| Token | RSI(14) | Vol ratio | Price vs 200d MA |
|---|---|---|---|
| AVAX | 24.3 | +82% | +12% |
| LINK | 27.1 | +64% | +8% |
| INJ | 29.8 | +51% | +3% |
Connect exchange APIs. Ask questions in plain language. Get indicators, screens, alerts, and morning briefings — without writing pandas scripts, maintaining cron jobs, or rebuilding your Jupyter notebook every Monday.
Exchange APIs are free. Python libraries are free. The scarce resource is the time between "I have a hypothesis" and "I have an answer." Every quant researcher knows the ritual: pull data, clean it, compute indicators, visualize, repeat. Most of the work is plumbing, not thinking.
Every analysis starts from scratch. You re-import the same libraries, re-fetch the same data, re-compute the same indicators. The notebook doesn't remember what you did last week.
Upload a CSV, get a great analysis, close the tab — and the data is gone. No persistence, no scheduling, no alerts. You can't tell ChatGPT "run this again tomorrow."
Binance for price. DeFiLlama for TVL. CoinGecko for market cap. Twitter for sentiment. Five tabs, five formats, zero cross-source analysis. The question you actually want to ask spans all of them.
Sync exchange data via API connectors, import historical candles from CSV or Parquet, or push data through webhooks. Everything lands in PostgreSQL with TimescaleDB — a time-series database built for exactly this workload.
Ask any question about your market data in plain language. The agent writes SQL, runs Python with pandas and ta-lib, generates charts — and explains what it found. No query language to learn. No notebook to maintain.
"What was the Sharpe ratio for BTC over the last 90 days?" "When did ETH and SOL correlation break down?" "Which tokens in my watchlist have RSI below 30 right now?" Every analysis becomes an asset. Save it as a dashboard that refreshes with each sync, a script that runs every morning, a watch that alerts on signal triggers, or a report your team can reference.
These are the kinds of questions quant researchers actually ask — and the kind of answers that used to require an hour of Jupyter work.
| Token | RSI(14) | Vol ratio | Price vs 200d MA |
|---|---|---|---|
| AVAX | 24.3 | +82% | +12% |
| LINK | 27.1 | +64% | +8% |
| INJ | 29.8 | +51% | +3% |
| Position | Weight | Week PnL | Drawdown |
|---|---|---|---|
| BTC | 35% | +1.2% | -4% |
| ETH | 25% | +5.1% | -8% |
| SOL | 15% | +8.4% | -6% |
| MATIC | 10% | -4.2% | -18% |
| DOGE | 5% | -7.8% | -22% |
No modules to install. No notebooks to maintain. Tell the agent what you need — it sets up the data pipeline, the analysis, and the monitoring.
Connect Binance, CoinGecko, or any REST API — the agent syncs K-lines, tickers, order book snapshots, and on-chain metrics on a schedule you set. No cron jobs to maintain. No scripts to babysit. Tell it what data you want and how often, and it lands in your database ready to query.
"Connect Binance and sync BTC, ETH, and SOL hourly candles. Keep the last 180 days up to date." Ask for any standard indicator and the agent writes the pandas + ta-lib code, runs it in a sandboxed Python environment, and returns results as a table or chart. Save the script and schedule it to run after every data sync — your indicators stay current without manual work.
"Compute 14-period RSI and 20-day Bollinger Bands for BTC. Show me every time price touched the lower band in the last 90 days." Describe your signal in plain language and the agent translates it into SQL + Python. Screen hundreds of tokens at once — by momentum, volatility, volume profile, or any custom metric you define. Results come back as a ranked table you can export or turn into a dashboard.
"Screen all tokens on Binance for RSI below 30, 24h volume above $10M, and price above the 200-day MA. Rank by volume." The agent computes rolling correlations, PCA decomposition, and regime-change detection across your asset universe. Ask "when did BTC-ETH correlation break down?" and get a dated answer with context, not a static chart you have to interpret yourself.
"Compute 30-day rolling correlation between BTC, ETH, SOL, and AVAX for the last year. Flag periods where correlation dropped below 0.5." Define a watch in one sentence — price threshold, indicator trigger, volume spike, drawdown limit. The agent creates a SQL condition that runs after every data sync. When it fires, you get notified via Slack, email, or webhook. No polling scripts. No third-party alert services.
"Alert me when BTC drops more than 5% in a single day, or when RSI crosses above 70 after being below 30 within the last 7 days." Configure a daily or weekly briefing in one conversation. The agent pulls the latest data, computes your chosen metrics, writes a narrative summary, and delivers it on schedule. Overnight moves, top movers, indicator signals, portfolio drift — all in one report, delivered before you open your charts.
"Every morning at 7 AM, generate a market briefing: BTC and ETH overnight change, top 5 gainers and losers by 24h volume, and any RSI divergences in my watchlist. Send to Slack." Tablize doesn't execute trades or run backtests. It handles the data work that eats your mornings — so you spend time on alpha, not on plumbing.
| Tablize | ChatGPT | Jupyter | TradingView | JoinQuant | |
|---|---|---|---|---|---|
| Setup time | Same day | Every session | 1–2 days | Minutes | 1–2 hours |
| AI analysis | Built in | Built in | — | — | — |
| Data persists | Yes, in database | No, session only | Files on disk | Read only | Platform only |
| Custom data sources | Any API or CSV | File upload only | Manual code | Built-in only | Built-in only |
| Scheduled reports | One sentence | — | Manual cron | — | Limited |
| Alerts & watches | Any SQL condition | — | — | Price only | Strategy only |
| Backtesting | — | — | Custom code | Pine Script | Full engine |
| Order execution | — | — | Custom code | Some brokers | Broker API |
| Starting price | $20/mo | $20/mo | Free | $15/mo | Free |
Tablize doesn't replace your backtest engine, your trading bot, or your broker. It sits upstream — pulling market data, computing features, screening signals, and monitoring conditions — so the tools downstream get cleaner inputs and you get faster answers.
You track 50+ tokens across 3 exchanges. Every morning you pull data, compute indicators, scan for setups. Tablize automates the entire pipeline — so you spend time on thesis, not on data plumbing.
You already have backtesting in Python or vnpy. What you don't have is a clean data layer. Tablize syncs exchange data, computes features, and exposes them via SQL — so your backtest engine reads from a database instead of a pile of CSV files.
The PMs want a daily market briefing. The risk team wants drawdown alerts. The researchers want ad-hoc queries. You're building three systems. Tablize is one platform that does all three — and the PMs can self-serve their own questions.
You combine CEX price data, DEX volume, TVL, and social sentiment. The data lives in 5 different APIs. Tablize pulls them all into one database and lets you ask cross-source questions in plain language.
We'd rather be clear now than disappoint you later. Tablize is a data analysis agent. These things are outside its scope:
Tablize never places, modifies, or cancels orders. It analyzes data and sends you alerts — you make the trading decision.
No event-driven simulation or slippage modeling. For backtests, use your existing engine (backtrader, vnpy, QuantConnect) — and feed it data from Tablize.
Data syncs on a schedule (minutes, not milliseconds). This is built for daily and hourly research, not high-frequency trading.
Tablize doesn't ship pre-built strategies. It helps you build, test, and monitor your own — starting from your own hypotheses.
Drop a CSV of historical candles, connect an exchange API, or just describe your data. Ask the question you'd normally spend a morning on. See what comes back in two minutes.