Convexity · product overview

Title

The market terminal that holds the whole desk.

Drawn bythe desk
Sheet01 · product
Figures1-3 · sample data

Convexity puts equities, options, macro, alternative data, portfolio context, and AI research into one cited workspace. Ask the question, inspect the evidence, and move without rebuilding the context in six tabs.

100+live feeds, 20+ named sources
S&P 500full coverage, quotes, fundamentals, flow
$29per month, founder price
1freshness contract, shown on every row

How it works

The workflow is the product.

The core loop is simple: capture the market event, attach the company context, synthesize with citations, and save the result back into the workspace.

01

Signal arrives

Filings, options flow, macro prints, source logs, and Mimir events land in one event tape.

02

Context attaches

Every signal is joined to the ticker page: price, peers, fundamentals, ownership, and history.

03

AI writes with receipts

The assistant answers against the tables in front of it and keeps citations visible.

04

Workspace remembers

Watchlists, saved layouts, alerts, and research docs keep the next session warm.

The product surface

Six surfaces, one research memory.

Convexity is not one dashboard with a chatbot bolted on. It is a set of connected work surfaces that share the same tickers, sources, freshness contract, and AI context.

01
Dashboard

A morning brief that opens into the terminal.

Premarket moves, 8-Ks, insider clusters, earnings on deck, sector rotation, and watchlist deltas are summarized before you start clicking.

Daily brief + live signal feedOpen
02
Ticker Dossier

One company page with the whole research stack.

Quote, financials, analyst targets, options, peer cohorts, segment revenue, DCF primitives, Form 4s, 13Fs, news, and filings sit together.

Search once, stay in context
03
Mimir

Events ranked by mechanism, not headline heat.

Causal maps connect disruptions to mechanisms, proxies, segments, and exposed companies, with source receipts attached.

Events -> mechanism -> exposureOpen
04
Smart Money

Insiders, Congress, and 13F whales on one tape.

Cluster scoring separates officer-grade buying from routine plan sales and flags when multiple smart-money sources align.

Form 4 + PTR + 13FOpen
05
Options Lab

Flow, chains, IV, GEX, and spread design.

Move from unusual activity to chain structure to payoff shape without leaving the same market context.

Chains + IV surface + backtestOpen
06
Studio

Research docs that re-ground themselves.

Saved reports can refresh against the book, surface material changes, and keep the citations that explain why the read moved.

Living reports + diffsOpen

Terminal session

From ticker to thesis without losing the evidence.

A session starts with a symbol or a question. The workspace brings forward the pages, citations, and freshness state needed to answer it. The answer is useful because the evidence stays close.

  • Keyboard-first command palette from any page.
  • Source freshness shown next to the table being read.
  • Alerts, watchlists, and reports save the session state.
Watch the live demo →
research / sessionOpus 4.8
DossierFlowPeersSources
NVDA$183.42+2.84%
FMPquotes, fundamentals, analyst estimateslive / nightly
SEC EDGAR8-K, 10-Q, Form 4, 13F, 13Dreal time
FREDmacro, rates, labor, inflationscheduled
USASpendingfederal awards and contract flowdaily
NIST NVDCVE exposure by vendor and productdaily
DataEnvelope[T] / healthy / decoded as msgpack / refreshed 0.4s ago
Illustrative session · sample data; the shipped terminal answers from live rows

Service catalog

19 connected services, one ledger.

Every service reuses the same sources, tickers, and AI context. The ones with a page of their own link out below; the complete A-to-Z lives on the feature index.

Markets 6
Sector IntelligenceOptions LabEarnings HubMacro HubChart StudioBetaValuation Lab
Personal 2
PortfolioVexaWeb
Full feature index, A to Z →

Build on Convexity

The same ledger, over the wire.

Everything the terminal renders arrives in the same envelope the API serves. Wire your own stack to it and the numbers keep matching the screen.

REST API

The same envelopes the terminal reads, served as documented endpoints.

MCP server

Point Claude or any MCP client at the public surface; tool results return the full envelope, meta included.

Webhooks

Push delivery for the alerts and events you already watch in the app.

Bulk export

Full-history pulls for research databases and backtests.

0K / 100K / 1M API calls per month on Pro Plus / Developer / QuantMCP server →API docs →

Why it earns the tab

Breadth only matters when the proof survives.

Convexity is a lower-friction research terminal for people who need data, source traceability, and AI in the same workflow.

Switching from a Bloomberg seat? The honest swap →
01

Core market workspace

Quotes, charts, fundamentals, events, options, and macro in the same app.

vs six tabs that do not share a ticker
02

Grounded AI

Answers cite the underlying table, filing, source, or event receipt.

vs chat answers you re-verify by hand
03

Alt-data breadth

Smart-money, supply-chain, patents, labor, contracts, cyber, CRE, and policy feeds.

vs one subscription per dataset
04

Published price

$29/mo for Pro; no sales call to learn the entry price.

vs a five-figure seat behind a sales callSee pricing

Put the cited terminal on your desk.

Pro is $29/mo during founder pricing. Start with the core terminal, then add deeper AI and programmatic access when your workflow needs it.