Unified Dataset Platform
Time-Travel Safe Data
Eliminating time-travel contamination and look-ahead bias for reliable backtesting in both historical and real-time trading environments.
Vision
The foundation of reliable algorithmic trading is clean, trustworthy data. Yet most research and many production systems suffer from time-travel contamination—using future information that wouldn't have been available at the time of a trade.
Our Unified Dataset Platform ensures that every data point is tagged with its exact availability timestamp, making look-ahead bias impossible and backtests reliable. No more discovering that your "profitable" strategy was accidentally using tomorrow's data.
The Problems We Solve
Time-Travel Contamination
HighResearch uses revised data unavailable at trade time. Results look great but fail in production.
Look-Ahead Bias
HighFeatures with future information creep into models. Nearly impossible to detect without proper infrastructure.
Data Versioning Chaos
MediumRevisions, updates, adjustments happen constantly. Without version control, backtest results are meaningless.
Real-Time vs Historical Mismatch
MediumSystems tested on clean historical data fail with messy real-time streams and different latencies.
of published papers have potential time-travel issues
Finding from our 110+ paper survey • This undermines field credibility and wastes millions in failed deployments
Our Approach
Temporal Tagging
Precise timestamps for when data was published, revised, or became tradeable.
Immutable History
Version control for market data. Never overwrite—always append.
Automated Validation
Built-in checks that flag look-ahead bias and data leakage.
Point-in-Time API
Query data exactly as it appeared at any historical moment.
Real-Time Parity
Identical pipeline for historical and live trading.
Multi-Asset Coverage
Unified platform across equities, crypto, forex, and derivatives.
Technical Highlights
Core Infrastructure
Distributed time-series database
- •Scalable storage with microsecond-precision timestamps
- •Handles billions of data points across multiple asset classes
Data reconciliation engine
- •Automated detection of revisions, corporate actions, and adjustments
Quality scoring
- •Automated assessment of data completeness, accuracy, and timeliness
Cross-source validation
- •Compare multiple data vendors to identify errors and discrepancies
Execution Realism
Latency simulation
- •Replay historical data with realistic delays
- •Stress-test execution systems under adverse conditions
Ecosystem
Integration ready
- •Seamless connection to Alpha Factory and XAI modules
Current Status
We're building the core infrastructure with an initial focus on equity and crypto markets. The platform is designed to scale to millions of instruments with sub-second query performance.
Core architecture is complete; surrounding systems are under active development
CORE INFRASTRUCTURE
ECOSYSTEM & API
Future Direction
Our roadmap includes expanding to additional asset classes, building a public API for researchers, and developing open standards for time-safe data representation in financial research.
If your institution cares about reproducible, time-safe financial research, this is where to engage.
Data Partnership Opportunities
We're interested in partnering with organizations to expand our coverage and validate our time-safety guarantees across diverse markets.
Data Vendors
Integrate high-quality market data feeds
Research Institutions
Collaborate on academic validation
Trading Firms
Test in production environments