We started TTerminal because the gap between what a hedge fund analyst sees and what a retail trader sees is bigger than it needs to be. Same data exists. Same signals exist. Just locked behind enterprise procurement.
An analyst at a global macro fund opens her terminal and sees conviction scores fused from positioning, news sentiment, and central bank policy. A real-time geopolitical risk map. Dark-pool flow and unusual options. Bank research summarised side-by-side. The same trader at home opens a $30 chart app and sees a candle.
The data exists. The signals exist. The methodology is decades old. What's missing isn't intelligence; it's an interface that doesn't cost $24,000 per seat per year. That's what we built.
Forty proprietary ML models running 24/7. Live data on every major asset class. News, geopolitics, dark flow, bank research - all unified, all scored, all timestamped. Built so a single trader can run the same playbook as a $5B fund.
Six asset classes (FX, indices, equities, commodities, crypto, futures in Q3 2026). Sub-50ms WebSocket feeds. News intelligence with source-authority weighting and per-article impact scoring - so a Bank of England press release moves the system, a clickbait headline does not. A live geopolitical risk map with chokepoint impact (Hormuz, Suez, Taiwan, Bab-el-Mandeb) and asset-beta contagion. A backtesting engine with walk-forward validation that refuses to over-fit. Bank research aggregator covering 15+ tier-1 sell-side institutions, summarised in plain English.
We don't hide behind "AI". Every score is produced by a specific model with a documented methodology, a published accuracy track record, and a clear failure mode. If a model is wrong, you'll know which one and why.
No fabricated metrics, no estimated placeholders, no "approximately". If the data source breaks, the value disappears. We would rather show nothing than show something fake.
Export your data. Hit our API. Build your own bots on top. Cancel any time and download everything. Your workflows are yours, not held hostage by a subscription.
Every model publishes its methodology, its training period, its known failure modes, and a live accuracy log. If we can't explain how a score works, we won't ship it.
Every feature answers a question one of us has actually asked at 6am Frankfurt time while running a position. If it doesn't earn its place on the desk, it doesn't ship.
Based in Czech Republic, operating across the EU. No marketing department. No sales floor. The people who answer your support questions are the same ones writing the models, shipping the code, and trading their own capital on the platform every day.
We hire engineers who trade and traders who code. The bar is high and the bias is toward people who would build this platform whether we paid them or not.
Futures coverage (CME + ICE + Eurex) launching Q3. Sub-second backtests on intraday data. An open API tier for developers building on top of TTerminal. A deeper macro-policy module covering central bank decision trees and rate-path implied probabilities. Mentor signal marketplace expansion. We ship every week and changelogs are public.
Get in touch or jump straight into the terminal.