Proprietary quantitative market data
Proprietary datasets for overlooked market behavior.
Alphanume turns difficult-to-reconstruct signals, events, and point-in-time market states into research-ready datasets. Explore the rows first, understand the trading thesis, then decide what belongs in your process.
API access included with Pro. View pricing
- Dataset catalog
- 28
- Construction
- Point-in-time
- Delivery
- Dashboard · REST · MCP
- Public preview
- No sign-in required
Alphanume Research subscribers include professionals at…
Our subscriber community also includes university students, researchers, and alumni.
Individual research subscriptions; no institutional endorsement implied.
Dataset briefing
What it measures
See the day a public company puts in writing that it missed a payment, broke a covenant, or had its debt called due, with the obligation, the creditor, and the dollar amount attached: in the published study, the median name was 34% lower three months later. Every event is labeled from the filing text itself and normalized into one dated row, carrying the sentence it came from.
Not every default is the same size of problem. A missed interest payment still inside its grace period is a company that may yet cure; a declared acceleration means the entire principal is due now. The published study found the price damage sorts in the same order.
How traders use it
- Filter a long book to drop names with a default event in the trailing quarter.
- Build graded short baskets: acceleration_declared first, softer covenant events last.
- Run drift studies from event_date, then repeat from default_date to price what the disclosure lag was worth.
Observations
Pending
Newest accessible
Pending
Result span
Pending
Columns · 3
We test the data against what happened next.
See where Alphanume data maps to forward returns, changes in volatility, and larger price moves. Real prices, clear comparisons, and the numbers behind each finding.
- Studies featured
- 11
- Datasets represented
- 11
- Charts published
- 25
- Prices through
- 2026-09-18
Different datasets. Measurable effects.
- Toxic Financing
Variable-price financing announcements: average 1-month return of -8.4% (t = -2.4). 70% of stocks finished lower.
The deal terms help distinguish financing with persistent downside from the broader placement feed.
- Earnings Implied vs Realized
The implied move exceeded the realized move by 1.17% of spot on average (t = 6.8); it was larger 64% of the time.
Use the event history to compare how much movement options priced with how much the stock delivered.
- IV/HV Premium
The implied-minus-forward-realized gap averaged +5.7 volatility points in the highest fifth versus -8.7 in the lowest (difference t = 14.3).
Use the ratio to screen where implied volatility has been rich or cheap relative to the movement that followed.
Historical findings, with sample dates, entry rules, and statistics available in each study.
Data you can defend in a research review.
- 01
Point-in-time by default
Dataset documentation distinguishes fixed observations from evolving deal records and filing histories. Check filing dates and availability timestamps so later information does not leak into an earlier 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
Featured studies show the sample, dates, entry rules, and measured result. Explore where the data maps to forward returns, volatility, and price movement.
- 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.
Pro for your research. Enterprise for your team.
Pro
$349/moor $1,999/year, save 52%
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 explore Alphanume before subscribing?
- Yes. Public dashboard previews, basic pricing calculators, documentation, and Proof studies remain available without a subscription. Preview availability and limits vary by dataset. Pro provides full data access, dashboard exports, and advanced calculators; Enterprise supports organizational requirements.
- How do I get an API key?
- Subscribe to Pro through the sign-up page and set your password. Your API key will be emailed to you automatically. Existing users can manage or upgrade their plan through their account. For team access, multiple keys, or organization-specific requirements, contact us about Enterprise.
- 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. The Proof page features selected historical findings for forward returns, volatility, and price movement. Each study states its qualifying conditions and sample dates; other datasets support screening, research, and portfolio analysis.
- 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.
Explore the public dashboard preview, then access the full catalog with Pro. Every dataset ships under the same key, schema conventions, and point-in-time contract, with new releases included.