Cross-source market-data analytics
We reconstruct how a price really moves — and detect which venue moves first.
Delta Motion Analytics ingests high-frequency, multi-source price data, rebuilds the full price path, and separates real informed movement from noise — so divergence and mispricing become measurable instead of anecdotal.
What we do
Fragmented price data, made into one reliable signal.
Most markets don't have one price — they have many, one per venue, each on its own clock. We make the structure hidden in that fragmentation measurable.
Multi-source ingestion
We pull time-stamped prices for the same asset from many venues and normalize them into one clean, comparable series.
Movement & divergence detection
We reconstruct the full price path, measure which venue leads and which lags, and surface where prices dislocate.
Signal, not noise
Every candidate move is checked against liquidity, reversion and cross-source consensus, so artifacts are filtered out before anything is called a signal.
Validation against outcomes
Each read is measured against what the market did next. A method that isn't measured against outcomes is a hunch; ours is measured.
Where it applies
One method, many markets.
Anywhere the same asset is priced on more than one venue and prices move over time. Labelled honestly: what we've built, what we're researching, what stays methodology.
Crypto — cross-exchange price discovery
Reconstructing how BTC and ETH move across exchanges — separating the structural stablecoin basis from genuine, short-lived dislocations.
Read the analysis →
Retail & e-commerce price intelligence
The same cross-source method applied to competitive price monitoring: which seller moves first, who lags, and where a product is mispriced across sources.
Financial time-series
Execution-quality thinking — implementation shortfall and slippage — applied to multi-venue price data. Methodology and research only.
Featured research
Cross-exchange price discovery in ETH and BTC
An exploratory study of how BTC and ETH move across major exchanges — separating the structural stablecoin basis from genuine, short-lived dislocations.
Built for fast-moving markets
Have a multi-source pricing problem?
From digital-asset venues to any market where the same thing is priced in more than one place, the method is the same.