Proprietary ticker-level performance signals for fundamental and systematic hedge funds.
Proprietary ticker-level performance signals for fundamental and systematic hedge funds.
75
Ticker Data Feeds
1.3
Day delivery lag
1.8%
Median error rate
$2.4tn+
Clients AUM
Alpha starts with better signals. Our purpose-built data feeds track the tickers that you care about, helping you stay ahead of the market.
We build custom pipelines per ticker from our own exclusive data source. No panels, no sampling.
We capture global activity across a company’s digital footprint, so you see moves wherever it operates.
Early insight only matters if it’s right. We deliver market-leading accuracy, weeks before earnings.
Whether you are driven by thesis or model, our data fits your workflow. Use our KPI predictions to support fundamental views, or plug our model-ready data feeds into quant training and backtests.
Measured, accurate coverage of consumer, TMT, financial, and airline tickers across U.S. and international exchanges.
International net sales
0.7%
6Q Error rate
Subscription Revenue
1.3%
6Q Error rate
Room Nights
0.9%
6Q Error rate
Users
1.1%
6Q Error rate
Successful Items Sold
0.8%
6Q Error rate
GMV
1.0%
6Q Error rate
Premium Subscribers
1.0%
6Q Error rate
Customers
1.3%
6Q Error rate
Total Orders
1.6%
6Q Error rate
“This is the single best annotated dataset re: methodology I’ve worked with in 5 years of similar roles. The model transparency is unique (n = 1) in the industry. ”
Portfolio Manager
$650bn AUM Hedge Fund, NYC
