AlphaClub
Quantify the Alpha in Signals and Datasets
A platform for data exploration providing full transparency into our investment value. For systematic asset managers and hedge funds only.
Solutions
A library of alternative datasets with up-to-date performance analyzed daily. From consumer web activity to company conference calls, explore signals that may help your quant strategy.
Authentication required to view detailed analysisAnalyst Model
Stock selection tool; analyst revisions and KPIs
TrueBeats
Predict surprises with analyst accuracy, trends, and mgmt behavior.
Transcripts Model – US
Earnings call NLP analysis: English.
Cross Asset Model
Options market sentiment for underlying cash equities.
Tactical Model
Short-term technical factors for alpha and timing trades.
Estimize
3 variantsCrowdsourced financial estimates more accurate than the sell side.
Digital Revenue Signal
Predict revenue surprises via digital demand web data.
13F Sentiment Signal
Uncover high-conviction positions from skilled managers.
Retail Attention
Online investor attention data from financial media.
Innovation Model
Quantify innovation with patents and visas.
Japan POS Data
Point-of-Sale transaction data: Consumer Goods, Electric, and Retail.
India Alpha Bundle
A combination of signals for Indian equities.
Sell Side Coverage Matrix
Stock peer groups with overlapping coverage.
Transcripts Model – Japan
Earnings call NLP analysis: Japanese.
China News Sentiment
NLP processing of Mandarin.
Toyo Keizai Japanese Data
Independent, predictive insights into Japanese equities.
IRP Sentiment
Independent research provider sentiment for Asia.
Japan News Signal
Sentiment signal based on Nikkei Flash News.
EMEA Alpha Bundle
Combines earnings and revenue predictions for EMEA equities.
Request Full Access to AlphaClub
For systematic asset managers and hedge funds only. View updated backtest results, analyze risk and coverage, and explore our full suite of alternative data signals.
Request AccessRisk Factor Analysis
Use AlphaClub to explore common risk factors that drive equity returns. These systematic factors represent well-established patterns in equity markets and are freely available for analysis and research.
View full transparency into risk, capacity, coverage, and historical performance. For systematic asset managers and hedge funds looking to understand factor exposures in their portfolios.
Free access - no authentication required
