Proprietary Datasets for Systematic Trading.

Execution-ready datasets — if you're serious about trading, you don’t operate without data like this.

Python

1
2
3
4
5
6
7
8
9
10
11
12

13

14

import pandas as pd

import requests


api_key = "user_key"


data_request = requests.get(f"https://api.alphanume.com/v1/dilution?api_key={api_key}").json()


df= pd.json_normalize(data_request["data"])


shorts = df[df["dilutive"] == 1]


print(shorts[["ticker","filing_timestamp"]])

Tradeable Strategies, Built-In

Tradeable Strategies, Built-In

What You Can Do With Alphanume

Every dataset is designed with a clear objective: turn raw signals into actionable trades.

Short Newly Dilutive Stocks

Identify companies issuing new shares. These events introduce supply and often create downward pressure.

Sell SPX 0DTE Options

Daily upper and lower strike bounds for SPX, derived from implied probabilities and realized volatility behavior.

Trade Next-Day Movers

Identify stocks with the highest expected next-day volatility using implied and historical features.

Trade a Proven Momentum Index

Access the constituents of a live, systematically rebalanced momentum strategy — built from the highest-ranked assets in the Quant Galore momentum index.

Filter Risk-On / Risk-Off Regimes

A daily binary risk regime signal for the S&P 500 — designed to filter exposure during unfavorable market conditions.

Construct Precise Trading Universes

Historical, point-in-time market cap data for building clean universes — from nano caps to large caps, without lookahead bias.

Testimonials

What Our Users Say

From independent builders to institutional teams, here's why they use Alphanume.

  • One good short from the event-driven dataset paid for three years of the subscription in a single trade.

    Quantitative Researcher

    Systematic Equity Fund

    I'm not at a fund, I just trade my own capital. The free tier let me validate the idea before committing and by the time I upgraded I knew exactly how I'd use it.

    Retail Quant

    Software Engineer by Day

    I was skeptical about another alt data product, but the data held up.

    Jr. Risk Analyst

    Multi-Strategy Pod

    We were quoted $25k/year for comparable coverage from a major vendor. This is a fraction of that and updates faster.

    COO

    Emerging Quantitative Fund

Data, Engineered for Edge

Data, Engineered for Edge

Not Just Data. Structured Edge.

Most market data platforms give you raw inputs and expect you to figure out the rest.

Alphanume is different.

Every dataset is designed around a specific, repeatable market behavior — from dilution-driven supply shocks to volatility mispricing and regime shifts.

The goal isn’t to give you more data. It’s to reduce the gap between signal and execution.

FAQ

Common Questions

What does "point-in-time" mean and why does it matter?
How is Alphanume different from other market data providers?

We don't provide common price or volume data — providers like Databento and Massive handle that well. Alphanume focuses on alternative and event-driven datasets like dilution tracking, de-SPAC transactions, and corporate structure changes that aren't available through traditional market data feeds. These are the datasets that generate edge precisely because they're harder to source and clean.

What's included in the free tier?
Can I cancel or change my plan at any time?
What formats does the API return and how long does integration take?

Stay in the loop

Be the first to hear about new datasets, coverage expansions, and platform updates.