Detect capital that deserves attention
Surface unusual entries, accumulation, whale flow, volume spikes, and repeat activity without treating every large trade as alpha.
Multi-market prediction intelligence
Trade Buddy turns fragmented market activity into a structured OSINT process: detect unusual capital, evaluate participants, research catalysts, monitor a thesis, and manage position and exit risk. Drift and Azuro integrations are planned.
Platform pulse
Updates automaticallyAn aggregate view of the public market data Trade Buddy already structures to surface relevant capital, participants, and situations that deserve further research.
Total capital under monitoring
$151.7M
Volume surfaced for analysis; $48.3M added during the last 7 days
Aggregate activity volume entering the analytical process
The chart groups surfaced volume by the month data entered Trade Buddy. It measures analytical coverage, not profit or trading performance.
Only aggregate indicators from public market data are shown. Personal user data and internal operational statistics are not published.
Public wallets make address-level intelligence possible on some exchanges. Where identity is limited, Trade Buddy focuses on pace, volume, timing, catalysts, and execution conditions.
Public-address prediction market
The deepest Trade Buddy coverage: public wallet history, unusual capital, participant context, personal positions, and liquidity.
Regulated prediction exchange
Flow-oriented intelligence for markets where public wallet identity is unavailable.
Decentralized prediction market
Market and trade monitoring with public participant addresses and supported personal portfolio history through user-owned credentials.
Solana prediction markets
Planned implementation
Planned Drift coverage within the broader Trade Buddy market research workspace.
On-chain betting markets
Planned implementation
Planned Azuro coverage within the broader Trade Buddy market research workspace.
Capabilities vary by exchange because identity, API access, market structure, and available public data differ.
Surface unusual entries, accumulation, whale flow, volume spikes, and repeat activity without treating every large trade as alpha.
Compare visible participant history, repeated behavior, and concentration where public identity allows it.
Keep market rules, catalysts, dates, scenario branches, and AI-assisted event roadmaps beside the signal.
Connect favorites, notes, reminders, target levels, market changes, and personalized alerts to the same thesis.
Review cost basis, P&L, ROI, liquidity, slippage, hedge context, and possible execution mistakes before risk becomes forced.
01
Collect and normalize public market activity.
02
Highlight relevant market changes and signals.
03
Assess participant quality, timing, and coordination.
04
Add event rules, catalysts, and scenarios.
05
Monitor positions, alerts, liquidity, and exit decisions.
Start with a three-day OSINT Pro Trial or compare the full research and alerting capabilities.
Compare plans