Programmatic access to Helix 360's Octo Factor Model — the systematic equity signal engine behind Helix Research, rated top 10% for predicting US index stocks, with a 41-month verified track record and 3,000+ research subscribers.

Turnkey signals delivered via pre-market RESTful JSON API — zero internal quant team overhead.

Choose the feed for your strategy and scale:

• Monthly Long-Only Feed — £75/month or £750/year — Core model research updates for wealth managers and self-directed allocators.

• Weekly Long-Only API — £500/month — Non-margin core model rebalancing, refreshed weekly. For active RIAs & model portfolio managers ($25M–$100M AUM).

• Weekly Long/Short API — £1,500/month — 130/30 market-neutral signals, refreshed weekly. For multi-family offices & DFMs ($100M–$250M AUM).

• Daily Long/Short API — £1,000/week — Highest-frequency feed: raw factor weights & 2.5x ATR stops. For hedge funds & active algo desks ($250M+ AUM).

All tiers include REST JSON access, a support chat for API key issuance, and a docs forum with endpoint references and rate-limit updates. Full OpenAPI schemas and 10-year backtest tear-sheets available on request. Methodology published weekly by Sowmy VJ via Helix Research.