Protect your edge with explainable, short-horizon context.
For PMs and quants who can’t afford blind spots. Every view traceable, every shift explainable—before exposure compounds.
From lag to leverage.
CMD + RVL turns fragmented data and lagging backtests into explainable, real-time context that defends P&L. Built with hedge funds and quant teams who reallocate from ‘research backlog’ to live signal velocity.
Scattered sources. Latent risk.
Unverified datasets, lagging backtests, and unclear provenance leave capital exposed. Opaque inputs turn into unexplained losses.
Open SignalsOne explainable outcome per trade.
Every output has lineage, coverage, and freshness. Your models and PMs see the same explainable context—no guesswork, no lag.
Open SignalsTemplate → Adjust → Execute.
Pick a template (auctions, FOMC, CPI). Adjust parameters, save the view, and push straight to your model. Lineage and metadata travel with every link for audit and replay.
Open SignalsReal-time explainability for live capital.
Short-horizon outcomes that surface market shifts before exposure compounds. Designed with PMs and quant leads who treat explainability as a hedge against both alpha decay and audit failure.
Short-horizon context.
Every dataset aligned to current events and filings. Build, test, and execute within hours—not quarters.Execution-grade assurance.
Lineage, coverage, and freshness on every view—so trades, models, and audits all speak the same language.How hedge funds use CMD + RVL
CMD + RVL powers explainable workflows across macro, rates, and event-driven strategies. Teams reallocate from slow backtests and static dashboards to explainable, execution-grade outcomes.