Enterprise

Institutional-grade
market intelligence

Signa Enterprise provides structured signal data, API access, and white-label options for funds, platforms, and data integrators operating at scale.

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Use Cases

Built for how institutions actually work

Hedge Funds

→Bulk signal API for portfolio-level screening
→Regime-aware signal weighting for risk management
→Dark pool and options flow for institutional positioning
→Custom agent configuration for specific strategies

Registered Investment Advisers

→Client portfolio signal monitoring
→Structured outputs for compliance documentation
→Multi-asset class coverage across equities and ETFs
→White-label integration into existing platforms

Trading Platforms

→Embedded signal widgets and data feeds
→REST API and webhook delivery
→Co-branded signal outputs
→Custom volume tiers and SLAs

Data Integrators

→Bulk historical signal exports
→Structured JSON schema for pipeline ingestion
→Dedicated infrastructure options
→Custom data delivery schedules

Capabilities

Everything you need at scale

Unlimited Seats

No per-seat pricing caps for your team

Custom API Volume

Negotiated call limits for high-volume use

White-Label Options

Remove Signa branding from outputs and UI

Custom Agent Config

Tune agent weights for your strategy

Dedicated Infrastructure

Isolated compute and data delivery

Legal & Compliance Support

Data agreements, DPAs, and audit logs

SLA & Uptime Guarantee

99.9% uptime SLA with priority incident response

Dedicated Account Manager

Named contact for onboarding and support

API Integration

Structured signal data
for any workflow

The Signa API delivers signal outputs in a structured JSON schema. Bulk endpoints support portfolio-level screening across thousands of tickers per request.

Model Context Protocol (MCP) integration is also available for AI-native research workflows.

signal_bulk.py

import signa

client = signa.Client(api_key="sk_...")

# Bulk signal fetch
signals = client.signals.bulk(
  tickers=["NVDA","AAPL","META","SPY"],
  dimensions=["all"],
  regime_weighted=True,
)

for s in signals:
  print(f"{s.ticker}: {s.classification}")
  print(f"  Score: {s.composite_score}")
  print(f"  Confidence: {s.confidence_pct}%")
  print(f"  Regime: {s.regime_context}")

Institutional pricing

UP TO 10 SEATS

Team / Fund

$18,000/yr

Contact Sales

✓Up to 10 seats
✓Unlimited API access
✓White-label options
✓Custom agent configuration
✓Dedicated account manager
✓SLA and uptime guarantee

UNLIMITED SEATS

Enterprise

Custom

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✓Unlimited seats
✓Custom API volume
✓White-label and co-branding
✓Custom data delivery
✓Dedicated infrastructure
✓Legal and compliance support

Institutional-grademarket intelligence