See market shifts before they happen
Markets are faster, noisier, and harder to read than ever. Traditional models react too slowly to regime shifts, flow changes, and emerging volatility. Real-Time Alpha & Beta Extraction helps firms stay ahead by detecting early signals from live time series data. By analyzing the shape and structure of market behavior as it evolves, this solution enables smarter execution, more adaptive risk management, and stronger alpha capture—when timing matters most.
Anticipate structural shifts with precision
Shape-based time-series analysis uncovers structural change before traditional models can react.
Turn early insight into trading advantage
Act on hidden liquidity shifts, volatility patterns, and anomalies, before they’re priced in.
Capture alpha with real-time precision
Respond faster to opportunity with automated detection, similarity search, and GPU-accelerated analytics.
Key capabilities
Real-Time Alpha & Beta Extraction combines shape-based analytics, real-time processing, and intelligent alerting to detect what others miss. It enables fast, scalable interpretation of evolving markets through advanced time-series similarity search and unsupervised pattern recognition. These capabilities make it possible:

Temporal similarity search
Search across massive time-series datasets for historical patterns or anomalies based on shape, not just event labels or correlation.

Pattern and regime detection
Continuously track intraday or long-horizon patterns to detect emerging behaviours, new market regimes, and evolving trading conditions.

Real-time anomaly detection
Instantly flag unusual activity in streaming data: price, volume, spreads, without requiring labeled events or static rule sets.

Agentic alerting and automation
Integrate detection into execution or surveillance workflows with automated agent responses, custom workflows, and multi-channel alerts.
Overcome these challenges
Alpha windows are shrinking, and volatility is increasingly unpredictable. Static thresholds, post-event reporting, and manual oversight can’t keep pace with the complexity of today’s markets. Valuable opportunities are missed, and risks materialize before teams can respond. These are the key challenges firms face when relying on traditional approaches:
Delayed signals
By the time a market shift is confirmed, the alpha is gone or the risk has already materialised.
Monitoring fatigue
No team can manually track every curve, pattern, or regime across multiple asset classes and timeframes.
Over-simplified tools
Static thresholds miss complex shifts in flow, structure, or volatility across evolving market conditions.
Execution lacks context
Without early warning signals, order placement and routing fail to capture key liquidity opportunities.
Missed anomalies
Subtle changes in spread, correlation, or volume often go undetected by traditional alerting methods.
Late-stage insight
Post-event analysis comes too late to protect performance or adjust strategies in real time.
Benefits
Empower traders, quants, and risk teams with the foresight to act early. Real-Time Alpha & Beta Extraction reduces latency, automates pattern detection, and surfaces actionable insight before traditional systems can respond. With deeper visibility into market structure and behavior, firms can make better-informed decisions and stay competitive. These are the benefits firms can expect:

Faster, adaptive insights
Detect market shifts before they’re obvious by analyzing the shape and structure of data, not just values or thresholds.

Enhanced execution and routing
Enable smarter order placement and routing by identifying liquidity fragmentation and flow changes as they unfold.

Proactive risk mitigation
Surface unknown unknowns, regime changes, and anomalies in real time before they trigger major disruptions or losses.

Enterprise-grade performance
Handle billions of time series rows with similarity search, running on scalable, real-time infrastructure.

Real-Time Alpha & Beta Extraction
Equip trading and quant teams to identify regime shifts, volatility triggers, and hidden correlations early, unlocking alpha before it’s priced in.
How it works
Real-Time Alpha & Beta Extraction combines our powerful time-series analytics with NVIDIA GPU acceleration to uncover patterns that traditional models often miss. Built on advanced shape-based and structure-based similarity search, it analyzes how market behavior evolves over time, without relying on static labels or predefined triggers.
This lets traders and quant teams detect emerging market regimes, volatility shifts, and liquidity anomalies early, transforming raw data streams into alpha-generating insight before the rest of the market reacts.
Shape-based pattern recognition
Continuously compares live data to historical patterns, identifying subtle shifts in order flow, price behavior, or volatility before they trigger visible market reactions.
Non-linear market regime detection
Flags structural changes in market conditions using time-aware similarity search, even in the absence of labeled events or traditional indicators.
Smarter execution and routing
Detects liquidity fragmentation and flow anomalies in real time, enabling dynamic order routing, smarter hedging, and optimized execution strategies.
Why KX?
Time-series DNA
We were purpose-built for capital markets, with native support for high-volume, high-frequency, and time-aware data. From intraday volatility to long-horizon trends, we help teams extract insight across any timeframe.
Enterprise-grade scale
While other platforms falter at scale, we handle billions of rows in real time with sub-millisecond performance, meeting the latency, throughput, and compliance demands of the most data-intensive trading environments.
Faster path to value
We enable faster AI innovation in Capital Markets with validated high value use cases, NVIDIA-accelerated infrastructure, and tested frameworks that streamline deployment.