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

Alternative Data Signals

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.

Authentication required to view detailed analysis

Analyst Model

Comprehensive analyst sentiment model which leverages ExtractAlpha TrueBeats.

EarningsSentimentFundamentalMediumDailyAmericasGlobalRaw

TrueBeats

Predict surprises with analyst accuracy, trends, and mgmt behavior

EarningsSentimentFundamentalShortMediumLongDailyAmericasAPACEMEAGlobalRaw

Transcripts Model US

Stock selection signals with native-language NLP.

EarningsNLPSentimentFundamentalMediumLongQuarterlyAmericas

Cross Asset Model (CAM1)

Alpha signal for cash equities, derived from listed equity options market sentiment.

SentimentTechnicalShortDailyAmericas

Tactical Model (TM1)

Technical factors for predicting short-term returns and for timing U.S. / global trade entries and exits.

TechnicalShortDailyAmericasAPACEMEAGlobal

Estimize Signal

Institutional-grade financial estimates, crowdsourced from a community of 120,000+ contributors.

EarningsSentimentShortMediumReal-TimeDailyAmericasRaw

Estimize Pre-Earnings

Estimize signal variant focused on pre-earnings announcement period.

EarningsSentimentShortReal-TimeDailyAmericasRaw

Estimize Post-Earnings

Estimize signal variant focused on post-earnings announcement period.

EarningsSentimentShortReal-TimeDailyAmericasRaw

Digital Revenue Signal

Predicts revenue surprises measuring website traffic, search volumes, and social media activity.

DigitalFundamentalMediumDailyAmericasAPACEMEAGlobal

AQIS - 13F Sentiment Signal

Identifies US stocks held with conviction by managers most likely to outperform, using SEC 13F filings.

SentimentLongQuarterlyAmericas

Investing Channel (Retail Attention)

A novel web traffic dataset for US stocks from financial media publishers.

DigitalSentimentShortMediumReal-TimeDailyAmericasRaw

Innovation Model

Innovation ranking based on patents and foreign worker visas covering 3,500+ US stocks.

FundamentalESGLongDailyAmericasRaw

Japan POS Data

Point-of-Sale transaction data for Consumer Goods, Retailer, and Electric Goods

DigitalLongMonthlyAPACRaw
Fact SheetComing Soon

India Alpha Bundle

Combines advanced earnings and revenue prediction signals for the Indian equity market

EarningsSentimentFundamentalMediumLongDailyAPAC
Fact SheetComing Soon

Sell Side Coverage Matrix

Enhances stock analysis by defining peer groups based on overlapping sell-side analyst coverage.

EarningsSentimentTechnicalShortMediumLongMonthlyAmericasAPACEMEAGlobal
Fact SheetComing Soon

China News Sentiment

News sentiment covering Chinese A-shares, based on NLP of daily Mandarin news reports.

NLPSentimentMediumLongDailyAPAC
Fact SheetComing Soon

Toyo Keizai Japanese Data

Independent, alpha-generating insights from Japan's leading financial data provider

EarningsMediumDailyQuarterlyAPACRaw
Fact SheetComing Soon

IRP Sentiment

Daily stock-level score that aggregates sentiment from Asian independent research providers (IRP).

NLPSentimentMediumDailyAPACRaw
Fact SheetComing Soon

Japan News Signal

News sentiment signal based on Japan Nikkei Flash News.

NLPSentimentMediumDailyAPACRaw
Fact SheetComing Soon

EMEA Alpha Bundle

Combines advanced earnings and revenue prediction signals for EMEA markets

EarningsDigitalMediumLongDailyEMEA
Fact SheetComing Soon

Request Full Access to AlphaClub

For systematic asset managers and hedge funds only. View updated backtest results, analyze risk and coverage, and explore our full suite of alternative data signals.

Contact Us

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