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Markov Chain Monte Carlo Forecast using Bayesian Structural Time Series Model and Hamiltonian Monte Carlo Fitting Technique

Updates each minute and forecasts the next ten minutes for $SPY. You might want to browse the site at your leisure and check whether the predictions we've made in the past are correct in your, now future, present.

Markov Chain Monte Carlo Forecast using Bayesian Structural Time Series Model and Hamiltonian Monte Carlo Fitting Technique

Updates each hour and forecasts the next 24 hours for BTC. You might find it valuable to come back tomorrow, whenever you'd like, and check whether the predictions we've made in the past 24 hours are correct from where you stand, right now, but tomorrow.

Don't trust us with your money, pay us for data that you know you can trust

Features

Our AI provides live market predictions for highly liquid financial instruments

Market Forecast

Subscriptions to live feeds of our forecasts on market data, currently there are a variety of S&P 500 forecasts with different prediction frequencies designed for experienced options traders.

Crypto Forecast

Subscriptions to live feeds of our forecasts on crypto data, at the moment this is only the price of BTC/USD, forecasting the next 24 hours, updated every hour.

API Integration

An easy to use and integrate API. Incorporate our market predictions into your custom trading application.

Structured querying

MCMC Forecast offers a simple admin UI to control which of your applications is viewing data and how it requests this data.

Consulting

You may contact us for consulting inquiries.

Pricing

Whether you're a retail trader or large investment firm, we offer several pricing options to help you find the perfect fit.

Free for 30 days

$0per month

  • Make 5 API calls per day
  • Access to market forecasts
  • 30 days free
  • Multiple developer access tokens
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Professional

C2C, initiate RFQ

  • Full access to market forecasts
  • Full access to crypto forecasts
  • Customized predictive models
  • Unlimited API calls
  • Unlimited developer access tokens
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Frequently Asked Questions

  • We provide quantified uncertainty with our forecasts and we do this by using Bayesian Structural Time Series models that we fit with Hamiltonian Monte Carlo. The Markov Chain Monte Carlo methods we use are regarded as the gold standard for Bayesian inference. We test these models live with actual money on a small-scale as a component of experimentaly validating them. On this website, we do not provide or recommend strategies. This is not a robo-advisor or stock trading robot, it's a data feed based on state-of-the-art software, and a marketing page for our consulting services.

    We are confident you will like what you find here.

  • Cumulative Error
    Measure % of errors outside 2 Standard Deviations
    1 minute forecast (n=400k) 4.49%
    2 minute forecast (n=400k) 4.78%
    3 minute forecast (n=400k) 4.94%
    4 minute forecast (n=400k) 5.00%
    5 minute forecast (n=400k) 5.05%
    6 minute forecast (n=400k) 5.11%
    7 minute forecast (n=400k) 5.16%
    8 minute forecast (n=400k) 5.20%
    9 minute forecast (n=400k) 5.20%
    10 minute forecast (n=400k) 5.24%%

  • Investors should be aware that system response, execution price, speed, liquidity, market data, and account access times are affected by many factors, including market volatility, size and type of order, market conditions, system performance, and other factors.

    All investments involve risk and the past performance of a security, or financial product does not guarantee future results or returns. There is always the potential of losing money when you invest in securities, or other financial products. Investors should consider their investment objectives and risks carefully before investing.

    Trading in cryptocurrencies comes with significant risks, including volatile market price swings or flash crashes, market manipulation, and cybersecurity risks. In addition, cryptocurrency markets and exchanges are not regulated with the same controls or customer protections available in equity, option, futures, or foreign exchange investing. Several federal agencies have also published advisory documents surrounding the risks of virtual currency.

  • We provide subscriptions to live feeds of our forecasts on market data, at the moment this is only the price of SPY at various intervals and BTC/USD. We also have models for daily OHLC for about 50-100 A-rated companies that do not pay a dividend. We do not typically sell the daily OHLC predictions, but let us know if you have a particular interest. We can also provide custom data feeds for forecasts of the equities you choose, business consulting services, or exclusive access to any of these data services.

Contact

Please contact us regarding any questions you have.

Working Hours

Mon - Fri: 9AM to 5PM
Sunday: 9AM to 1PM