Built by traders,
for traders.
An entrepreneurial team backed by experienced traders, practitioners, and researchers in the North American stock markets.
X-Empirical Modeling (XEM)
One of Xide’s major innovations is its X-Empirical Modeling — rigorously tested against real historical data for virtually every stock listed on US and Canadian markets. We are thrilled that XEM has proven successful, accurate, and satisfactory across historical simulations, real-time demonstrations, return & risk assessments, market momentum calibrations, and stock-price forecasts (T+1 day and T+1 month).
Empirical models
Tested against decades of real market data, not back-fit to a single regime.
Risk-aware
Forecasting from a Financial Risk Manager (FRM, GARP) trained at NYU’s financial-engineering program.
North-American coverage
NYSE, NASDAQ, and TSX-listed equities, with global indices for context.
We’re pleased to share XEM and its results with all visitors and registered users of our website. Equity investors, researchers, and analysts welcome.