Generate quantile bands for the ticker in your chart and save the run so you can re-plot it later.
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Prepare daily market data for SageMaker or analyze prediction quantile CSVs with validated anomaly and tail-signal statistics, all inside your private Workspace.
Turn genuine pregame moneyline probabilities into a chronological time-series dataset for analysis and SageMaker. Missing minutes are forward-filled only after the first real observation, and data stops before first pitch.
Select a market and outcome to begin.
Toggle indicator stacks, compare signals across intervals, and keep everything aligned to the active ticker context.
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Retrieve genuine Alpaca equity bars, preview them safely, and download a chronological CSV.
Intraday results label every row as premarket, regular, after-hours, or overnight. Extended-hours availability depends on the chosen feed and Alpaca subscription; Quantura never fabricates missing observations.
Load data to see session counts.
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Attributed RSS market headlines with provider selection, source links, and native-only ad slots between article groups.
Inspect active Alpaca contracts and snapshots, select a specific call or put, then preview, chart, and download its historical bars.
Select one contract to unlock historical data.
Research the validated S&P 500, broad Nasdaq common-stock universe, and SPY with forecast-quantile, market-cap, earnings, and model-signal filters.
The scheduled scanner now runs in deterministic parallel chunks, validates full-universe coverage, and publishes only complete datasets. Use the dedicated Screener for responsive search, combined quantile filters, sorting, pagination, and CSV export.
Universe: current S&P 500 constituents, eligible Nasdaq-listed common stocks, plus SPY as an ETF.
Signals: actual price versus P10/P50/P90, percentage distance, P50 model bias, last-two-P10 signal, and next earnings date where available.
Integrity: missing values remain unavailable, timestamps are explicit, and a degraded scan cannot overwrite the prior validated dataset.
Save symbols to your workspace. Every followed asset automatically gets a default ±5% volatility alert.
Structured terminal documentation inspired by professional screener help systems.
Quantura Screener dispatches the repository GitHub workflow, waits for the uploaded artifact, and saves the completed run back into your workspace.
Use the market-cap floor to control the universe, then reopen completed runs from My Requests when scheduled jobs finish.
Start with trend context (price regime + moving averages), then add momentum (RSI, MACD), and finally confirm participation (relative/current volume, short float).
Treat technical signals as probabilistic confirmation layers. Pair them with earnings timing, analyst targets, and sector context before sizing risk.
1) Run Screener to generate candidates. 2) Validate with Indicators and News. 3) Build quantile ranges in Forecast. 4) Save and compare runs week-over-week.
