Bid as if your trades are free and you sell into a price you pushed down yourself. SYNDEX prices that impact and sizes around it.
How much you move the price isn't fixed; it drifts with liquidity. SYNDEX tracks it as it changes rather than using one stale number. Kalman-filtered, time-varying market-impact (Kyle-λ) estimation.
Real prices jump more than a normal bell curve predicts. SYNDEX models the heavy tails so risk isn't understated. Fat-tailed volatility modelling.
When the market's behaviour shifts, yesterday's model is wrong. SYNDEX detects the break and adapts. Structural-break detection.
The impact estimate is what CONSUL uses to value reserves and FENRIR uses to stress dispatch. Feeds reservation values to CONSUL and the impact link to FENRIR.
Every claim on this page is proven on your own data first — a 12-month walk-forward before you act on anything live.
These are the real methods behind SYNDEX, each in one plain line. We name the method as a credibility signal — we don't publish the recipe.
Tracks how much your trades move the price as liquidity changes.
Models the big jumps a normal curve misses, so risk isn't understated.
Spots when the market's behaviour changes and adapts.