Quantitative Data

Data with highlighted sources of potential alpha delivered via API and point-in-time options via SFTP

The firm uses proprietary software tools and multiple sources of information in order to ensure that the data received is comprehensive, accurate and timely.

We process and deliver additional derived data points according to specific criteria using bespoke algorithms to highlight sources of alpha within the data.

Clients receive complete updates of ’Investment Grade’ data including contextual and derived items according to their needs; including intra-day and point-in-time options via SFTP.

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WE REMOVE THE NOISE

Valuable Insight

Our intelligent filter tools makes it easy to exclude non-discretionary and insignificant trades. Our flags and ranks help you find alpha based on our comprehensive historic backtesting.

TIMELY PROCESSING

Our analysts cover three time-zones and process data within each region throughout local market hours. We aim to process trades within an hour of them being reported and usually exceed expectations. Our intra-day delivery options allow you to view trades during open local market hours.

MULTIPLE FACTORS

We add multiple contextual factors with over 100 additional fields to complement the reported trade parameters:

Personal details on the insider
Position within the company
Company and Listing Trade Metrics
Analysis fields & flags
Insider’s age
Evidence of wealth
Historic trade performance, and more.

Seamless delivery

As a part of our quantitative data offering, we deliver a single complete file and consistently incorporate data from multiple sources (markets).

Our clientele

Buyside quant analysts seeking to incorporate Insider metrics into a broader strategy
Quant Hedge-funds looking to develop future stock signals by analysing historic data
Sellside quant analysts looking for market sentiment data

People

Head of Research
Quantitative Analyst
Quantitative Research Analyst
Quantitative Strategist
Senior Analyst

Institutions

Hedge Funds
Family Offices
Institutional Portfolio Managers
Institutional Investors
Assets Managers

Please do not hesitate to contact us

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Getting started

Step 1: Talk to Our Experts

Our Sales team can discuss your investment approach and how you might incorporate insider data to improve your investment performance.

Step 2: Test Historic Data

Receive an import file of historic quantitative data for backtesting. Test models to find alpha within the data, or strategies using secondary data sets of your own.

Step 3: Terms

Get a clear understanding of subscription costs based on the regions you invest in, and licence terms required.

Step 4: Delivery

Set up your import process to receive daily or intra-day updates according to the terms agreed. Historic data will be re-delivered on day one and our team are on hand to make the process easy.

FAQ

How do I get the data from you?

1) Daily update with new transactions and revisions.
2) A flat file for import into client databases.
3) Delivered via Secure FTP hosted by us or by the client.
Other options: XML or API calls.
We offer daily delivery and intraday options.
Note: Clients can identify what was delivered and when through a series of date/time fields for historic data testing.
Outcome: You can devise a reliable investment strategy based on point-in-time analysis.

Why should I trust your data?

Our proprietary method of analysing and reporting data means that experienced analysts read and classify transactions, accurately recording the true nature of a reported trade in a consistent manner.
Our software minimises that risk through a series of checks and verifications.
Complex announcements are escalated for a second opinion. Revision bias can be eliminated through multiple fields in the ‘As is’ or by opting for Point-in-time delivery. Survivor bias is eliminated, historic data includes Defunct companies, we never delete transactions.

Does your data contain subjective opinions?

Whilst our product incorporates data from multiple sources using proprietary data classifications and analysis fields, our pure quant delivery remains factual and free from subjective analysis or interpretation.
Supplemental fields are based on algorithms and give clients the tools needed to back-test multiple theories and strategies without the need to integrate further datasets.
The aim is to simplify historical analysis by giving clear signals as to where to find the alpha and widen the scope of hypotheses that can be tested.

What kind of data do you collect and analyse?

– Every share transaction in listed stocks globally reported by directors and senior management where reporting standards exist.
– Every regulatory report of insider transaction received.
– Every regulatory report of insider transactions reported in any market.
– Every listed stock is monitored.
– Every regulatory report of insider transaction received.
– From over 60 markets – we are global.
– Up to 25 years of historic data depending on the market.
– We have wider coverage and deeper history than any other provider.

How do you get your data?

Data is uploaded into our database using proprietary software and delivered in near real-time to quant clients. Usually, it is around 1,000 trades per day.
Regulatory reports are tracked in real-time ensuring that we know where and when transactions are reported in every market. We use proprietary software to categorise and analyse the metadata before passing it to the appropriate analyst to process.
While processing requires manual oversight by skilled analysts, much of the production and QA process is automated to ensure data is of the highest quality.

Where do you get your data form?

– The core – individual transaction reports authored by issuers (listed companies) and made public under listing rules within each market.
– Additional data from ancillary datasets: corporate reporting dates, salary, buyback data.

How do you process data?

– Our know-how process verifies and supplements reported data.
– Built-in algorithms identify data flags and analysis fields, for example, a Director Score.
– Various transaction flags are added to enable sophisticated filtering and historic testing.