Partnering with Quantum Finance
Halcyon Waters and Quantum Finance are working together, pairing our crypto-derivatives options intelligence with their real-time read on stocks and options.
On 9 July 2026 we announced a partnership with Quantum Finance, pairing our crypto-derivatives options intelligence with their real-time read on stocks and options.
The two sit either side of the same question. HPSILab reads equities, ETFs and their options across the US, Japan, Hong Kong, China A-shares and Singapore, and the vocabulary is familiar from our own work: implied volatility regime, max pain, gamma walls, option pressure, and a Monte Carlo range around it. Cayø Largo reads the crypto book: six coins, a snapshot every ten minutes, 37 Greeks per contract, and gamma exposure corrected for which side actually took the trade. Neither market explains itself fully on its own. When equity volatility repositions and crypto does not, that gap is information, and there has been no clean way to look at both at the same resolution.
They have also gone somewhere we have not. HPSILab serves its research to AI agents directly, over MCP as well as REST and Python, so an agent can ask for a probability, an options structure and a risk check and get them back as structured data rather than a page. We have looked at the same route for Cayø Largo and have not built it. Watching someone do it properly next door is worth more than reading about it.
We are not announcing a product here. This is two teams reading adjacent markets and comparing notes, which is the honest description of where it stands.
What Cayø Largo brings to it is the part nobody else sells: history. The archive has been collecting since 2025 and keeps collecting every ten minutes, so a question about how the crypto book behaved during a particular equity move is a query rather than a guess.