Superchain data is ideally positioned to provide best in class real time pricing data.
Our data opens entirely new strategies and markets for quantitative finance traders.
Specific use cases include:
Boutique automation strategies
Loss protections and self-custody solutions
Building custom indices
Introspecting markets cross chain with ease
Deepening understanding of user behaviour with wallet watching
Creating arbitrage opportunities between cross chain DEXs
Improving alerts, notifications and insights
You can back test like a professional trader and access historical data in Python and Tensorflow. No limits. No constraints. You can download, stream and own cross-chain data in your local data science environment.