Give your agent data
with evidence behind it.
Alphanume publishes proprietary, point-in-time market datasets your agent can query, test, and turn into quantitative strategies. Connect Claude or Codex with one URL and a sign-in, get full history, live updates, REST access, and public proof of the market effect behind every tested dataset.
Point-in-time history · Primary-source construction · One-click MCP connector + REST · New datasets included
research session
MCP · RESTPrompt
Find optionable stocks where implied volatility is unusually rich versus realized volatility. Combine that with the current risk regime and next-day movement candidates. Then write a point-in-time test with no future leakage.
Agent activity
- Queried IV/HV Premium
- Queried S&P 500 Risk Regime
- Queried Next-Day Movers
- Checked field definitions and observation timestamps
- Linked each signal to its published evidence
Result
- Research hypothesis ready
- Universe and observation-time rules defined
- Backtest code generated
- Coverage and caveats attached
We test the data against what happened next.
Every study uses Alphanume observations as they were available at the time. Strong results, weak links, proxy limitations, and gross-versus-net caveats are reported on the same page.
- Datasets tested
- 12
- Confirmed cleanly
- 10
- Reported with caveats
- 2
- Charts published
- 36
Different datasets. Measurable effects.
- Stock Dilution
Median -14.9% at one month.
Across the reported study, 71% of dilutive filings were lower one month later (z = 8.9), with a stronger effect in smaller companies.
- Earnings Implied vs Realized
The implied move exceeded the realized move 64% of the time.
The published study reports a gross edge of 1.1% of spot per event (t = 10.4). Costs, slippage, and path risk still matter.
- IV/HV Premium
A 14.5-vol-point spread across reported quintiles.
The seller edge sorted monotonically from -9.4 to +5.1 vol points as implied volatility became richer versus realized volatility.
These studies establish historical market effects under the stated methodology. They are not expected returns, personalized advice, or a guarantee that an effect survives costs or future regimes.
Paste one URL. Research across the catalog.
https://mcp.alphanume.com/mcp
- Open Settings, then Connectors
- Add custom connector
- Paste the URL above
- Sign in with your Alphanume account
- 01
Add the connector and sign in
Paste the Alphanume server URL into Claude or Codex and sign in with your Alphanume account. No API key to copy, no headers to configure, no client that needs to support them.
- 02
Ask a research question
Use plain language. The agent picks the tools and constructs the calls across volatility, events, market regimes, attention, and point-in-time reference data; Alphanume returns deterministic rows with dates and definitions.
- 03
Inspect the evidence and run the test
Generate code, confirm timestamps and coverage, compare the result with the published study, and move the same data contract into a live internal workflow.
Start with the market question, not the endpoint name.
New datasets are added continuously under the same account, authentication, and delivery model.
What may move?
Rank equities with elevated next-day movement potential and estimate the intraday range for the S&P 500.
Where is volatility mispriced?
Compare implied and realized volatility, measure each name against its own history, and study how earnings moves were priced.
Which events create persistent effects?
Study capital supply, merger transitions, credit stress, filing activity, and the market aftermath of each event.
Which regulatory shocks are tradable?
Put timestamps on FDA decisions, trading suspensions, cyber disclosures, and enforcement actions, then backtest how prices behaved after each one.
How do I build an honest historical universe?
Use point-in-time market cap, share counts, optionability, and classification rather than today's universe projected backward.
Data you can defend in a research review.
- 01
Point-in-time by default
Observations are stamped as they became available. Fixed history prevents a silent revision or today's universe from leaking into yesterday's test.
- 02
Constructed from primary sources
Alphanume turns raw filings, market observations, and model inputs into research-ready event histories and signals. Dataset pages state what came from the source and what Alphanume created.
- 03
Evidence attached
Each tested dataset links to the sample, period, test, result, and caveats. Nuanced findings remain visible instead of disappearing from the catalog.
- 04
One consistent interface
Use the same key across the dashboard, REST API, and hosted MCP server. Add a new signal without a new vendor integration.
Evaluate for free. Build immediately with Pro.
Free
$0Rolling 30-day window, delayed
Evaluate the data and the workflow.
Pro
$99/moor $900/year, save 24%
Full history, live data, and internal live-trading rights for one researcher.
Enterprise
CustomSeats, SLA, custom delivery
Deploy across a team or product, with rights by contract.
The answers a buyer actually needs.
- Can I use Pro in a live trading workflow?
- Yes. Pro is the self-serve plan for one named user and may be used for that user's research, backtests, automation, and internal live trading. Choose Enterprise when you need multiple users or keys, redistribution or client-facing rights, custom delivery, an SLA, or organization-specific contract terms.
- What makes the datasets proprietary?
- Alphanume constructs datasets from primary sources and its own models rather than simply reselling a standard market feed. Each dataset page identifies the source inputs, the fields or labels Alphanume created, the observation-time policy, update cadence, and historical coverage.
- Does every dataset have proof?
- Every dataset has a documented methodology and point-in-time contract. Tested datasets also link to a public market-effect study. The Proof page reports strong and nuanced findings alike rather than labeling every result a success.
- How does agent access work?
- Add https://mcp.alphanume.com/mcp as a custom connector in Claude or Codex and sign in with your Alphanume account. There is no key to copy and no separate MCP subscription: sign-in resolves the key already on your account, so your tier and limits match the REST API exactly. Cursor, scripts, and CI use a key endpoint instead. The agent chooses the tools and parameters; Alphanume returns the same deterministic dataset rows available through REST.
- Are new datasets included in Pro?
- New standard Alphanume datasets are included in Pro as they launch. Separately licensed third-party data, custom datasets, bulk delivery, and organization-specific rights may require Enterprise.
- Are these trade recommendations?
- No. Alphanume provides data, models, and historical research for quantitative workflows. The published studies describe historical effects under stated assumptions; they are not personalized recommendations or guarantees of future performance.
Give your next strategy a differentiated input.
Start with free data, or unlock the full catalog immediately with Pro. Every dataset ships under the same key, schema conventions, and point-in-time contract, with new releases included.