What Market Intelligence actually means
Every platform sells market data. Data is a record of what already happened. Market Intelligence is the layer above it: continuous reading of the whole market surface, so the things that usually surprise a desk arrive as patterns instead of as news.
Go from “What happened?” to “What happens next?”
If your process still runs across terminals, spreadsheets, and chat threads, you are reading the market after it has already moved. The data arrives fast; the understanding arrives late.
Conventional market data
- Reports the price, not the pressure behind it
- Reports the print, not the positioning underneath it
- Reports the headline, not the second-order effect
- Reports the move, not the regime it belongs to
- Reports the correlation, not the moment it breaks
Markets read by Vates
- One view across price, flow, filings, and narrative
- Regime shifts and correlation breaks flagged as they form
- Crowding and positioning risk visible before the unwind
- Thesis-level alerts instead of ticker-level noise
- Every signal traceable to the data that produced it
Earlier signal. Better decisions.
Because Vates reads the whole surface of a market rather than one slice of it, the things that usually surprise a desk show up as patterns first.
01
Price & flow
Ticks, volume, order-book pressure, and derivatives positioning across global venues.
02
Fundamentals
Filings, earnings, revisions, and disclosures parsed the moment they land.
03
Narrative
News, transcripts, and public discussion read for tone, novelty, and shift.
04
Alternative data
Non-traditional sources mapped onto the instruments they actually move.
Vates's AI turns market data into market intelligence
How the platform keeps a desk ahead of the move instead of reacting to it.
Find the move before it becomes consensus
Vates watches every instrument on your list continuously, learns what normal looks like for each one, and tells you the moment behaviour departs from it.
- Surface unusual volume, volatility, and flow against each instrument's own baseline
- Detect regime shifts as they form rather than after they are obvious in hindsight
- Rank what changed by how much it should matter to your book, not by how loud it is
Fewer missed setups, earlier entries, and a shortlist you can actually work through.
See the risk building inside your book
Most damage comes from exposure nobody deliberately took on — correlations quietly converging, or a factor bet hiding inside a set of unrelated-looking positions.
- Track correlation structure and flag the moment diversification stops working
- Expose concentration and crowding across positions that look unrelated on paper
- Run scenarios against live exposure instead of last month's snapshot
Risk you chose rather than risk you inherited, and far fewer forced unwinds.
Read what the market is saying, at scale
Price tells you what happened. Language often tells you first. Vates reads filings, transcripts, and coverage continuously and reports the change in tone, not just the volume of it.
- Detect shifts in tone and hedging language across filings and transcripts
- Separate genuinely new information from the same story being repeated
- Tie every narrative signal back to the instruments and theses it touches
Context you would otherwise only get from reading everything yourself.
Signal Intelligence selected.
See Market Intelligence in action
In a demo we will show how Vates ties price, flow, filings, and narrative to the positions you actually hold — and how desks use that to spot regime shifts, crowding, and correlation breaks earlier.