Cross Asset Model
An innovative quantitative stock selection model designed for quants using strategies with holding period of less than a week.
Get access to this signal to:
- Identify stocks with high sentiment as derived from options market data
- Gain insights with this faster moving signal, best used with other signals (see below)
- Get coverage of 3,500 US equities – including small- and mid-cap
- Backtest with history from 2005
- Receive accurate, reliable data and signal daily. Source data is cleaned, and validated
Tactical Model
A quantitative stock selection model designed to capture the technical dynamics of single equities over one to ten trading day horizons.
Request access to this model to:
- Identify stocks that are likely to trend or reverse due to liquidity, factor, and idiosyncratic moves, and seasonality effects
- Get coverage of 12,000 developed market equities (US, EMEA, APAC)
- Backtest with history from 2000
- Receive a daily feed delivered before first open in each region
Despite the market turmoil, both signals are producing Sharpe Ratios of 2.54 and 2.87 (US), respectively.
More to explore: 15+ datasets, including: EPS and revenue surprise forecasts, Estimize®, sentiment signals, digital revenue signals, institutional trading activities, innovation model, and more. Contact us for free access.
Built by Quants for Quants
Founded in 2013 by Vinesh Jha, the quantitative lead who helped found and develop StarMine, former prop trader at Merrill Lynch and Morgan Stanley, former executive director at Morgan Stanley PDT, patent holder, and published author in quantitative finance.
“ExtractAlpha has been an invaluable resource in all facets of the research and development of our quantitative strategies, from expanding our suite of alphas, to broadening our capabilities in risk modeling and backtesting as well.”
- Senior Quantitative Researcher, top 5 hedge fund
“ExtractAlpha offers a great product suite. The fact that you can trust their research and easily recreate it lends itself nicely to practitioners. Add to the fact that Vinesh makes himself available to walk you through the research and provide guidance on implementation is what sets him and his company apart."
- Portfolio Manager at top 5 U.S. hedge fund
"We like testing your data because it's clean, and we don't have to go back and forth like we do with most other providers."
- Portfolio Manager, London
"With every new research product, ExtractAlpha can be counted on to provide new, differentiated, usable alpha. Can't wait to see what comes next."
- CIO, quant hedge fund, New York
Why ExtractAlpha?
We source, evaluate, clean, analyze and productize datasets for you.
What You Get
You’ll receive institutional grade data feeds and predictive models.
How It Works
Research, white papers, and backtesting provided with trial.