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.
- Dataset catalog
- 25
- Construction
- Point-in-time
- Delivery
- Dashboard · REST · MCP
- Public preview
- No sign-in required
Dataset briefing
What it measures
Find the stocks whose volatility itself will not sit still: not just high, but swinging around from day to day over the past month. Each liquid US name gets a score for how much its implied and its realized volatility have varied, built so the number compares directly across tickers of any size or vol level.
This is a tail flag, not a factor. Across the full universe the correlation with forward volatility is just 0.05 and non-monotonic. At the extreme it works: the top decile realizes 61% vol and 11% maximum single-day moves, against roughly 8% elsewhere.
How traders use it
- Isolate the tail with min_iv_vov_rank=0.9 instead of sorting the full universe by iv_vov.
- Filter the other way for regime-dependent trades: cap max_iv_vov before putting on a position that needs vol to sit still.
- Compare iv_vov against hv_vov; implied churning while realized is steady is repricing, not movement.
Observations
Pending
Newest accessible
Pending
Result span
Pending
Columns · 7
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.
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
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.
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.
Looking for the course? Alphanume Learn is separate.
$499 once for permanent course access, or included while subscribed to Pro. The five-lesson introduction is free with no account required. A Learn purchase does not include Pro or general-purpose API access.
Explore Alphanume Learn →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.
- What is happening to the Free data plan?
- New Free signups are closed. Our Free data plan retired September 6, 2026. Free API and MCP access has ended. Existing users can upgrade through their account. Learn's five-lesson introduction remains available without an account.
- 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.
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.