Hedge Funds
Quantitative hedge funds heavily rely on data that correlates with stocks for their algorithmic trading strategies in order to generate alpha. Hedge funds that outperform the market usually use alternative datasets from satellites, cart transactions, web scraping, and many more.
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Our Data Partners
57 countries covered
10 years of historical data
This is our Quant solution for Investment Professionals and Research. We provide alternative market indicators such as Equity Sentiment Indexes or Inflation ...
FinPricing Inflation Linked Bond Curve Data Feed API - USA, UK, Canada, Australia, New Zealand
by FinPricing
1M record
100% market quotes
5 countries covered
Inflation linked bond curve is the term structures of the most liquid inflation bond prices at some maturities.
Reality Research Serenity Scores - quant REIT scores with 10+ years of alpha and outperformance
by Reality Research
USA covered
10 years of historical data
Predictive scores for the entire REIT universe which can be used to build superior REIT portfolios. Over 10+ years of outperformance using these scores.
Skyhook
Based in USA
Founded in 2003, Skyhook invented the industry-standard hybrid positioning technology. Today, the company holds over
650 patents and has a global coverage n...
QueXopa
Based in Panama
QueXopa® is an Alternative Data provider that finds, sources and aggregates the data that fuels decision makers in all areas of government, finance and indus...
Access to Emerging Markets
GDPR, LGPD Compliant
Users in Brazil & Mexico
Knowsis
Based in United Kingdom
Knowsis is a web intelligence company using cutting edge natural language processing and data science to extract value from non-traditional online sources in...
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Assets
Flexible