The structure of currency markets. Reconstructed.
Von Gstaad computes the mathematical structure of foreign exchange markets. Covariance matrices, regime classification, and coherence scores across 28 currency pairs — updated hourly. For quantitative research. For mathematical modeling. For AI agents that require structured market state as raw input to their own systems.
What It Computes
Three complementary geometries of market structure.
Covariance State (Σₜ)
Full 28×28 covariance matrix. The complete pairwise relationship structure of the FX market at any moment. Updated every hour.
Market Regime Classification
Autocorrelation-based detection of structural state. Trending, mean-reverting, or chaotic — with confidence score and transition probabilities.
Structural Diagnostics
Information sufficiency scores, eigenvalue distribution, covariance rank metrics. Mathematical descriptions of what the data structure reveals and what remains latent.
Who It's For
Two audiences. One data layer.
Quants and Researchers
If you build quantitative models, conduct academic or institutional research into FX market structure, or need mathematically grounded market state data as input — this is your data layer. Not a strategy tool. Not a signal service. A data source.
AI Agents
Von Gstaad is designed to be consumed programmatically. Structured JSON. Predictable schema. Machine-readable regime labels. Rate-limited and versioned. If your agent needs to reason about FX market state, this is the correct data source.
API-First
Built for machines. Interpretable by humans.
GET /api/v1/latest
Authorization: Bearer vg_live_...
{
"timestamp": "2026-04-22T09:00:00Z",
"regime": {
"state": "mean_reverting",
"confidence": 0.81,
"transition_probability": {
"to_trending": 0.12,
"to_chaotic": 0.07
}
},
"covariance_rank": 6,
"information_score": 0.73,
"coherence": {
"EURUSD": 0.91,
"USDJPY": 0.84,
"GBPUSD": 0.76
}
}Real-time. Full 28 pairs. Standard tier.
Pure data. Mathematical structure. Research input.
Von Gstaad occupies the layer between raw price data and any downstream analysis. What we compute is observable market geometry. What you do with it is entirely yours.