Decode the chart. Trade the signal. Beat the market.
Barrasie7e turns 17 proprietary factor models into executable, risk-adjusted trade ideas across equities, FX, and crypto — backed by audited backtests across 14 years of tick data and delivered in under 200ms so you act before the move erodes.
CFA Institute Directory2024 systematic-trading tools
✓
Audited Live Track 2019–2023No strategy resets, published
4.8
Trustpilot rating1,240 verified reviews
04 — METHODOLOGY
17 factor models, grouped into four families — not 17 indicators fighting each other.
Barrasie7e doesn't ship a single signal and call it alpha. We stack four independent factor families — equity, FX, crypto, and cross-asset — so each trade idea is cross-validated by uncorrelated models before it ever reaches the Signal Desk. Every factor is backtested on 14 years of tick-level data (2011–2024) and re-fitted quarterly by our 18-person research desk.
01EQUITY
Equity Factor Suite
Six models covering momentum, quality, value, low-volatility, size, and liquidity across ~4,200 tradable symbols. Mean audited Sharpe of 1.84 across the flagship suite.
Coverage4,200 tickers
Avg Sharpe1.84
RebalanceDaily
02FX
FX Carry & Momentum
Four models on G10 and EM pairs: carry, trend, term-structure, and a macro-overlay factor that gates exposure around NFP, CPI, and FOMC windows.
Pairs28 majors + EM
Avg Sharpe1.41
Rebalance4h / Daily
03CRYPTO
Crypto On-Chain & Flow
Four models blending on-chain whale-flow signals, funding-rate mean reversion, and cross-exchange basis. Designed for 24/7 execution with explicit regime tags.
Assets62 listed pairs
Avg Sharpe1.62
Rebalance1h / Daily
04CROSS-ASSET
Cross-Asset Overlay
Three macro factors that decide equity vs. FX vs. crypto tilt by reading volatility regimes, term spreads, and dollar-liquidity conditions across the full book.
Inputs12 macro feeds
Avg Sharpe1.27
RebalanceWeekly
All 17 factors are exposed via the Barrasie7e REST & Python API on every paid tier — no upcharge for algorithmic deployment.
Barrasie7e started in 2017 in a one-room office in Brickell. Two of us had spent the previous decade writing execution code at Jane Street and Hudson River Trading — sitting next to research desks that ran 14-hour rotation cycles on factor libraries the rest of the industry wouldn't see for years. We left because we wanted that infrastructure in the hands of independent traders, not just the firms that could afford a co-located rack.
Today the team is 18 full-time quantitative researchers, engineers, and risk specialists split across Miami, London, and Singapore. Every factor model that ships has been through our internal replication gauntlet, an independent audit by Ledger & Quant Audit Partners, and at least one full calendar year of paper-traded shadow live before we let a paying subscriber see it. Live-vs-backtest slippage sits within 2.3% on average — that is the number we hold ourselves to, and the number we'd want to see if we were on the other side of the subscription.
We are not a broker. We are not a registered investment adviser. We are a signal vendor, and our job is to publish a transparent, audited track record and let the math do the talking.
— The Barrasie7e research desk
Co-founders at the Miami research desk, 2024.
LIVE SIGNAL OUTPUT
Five representative signals — exactly as they appear in the Signal Desk.
Every card below is a live, currently-published signal. Tickers, factors, Sharpe ratios, and drawdowns are pulled from the same feed a paying subscriber sees. Past performance is not indicative of future results.
TickerFactor familySignalSharpeDrawdownUpdated
NVDA
Equity / MomentumLONG2.31−11.4%14:02:18 UTC
EUR/USD
FX / CarrySHORT1.58−7.9%14:01:47 UTC
SOL-USD
Crypto / On-chain FlowLONG1.92−18.6%14:02:01 UTC
XLE
Equity / QualityFLAT1.07−9.2%13:58:30 UTC
GBP/JPY
FX / Term-structureSHORT1.22−13.0%14:02:12 UTC
Full drawdown history and 5-year audited live track record (2019–2023, no strategy resets) available before sign-up.
