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Market Desk

Market Desk is the specialist workspace for price and market-derived evidence.

The page can include:

  • an anomaly strip;
  • sector or asset-class heatmaps;
  • an anomalies-only toggle;
  • asset tiles ordered by movement;
  • watchlist markers.

Direction is shown with readable glyphs rather than relying on colour alone.

Tiles can show:

  • asset name and symbol;
  • current or latest available price;
  • percentage change;
  • anomaly state;
  • watchlist state;
  • latest source timestamp.

The page displays real source values or an explicit empty state.

Opening an asset can provide:

  • OHLC values;
  • price change;
  • volume;
  • anomaly or z-score context;
  • historical close series and sparkline;
  • related events;
  • cluster links;
  • watchlist membership;
  • Deep Research action.

The Quant Signals panel provides curated model outputs. Filters include:

  • asset;
  • timeframe;
  • signal type;
  • minimum confidence;
  • data-quality status.

A row can show forecast bias, strength, expected volatility, anomaly score, confidence, quality, and update time. Signals promoted to events link directly to Event Explorer.

Market coverage and latency vary by asset and provider. The page can refresh periodically even when the underlying dataset is daily or delayed. Always use the displayed source timestamp.

A large price move is not automatically a catalyst, and a quantitative anomaly is not automatically a forecast. Use Market Desk with Event Explorer, news, filings, and social or on-chain evidence to determine whether the move has an identifiable explanation.