Institutional Data Infrastructure

The factor store
for cross-chain
quant systems.

Pre-computed, versioned, production-ready quant factors across Ethereum, Solana, and beyond. Built for systematic funds, not dashboards.

7,500+ on-chain metrics normalized
<50ms API response latency
50+ pre-computed factors
smart_money_flow_v3 LIVE
block_timestamp 2026-05-23T13:30:00Z
chain ethereum
factor_value +0.847
confidence 0.94
version v3.2.1
liquidation_risk_premia P95
current_bps +38.2 bps
hourly_velocity +4.1 bps/h
pool_coverage 1.24x
Pipeline

From raw chain data
to trading signals.

Ingest
Multi-chain raw tx, wallet flows, DeFi events, order books, macro feeds
Normalize
Entity labeling, cross-chain reconciliation, bias correction, survivorship handling
Compute Factors
Smart money flow, liquidity crowding, liquidation premia, RWA yield, network health
Serve API
Versioned endpoints, backfill support, sub-50ms delivery, Python SDK
Factor Library

Production quant factors,
not raw data.

smart_money_flow
Tracks labeled whale wallets across chains. Detects accumulation/distribution regimes. Point-in-time, no look-ahead bias.
ETH · SOL · BSC 15s
liquidity_crowding
Measures DEX pool depth shifts and concentrated liquidity migration. Early signal for volatility regime changes.
ETH · ARB · BASE 1m
liquidation_risk_premia
Cross-margin cascading risk across lending protocols. Premium in bps above funding rate. Tradable signal.
ETH · SOL 1m
network_health_score
Composite score: active addresses, gas efficiency, validator participation, MEV patterns. Regime classification for systematic strategies.
ETH only 5m
rwa_yield_signal
Real-world asset yield curves from tokenized treasuries, money markets, and on-chain credit. Alpha for hybrid DeFi-RWA allocation.
ETH · SOL 1h
exchange_flow_delta
Net inflow/outflow per exchange, per asset, per time window. Cross-exchange arbitrage and supply-demand imbalances.
All major 1m
Technical

Built for quant workflows,
not analytics dashboards.

Versioned Pipelines
Every factor ships with a version hash. Reproducible backfills, zero look-ahead bias, audit trail for compliance.
Python SDK
One-line factor retrieval with pandas DataFrame output. Backtesting-friendly, no SQL required for common use cases.
Sub-50ms Delivery
Edge-cached factor endpoints. WebSocket streaming for real-time signals. REST for historical queries and bulk backfills.
KYC/AML Ready
Institutional-grade data handling. Audit logs, access controls, compliance-first design for regulated funds.
# Install the QuantForm Python SDK pip install quantform-sdk
# Fetch smart money flow factor import quantform as qf   df = qf.get_factor( "smart_money_flow_v3", chain="ethereum", start="2026-01-01", end="2026-05-23", version="latest" )
# Output: pandas DataFrame with factor values print(df.tail()) # 2026-05-22 +0.823 0.91 ETH # 2026-05-23 +0.847 0.94 ETH
01
Cross-Chain Normalization
No more stitching together Dune, Nansen, and Glassnode manually. Unified schema across Ethereum, Solana, BNB Chain, Arbitrum, Base, and more.
02
Factor Store, Not Dashboards
Pre-computed signals ready for backtesting and live trading. Versioned, reproducible, auditable. API-first, not query-first.
03
AI-Assisted Factor Discovery
Autonomous factor mining across thousands of signal combinations. Finds alpha your manual research would miss.
04
Internal + External Flywheel
Validate signals with own AUM strategies before selling externally. Zero CAC for first customers. Sustainable unit economics from day one.
Pricing

Simple, transparent pricing.

No seat minimums. No annual commitments. Cancel anytime.

Individual
$99/mo

For solo quants and independent researchers.

Start free — subscribe
  • Smart Money Flow API
  • Multi-chain coverage (ETH, SOL, BNB, ARB, BASE)
  • Real-time factor signals
  • Self-serve onboarding
  • 50+ pre-computed factors
  • API key access
  • Standard rate limits
Team
$299/mo

For systematic funds and quant teams.

Start free — subscribe
  • Everything in Individual
  • Up to 10 team seats
  • Priority support (slack + email)
  • Extended rate limits
  • Historical data backfills (90 days)
  • Factor version control
  • Custom data export (CSV, JSON)
Enterprise
Custom

For institutional funds with specific requirements.

Talk to us
  • Everything in Team
  • Unlimited seats
  • White-label / custom domains
  • Dedicated infrastructure
  • Custom factor training
  • SLA + dedicated support
  • Custom integrations + protocol access

All plans include API access. No hidden fees. Cancel anytime — no long-term contracts.

The alt data market will be worth $100B+ by the early 2030s. QuantForm is the infrastructure layer that systematic funds will build on.

Cross-chain normalization. Pre-computed factors. Versioned pipelines. API-first delivery. Built by quants, for quants.