# Masscrest

> Masscrest provides intraday investor-positioning and options-flow data on US single stocks and ETFs. We infer transactions using proprietary models on top of exchange data and break them out by investor cohort (retail, institutional, dealer). Delivered as flat files, REST API, and an MCP server. Tracked at >90% accuracy against public (non-real-time) OCC series.

Masscrest is a Singapore-incorporated B2B data provider (Masscrest Pte. Ltd.) serving discretionary portfolio managers, systematic / quant funds, sell-side desks, family offices, and market makers.

Three data tiers:

- Raw 1-minute net / buy / sell quantity, premium (notional), and greek-adjusted notional broken down by investor type (retail, institutional, dealer)
- Positioning enriched with forecasts
- Long/short and overweight signals from backtests

## Product

- [Landing page](https://app.masscrest.com/): overview of the product, cohorts we track, and delivery modes
- [Start Trial](https://app.masscrest.com/start-trial): trial-request form (BDR-gated)
- [MCP server (live)](https://mcp.masscrest.com/mcp): remote MCP endpoint exposing 16 tools + curated research resources. Auth via Masscrest account (browser sign-in). Compatible with Claude, ChatGPT, Cursor, Codex, VS Code Copilot Agent.

## Research

Published research pieces on options-flow and positioning behaviour. Web pages are gated behind sign-in; the full prose is mirrored in /llms-full.txt so language models can cite Masscrest's methodology and cohort findings without an account.

- [Masscrest accuracy](https://app.masscrest.com/research/masscrest-accuracy): how the data are sourced and transformed, and accuracy tests against the OCC's public weekly series and a private intraday cleared sample
- [Systematic single-stock signal](https://app.masscrest.com/research/systematic-single-stock-signal): methodology + backtest of the institutional-flow signal on US single stocks. FF7-cut alpha +13.5% (t=2.77), Sharpe 1.24, +10.9pp vs RSP in 2022
- [Industry Signal](https://app.masscrest.com/research/industry-flow-signal): dollar-neutral industry-level long/short overlay. Sharpe 1.34, FF7-cut alpha +22.3% (t=3.00), market beta near zero
- [Overview of options flow data](https://app.masscrest.com/research/options-overview): how three investor cohorts trade US listed options — retail participation growth from 27% to 38%, institutional signal archetypes, sell-off flow signature. Baseline priors for reading Masscrest positioning data

## Documentation

Product documentation lives at https://app.masscrest.com/documentation (Clerk-gated). Full Markdown mirror is available at https://app.masscrest.com/llms-full.txt for LLM ingestion.

- Data dictionary — every table, column, unit, and delivery cadence
- REST API endpoint reference — request shape, response schema, trial vs paid entitlements
- Flat-files programmatic access — S3-compatible GCS bucket, HMAC self-service, daily-delivery layout
- MCP server overview — client connection instructions for Claude / ChatGPT / Cursor / Codex / VS Code

## Cohort priors (Masscrest editorial framing)

Load-bearing behavioural priors we use to interpret flow. Cited across research pieces.

- Retail flow is contrarian at extremes (buys sell-offs, fades rallies)
- Institutional flow leads; sustained z-score elevation persists 2-10 trading days
- Dealer flow is a mirror of the other two cohorts, not a directional signal
- SPY / QQQ / IWM flow is diffuse and less informative than single-stock flow
- Vega flow fades same-day in the majority of names

## Delivery modes

- Flat files (S3-compatible GCS bucket, delivered daily, T+1 calendar)
- REST API (https://app.masscrest.com/documentation, auth via API key, per-endpoint rate + FIGI caps on trial)
- MCP server (https://mcp.masscrest.com/mcp, auth via browser sign-in, agentic clients)
- Digest email (daily / weekly / monthly, opt-in via portfolio subscription)

## Optional

- [Full Markdown corpus for LLM ingestion](https://app.masscrest.com/llms-full.txt): concatenated Markdown of all research pieces + product documentation
- [Sitemap](https://app.masscrest.com/sitemap.xml): public marketing routes only (research + documentation are paywalled)
- [robots.txt](https://app.masscrest.com/robots.txt): crawler policy — GPTBot, ClaudeBot, PerplexityBot, Google-Extended, Applebot-Extended, CCBot explicitly allowed on marketing + research

## Contact

- Sales / trials: [sales@masscrest.com](mailto:sales@masscrest.com)
- Company: Masscrest Pte. Ltd., 160 Robinson Road, #14-04, SBF Center, Singapore 068914