Latent / Cross-Asset Embeddings

A learned representation of the financial universe.

28 assets across equities, FX, bonds, and commodities compressed into a 128-dimensional embedding. The state representation layer for downstream decision systems.

Input Assets

28

Embedding Dims

128

Lookback Window

720h

Update Frequency

Hourly

Visualisation / PCA Projection

2D projection of the latent space

Principal Component Analysis over the 128-dimensional embedding space. Structural shifts and cross-asset covariance patterns become visible as the market moves through regimes.

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Key Financial Event
Market State (proximal distance)

Visualisation / Regime Change Indicator

Embedding distance over time

Change in embedding distance between consecutive timesteps. Spikes indicate rapid transitions between market regimes, a leading signal for structural shifts in cross-asset correlations.

Loading Crisis Demo...
Crisis Score
Key Financial Event

API / Free, No Auth Required

Access the Latent API

Query the latest embedding, retrieve historical states, or stream regime change signals. 60 requests per minute, no authentication required.

View Docs →

Input / Asset Coverage

28 instruments, 4 asset classes

Jointly compressed into a single 128-dimensional representation.

#SymbolClass
01FTSE100Equities & Vol
02SP500Equities & Vol
03NIKKEIEquities & Vol
04VIXEquities & Vol
05DXYFX
06NZD-JPYFX
07AUD-JPYFX
08USD-CHFFX
09GBP-USDFX
10GBP-JPYFX
11USD-JPYFX
12NZD-USDFX
13AUD-USDFX
14EUR-CHFFX
15EUR-JPYFX
16EUR-AUDFX
17EUR-GBPFX
18GBP-AUDFX
19EUR-USDFX
20USD-CADFX
21UK2YRates
22Germany2YRates
23Germany10YRates
24UK10YRates
25US2YRates
26US10YRates
27XAU-USDPrecious Metals
28XAG-USDPrecious Metals