Datasets engineered
for quantitative strategies
that trade live capital.
Alphanume publishes point-in-time, event-driven, and alternative datasets built around the market behaviors that quantitative strategies trade against. REST API and dashboard. No scraping, no cleaning, no lookahead leaking into the backtest.
The dilution dataset, end to end in the dashboard.
Used by the people downstream of the trade ticket.
- Systematic traders
- Drop signals straight into existing research and execution stacks. No collection code, no cleaning passes, no hindsight bias to back out before a backtest is honest.
- Quantitative funds
- Point-in-time histories with auditable lineage. Sized for backtests that have to convince a risk committee and live strategies that have to survive one.
- Researchers and independent quants
- Prototype against the same observations a production strategy would see. The dashboard is for fit assessment; the API is for the strategies that move past it.
From hypothesis to a position the book can actually carry.
- 01
Constructed, not aggregated
Each dataset is built from primary sources, not resold from upstream vendors. The structure follows the market behavior a strategy actually trades (dilution events, regime shifts, options positioning, attention shocks), which is also why the signal hasn't been arbitraged into noise by every fund running the same standard feed.
- 02
Point-in-time by default
Observations are stamped as they became available, not as they look in hindsight. No silent revisions, no survivorship, no lookahead leaking into a backtest. The Sharpe you see in research is the Sharpe the book inherits.
- 03
Delivered where the work happens
REST API or dashboard. The same observations with the same point-in-time guarantees, whether a strategy queries them at 9:31 or a researcher reads them on a Sunday.
- 04
Coverage that compounds
New datasets ship under the same schema, auth, and tier model. Adding a signal to a live stack is a one-line change, not a vendor onboarding.
A sample of what's already in production books.
Stock Dilution
Point-in-time S-1 registration statements enriched with market context and lifecycle tracking.
/v1/dilutionS&P 500 0-DTE Strike Band
ProDaily model-derived intraday strike range for SPX. Published at 10:30 AM ET.
/v1/spx-0dte-strike-bandS&P 500 Risk Regime
Daily binary classification of equity market conditions. 1 = Risk-Off, 0 = Risk-On. Updated 10:10 AM ET.
/v1/sp500-risk-regimeQuant Galore Momentum Index
Rules-based 10-stock monthly momentum basket. Rebalanced 4:05 PM ET on rebalance dates.
/v1/quant-galore-momentum-indexWikipedia Views
ProDaily Wikipedia page views per equity with rolling 30-day attention statistics.
/v1/wikipedia-viewsCorporate Default Events
Historical log of public-company default events labeled from SEC filing text.
/v1/corporate-default-events
Built, not licensed. Non-consensus by construction.
Each Alphanume dataset is constructed from primary sources, not resold from upstream aggregators. The market behaviors they measure sit one layer earlier in the data supply chain than what most vendors carry, which is the layer where the signal hasn't been arbitraged away yet. Pro tier opens full history and programmatic access; the dashboard's free tier exists for evaluating fit, not for production.