built for quants. made by quants
Retail investors are at a disadvantage when it comes to alpha research
That's why we're building quantitative analytics on alternative data - so you can identify mispriced securities faster
We use meaningful quant metrics such as coverage, survivorship bias, dispersion, etc. across historical data
AI agents that conduct research on any security using alternative data.
Automated trade idea discovery and signal roadmap creation using knowledge graphs across datasets.
Access cutting-edge alternative data — including insider trades, hedge fund activity, and patents — to power smarter investments.
We are a team of engineers and quants with academic roots in engineering, computer science, and financial mathematics from the University of Waterloo, Georgia Tech, and the University of Chicago, and professional experience at leading institutions including Tesla, Nvidia, Microsoft, and quantitative buy-side firms managing over $70B in assets.