What data TahmVest uses, where it comes from, and how fresh it is.
Exchange market data for crypto assets (live, from major global and Iranian venues). Fund-flow observations for context. Macro series such as yields and inflation expectations from the Federal Reserve Bank of St. Louis (FRED), available with a one-day delay. A first-party USDT/Toman composite built by TahmVest from multiple Iranian order books.
Some crypto market data is provided by CoinGecko.
Crypto and local-market data update continuously. Macro data carries a one-day delay by nature. Every stored observation keeps its source, observation time and availability time, and anything stale is labeled stale instead of being silently filled.
TahmVest reads a standard market volatility index to classify calm versus stressed conditions. The product shows the derived regime, not the raw index values.