Strasmore builds the hardware, data lakes, and AI models that power elite quantitative funds, enterprise risk teams, and regulatory compliance.
We capture 100% of global market data without dropping packets, providing absolute ground truth.
We don't summarize reality into candlestick charts. Our engines process the raw, unedited physics of the market.
By owning our own cloud infrastructure, we bypass AWS constraints to offer unlimited computational throughput.
Choose the intelligence layer built specifically for your operations.
A supercomputer built for market history. Query trillions of raw trades and options quotes (SIP/OPRA) at the nanosecond level. Stop trading on compressed candlestick illusions and visualize the raw physics of liquidity.
Global Dependency Map
A global command center for enterprise resilience. Map N-Tier supply chains, monitor macroeconomic shifts, and anticipate disruptions before they hit your ERP.
Alternative data for Private Equity and M&A strategists. Synthesize global logistics, consumer foot traffic, and sector metrics to identify precise alpha windows for acquisition and exit.
While our competitors rent shared infrastructure, Strasmore owns its bare-metal hardware through SSD Nodes. This allows us to process petabytes of raw data at speeds and costs public clouds simply cannot match.
Explore how institutions leverage the Strasmore data engine across global finance, regulatory compliance, and law.
Query trillions of uncompressed trades and options quotes to simulate strategies against absolute reality, not candlestick illusions.
Depth-aware Transaction Cost Analysis. Measure true execution slippage against the exact, uncompressed quote depth present at the millisecond of routing.
Cross-reference internal firm trading against the full depth of multi-asset historical markets to identify sophisticated, cross-product spoofing tactics.
Automated SEC Rule 605/606 execution reporting. Instantly generate mandated reports by joining internal order logs against historical SIP feeds.
Identify vulnerabilities deep in your multi-tier (Tier-3 and Tier-4) supplier network before localized port strikes cascade to your primary assembly lines.
Track global FX volatility, commodity pricing, and geopolitical shifts overlaid directly onto your internal procurement costs in real-time.
Independent auditing for stock buybacks. Verify broker execution quality against SEC constraints by reconstructing the NBBO book computationally.
Validate NAIC dynamic hedging strategies. Empower Chief Actuaries with historical OPRA implied volatility surfaces for Monte Carlo simulation engines.
Filter private targets based on forward-looking logistics data. Identify the exact "Alpha Window" to acquire before lagging financial multiples expand.
Validate management's growth projections by cross-referencing their claims against our petabytes of global logistics, raw material pricing, and alternative data.
Analyze historical M&A volume, IPO windows, and specific sector sentiment to forecast exactly when the market will be hungriest for your asset.
Empower expert witnesses and law firms with uncompressed TAQ data for precise event studies and damages modeling in securities class-action litigation.