AlphaClub

Quantify the Alpha in Signals and Datasets

A platform for data exploration providing full transparency into our investment value. For systematic asset managers and hedge funds only.

Updated backtest results daily
Risk, capacity & coverage analysis

Solutions

A library of alternative datasets with up-to-date performance analyzed daily. From consumer web activity to company conference calls, explore signals that may help your quant strategy.

Analyst Model

4 variants

Stock selection tool; analyst revisions and KPIs

EarningsSentimentFundamentalMediumDailyAmericasGlobalRaw

TrueBeats

6 variants

Predict surprises with analyst accuracy, trends, and mgmt behavior.

EarningsSentimentFundamentalShortMediumLongDailyAmericasAPACEMEAGlobalRaw

Transcripts Model – US

Earnings call NLP analysis: English.

EarningsNLPSentimentFundamentalMediumLongQuarterlyAmericas

Cross Asset Model

Options market sentiment for underlying cash equities.

SentimentTechnicalShortDailyAmericas

Tactical Model

4 variants

Short-term technical factors for alpha and timing trades.

TechnicalShortDailyAmericasAPACEMEAGlobal

Estimize

3 variants

Crowdsourced financial estimates more accurate than the sell side.

EarningsSentimentShortMediumReal-TimeDailyAmericasRaw

Digital Revenue Signal

6 variants

Predict revenue surprises via digital demand web data.

DigitalFundamentalMediumDailyAmericasAPACEMEAGlobal

Buy Side Sentiment Signal

Uncover high-conviction positions from skilled managers.

SentimentLongQuarterlyAmericas

Retail Attention

Online investor attention data from financial media.

DigitalSentimentShortMediumReal-TimeDailyAmericasRaw

Innovation Model

Quantify innovation with patents and visas.

FundamentalESGLongDailyAmericasRaw

Japan POS Data

4 variants

Point-of-Sale transaction data: Combo, Consumer Goods, Electric, and Retail.

DigitalLongMonthlyAPACRaw

IRP Sentiment

Independent research provider sentiment for Asia.

NLPSentimentMediumDailyAPACRaw

Japan News Signal

Sentiment signal based on Nikkei Flash News.

NLPSentimentMediumDailyAPACRaw

Sell Side Coverage Matrix

Stock peer groups with overlapping coverage.

EarningsSentimentTechnicalShortMediumLongMonthlyAmericasAPACEMEAGlobal
Fact SheetComing Soon

Transcripts Model – Japan

Earnings call NLP analysis: Japanese.

EarningsNLPSentimentFundamentalMediumLongQuarterlyAPAC
Fact SheetComing Soon

Toyo Keizai Japanese Data

Independent, predictive insights into Japanese equities.

EarningsSentimentMediumDailyQuarterlyAPACRaw
Fact SheetComing Soon

Japan Employee Sentiment Signal

Employee sentiment signal for Japanese equities.

SentimentMediumDailyAPAC
Fact SheetComing Soon

Risk Factor Analysis

Use AlphaClub to explore common risk factors that drive equity returns. These systematic factors represent well-established patterns in equity markets and are freely available for analysis and research.

View full transparency into risk, capacity, coverage, and historical performance. For systematic asset managers and hedge funds looking to understand factor exposures in their portfolios.

Free access - no authentication required

Size

4 regions

Market capitalization factor

Risk Factor

Value

4 regions

Book-to-market and earnings yield factor

Risk Factor

Momentum

4 regions

Price momentum and trend factor

Risk Factor

Volatility

4 regions

Historical volatility factor

Risk Factor

Growth

4 regions

Earnings and revenue growth factor

Risk Factor

Leverage

4 regions

Financial leverage and debt factor

Risk Factor

Yield

4 regions

Dividend yield and income factor

Risk Factor