We Measure
Slippage.
Before You Trade.
SlipYard monitors bid-ask spread, relative volume, VWAP deviation, and price momentum across 208 NYSE and NASDAQ tickers every 5 seconds. Before your order hits the market, we tell you whether execution conditions are favorable or not.
For Retail Traders
Spread & Liquidity Scoring
We calculate bid-ask spread in basis points, relative volume against a 20-day baseline, and VWAP deviation in real time. When spread is wide and volume is thin, slippage risk is high. We tell you that before you execute.
Universal Condition Engine
We don't model individual stocks. We model market microstructure conditions that apply universally — tight spread, neutral momentum, normal volume. Those conditions predict clean execution regardless of which ticker you're trading.
Self-Grading Signal
Every signal is graded 30 seconds after issuance against actual market outcomes. Model weights update every 4 hours based on what actually predicted clean execution. The system learns from real fills, not theory.
SlipYard
Real-time slippage intelligence for any NYSE or NASDAQ ticker. Spread, RVOL, VWAP deviation, momentum, composite execution score. Updated every 5 seconds. Dashboard for manual traders. API for bots and developers.
Open SlipYard →Slippage intelligence built on microstructure math, graded against real outcomes.
Microstructure Features, Not Price Predictions
We compute Kyle's Lambda, Amihud illiquidity ratio, effective spread, and VWAP deviation — the same features institutional execution desks use to evaluate fill quality. We don't predict price direction. We measure execution conditions.
Outcome Grading at 30 Seconds
Every signal gets compared against the actual mid-price 30 seconds later. We measure whether conditions held. That outcome feeds directly into weight adjustment. There is no human tuning — the data decides.
Condition Keys, Not Per-Stock Models
Market conditions like LOW_SPREAD_HIGH_RVOL_FLAT_MOMENTUM apply across all tickers simultaneously. A condition key that predicts clean execution on AAPL predicts the same on any liquid equity. The signal generalizes by design.
REST API, Single Call
POST /api/v1/should-i-trade with a ticker and size. Get back a signal, score, spread in basis points, condition key, and historical accuracy for that condition. Integrate into any execution system in under an hour.
What We Do Not Do
We do not predict price direction. We do not provide investment advice. We do not measure options execution. We do not guarantee reduced slippage. We measure conditions and score them. What you do with that signal is your decision.
Let's Talk.
Questions about the API, methodology, or how to integrate SlipYard into your execution system? We are in early beta and actively talking to algorithmic traders who want to help shape what this becomes.
andrew@minakilabs.com