Price density forecasting at scale

ReefLedge is a financial market data/analytics provider which offers a fast, simple and powerful API designed to simplify the consumption of price density forecasts generated from state-of-the-art Time Series Analysis models. Our forecasts are produced for a wide range of reference dates and investment horizons, covering multiple metrics for a variety of asset classes. We deliver our solution through the ReefLedge Python package (available on PyPI) and the ReefLedge Excel add-in.

Get your API key

Core strenghts

High quality

We nurture our codebase.

Our software is subject to extensive testing. Moreover, we promote modularity and code readability by refactoring often, while always embracing the best programming practices. And yes, of course we enforce static typing!

High performance

We write efficient code.

Our codebase has been developed from scratch with performance in mind. We extract the most out of our virtual CPUs with optimized algorithms implemented in Numba and Cython.

High availability

We are obsessed about uptime.

All of our compute optimized virtual machines, Redis servers, FTPS servers, HTTPS servers, connection poolers and database servers enjoy redundancy at least at a regional level.