We used mathematics to solve the forex data availability problem

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We built Queyn to solve the data availability problem in algorithmic trading.Professional tick data are expensive. Most retail traders and researchers can't afford it. Even if they can, historical data only gives you one timeline—you can't test strategies against market conditions that never happened.Instead of replacing backtesting, we complement it. We used math to generate synthetic forex markets that let you stress-test beyond historical scenarios:- Bid/ask spreads that widen under stress - Volatility clustering - Statistically validated against real EUR/USD market behavior - Real-time streaming via WebSocket (not just static exports)The interface lets you build custom scenarios with you

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Website: demo.queyn.com