See the market's next move
TickCluster analyzes every trade to classify micro-structure regimes in real time. Know when institutions are accumulating, absorbing, or exhausting momentum — before it hits the chart.
Four regimes. One signal.
Every tick is classified into one of four micro-structure regimes using a hybrid online K-means + HMM pipeline. No lagging indicators. No guesswork.
Accumulation
Institutional buying with large lot sizes, tight spreads, and suppressed volatility. Smart money is building positions.
Absorption
Large sell pressure absorbed by buyers with minimal price movement. Market makers are taking the other side.
Momentum Exhaustion
High trade rate with declining size and burst activity fading. The move is running out of fuel.
Low Liquidity
Wide spreads, erratic prices, and low trade rate. Elevated slippage risk — proceed with caution.
The Pipeline
From raw tick to regime label in under 1 millisecond
Tick Ingest
Polygon · Databento · Binance
Normalize
Lee-Ready tick test + 10σ outlier filter
Features
30 micro-structure features in rolling windows
Classify
Online K-Means → Regime Map → HMM Smoother
Stream
WebSocket · Webhook · Slack alerts
30 Micro-Structure Features
Five categories. Every angle of market micro-structure covered.
Order Flow
- ▸ OFI
- ▸ Buy Volume Ratio
- ▸ Trade Imbalance
- ▸ VWAP Deviation
- ▸ Large Lot Ratio
- ▸ OFI Normalized
Size Distribution
- ▸ Mean
- ▸ Median
- ▸ Std Dev
- ▸ Skew
- ▸ Kurtosis
- ▸ P90
- ▸ Gini Coefficient
- ▸ Large Trade Clusters
Spread & Price
- ▸ Range %
- ▸ Velocity
- ▸ Tick Rule Persistence
- ▸ Return Volatility
- ▸ Realized Spread
- ▸ Efficiency Ratio
Temporal
- ▸ Trade Rate
- ▸ Rate CV
- ▸ Volume Rate
- ▸ Burst Count
- ▸ Activity Entropy
- ▸ Duration Since Large Trade
Liquidity
- ▸ Amihud Illiquidity
- ▸ Kyle's Lambda
- ▸ Effective Spread
- ▸ Roll Spread
Built for institutional-grade latency
Start detecting regimes today
Free tier includes 3 tickers with daily regime labels. No credit card required.