Vicuna
Vicuna is a quantitative research and technology firm that licenses proprietary alpha signals and institutional-grade cryptocurrency market data. Its StatArb signal has been live since April 2022 and is delivered via REST API, Excel/CSV, or SFTP for integration into partners' own trading infrastructure. The company also offers survivorship-free OHLCV pricing data from major exchanges, cleaned and validated for research-ready use.
- Blockchain & Cryptocurrency
- Financial Technology
- Data & Analytics
- Software Only
Funding
Founders
Founder details are not available yet.
Product
Problem
Cryptocurrency market participants lack reliable, institutional-grade data and proven alpha signals. Most crypto datasets suffer from survivorship bias, excluding failed or delisted tokens, which leads to misleading backtests and flawed research conclusions. Raw exchange data is also riddled with outliers, gaps, and inconsistencies that require years of dedicated cleaning effort.
Solution
Vicuna provides proprietary alpha signals and institutional-grade market data for cryptocurrency markets, both built from systematic research and tested against clean data. The StatArb signal, live since April 2022, is a forward-looking input that partners license and integrate into their own investment processes, running in their own infrastructure under their own control. The market data offering is survivorship-free, covering delisted assets from the start, and is cleaned and validated across major exchanges so clients can focus on research instead of data preparation. All data is self-collected from public sources, keeping the collection process free of inherited biases, and is delivered in a standardized format ready for direct use in Python, R, or other analytics platforms.
Target Audience
Primary customers are quantitative researchers, trading firms, and institutional investors who need reliable crypto market data and alpha signals to build or enhance their own trading strategies.
Features
- StatArb alpha signal with a live track record since 30 April 2022, tested across time periods and market regimes
- Survivorship-free OHLCV historical data from 1-minute to 1-day bars, including full coverage of delisted and failed assets
- Real-time OHLCV data delivered in the same clean format as historical data, with real-time cleaning and validation
- Multi-exchange coverage with unified pricing in one consistent format, with Binance available and ByBit and OKX coming soon
- Multiple delivery methods: REST API, Excel/CSV downloads, SFTP delivery, and custom integration options
- Research philosophy grounded in behavioral finance, with over 100 market anomalies tested across more than six years of research