts separated from reactive noise. You act on data, not gut feeling.
Quant Lambda is the systematic solution
We transform chaotic news into structured, scored, classified data — with configurable parameters, transparent methodology, and API-first design.
How It Works
From Guesswork to Computation
A research-first framework that transforms unstructured market narratives into structured, testable data. Users define the "physics" of the market by adjusting multipliers for each news type.
Ingest & Score
01
Thousands of crypto news articles are ingested in real-time, each evaluated by AI for sentiment direction (positive/negative) and impact strength.
Classify Intent
02
Each article is classified as Proactive (future catalyst — leads price) or Reactive (past commentary — follows price). Most tools skip this step entirely.
Build Narrative Trend
03
Weighted aggregation across configurable coefficients produces a continuous narrative trend — a quantified measure of information pressure over time.
Deliver via API
04
Structured, timestamped trend data is available via GET /api/v1/trend. Query by coin, interval (1h–1d), and date range. Plug directly into your models.
News Typology
Not All News Is Created Equal
Most systems fail to distinguish between news that predicts the future and news that describes the past. Quant Lambda separates both.
Proactive News
Future-bound catalysts
News about planned actions, upcoming events, and confirmed future developments that haven't been priced in yet. These signals lead price movement.
Examples: ETF approval filings, partnership confirmations, protocol upgrade announcements, regulatory proposals
Reactive News
Past-bound commentary
Post-factum reports, opinions, and discussions about events that already happened. These signals follow price and confirm existing trends.
Examples: Market crash analysis, earnings commentary, analyst upgrades, regulatory response reports
Proactive news leads price. Reactive news follows it.
Quant Lambda lets you measure both separately — and configure the weight of each.
Alpha Evidence
Backtested. Verified. Transparent.
16 months of historical backtesting across major cryptocurrencies using the Narrative Trend crossover model with Dynamic Weighting. Real data, no curve-fitting.
LINK
+453.94%
WR 74%
88 deals
LTC
+370.08%
WR 72%
75 deals
AAVE
+276.26%
WR 68%
62 deals
ADA
+199.41%
WR 66%
71 deals
ETH
+137.71%
WR 63%
80 deals
BTC
+84.08%
WR 61%
85 deals
Institutional Integration
Select strategies from this framework are currently deployed under NDA by institutional partners via API integration.
Platform Demo
See It In Action
Explore the dashboard, configure coefficients, and watch how narrative trends align with price action in real-time.
Products & Pricing
Choose Your Access Level
From individual trader signals to institutional API integration.
Trader Signals Access
$20
/ month
Private Telegram channel with trading signals
Full dashboard access with all timeframes
Real-time narrative trend indicator
Proactive / Reactive news classification
Multi-asset analysis across all supported coins
News impact scoring and filtering
Historical data access — up to 2 years
Platform API Access
$500
/ month
or $5,000 / year (save 17%)
REST API access (GET /api/v1/trend)
Real-time trend data in JSON format
Configurable query parameters (type, assets, interval)
Interval flexibility: 1h to 1d
Proactive / Reactive data filtering
Rate-limited API keys with usage monitoring
Integration support and consulting
The Founder
Engineering DNA from Big Tech
Alex Senkevich
Founder of Quant Lambda
Rivian
Playrix
14 years experience
Senior Software Engineer with deep expertise in high-load backend architecture and quantitative market research. Built systems that operate under real-world constraints and noisy data at Rivian (platform infrastructure) and Playrix (high-scale systems).
"Quant Lambda exists because I wanted to build a system that explains markets instead of simplifying them."
Built for what comes next
The future of trading is programmable.
News is data. Data is edge.
Markets move on information first.
Quant Lambda quantifies the narrative.
The infrastructure for information-driven trading.
Information moves markets before price does.
Quant Lambda measures it.