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Leapday creates
event-driven predictions
for financial markets


We break through the noise inherent in financial markets and focus purely on events to create signals with consistent performance. Our research-based approach uncovers behavioral biases that exist in how markets react to events.



Predicting whether a company will beat or miss expectations falls short of being an actionable trade signal. Our approach is to optimize forecasts specifically for price and volatility outcomes surrounding events.



We provide event-based signals that consistently predict short-term changes in price and volatility. All of our models are put through a rigorous tradability review that incorporates realistic and conservative trading cost assumptions to ensure that traders can act on our signals with confidence.

value prop
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