--- title: ExtractAlpha – Alternative Data for Investors description: ExtractAlpha is an award-winning alternative data provider offering datasets with proven value in forecasting fundamentals, returns and risk. --- [![extractalpha-logo-horiz-RGB](https://info.extractalpha.com/hs-fs/hubfs/extractalpha-logo-horiz-RGB.png?width=300&height=78&name=extractalpha-logo-horiz-RGB.png "extractalpha-logo-horiz-RGB")](https://extractalpha.com) # Research Note Download Discover How Investor Attention Predicts Stock Volatility and Returns Explore this novel dataset showing actionable insights #### **Why Review this Research?** - Proven 13% annualized long-short Returns - Data-driven insights from 2017–2025 - Ideal for institutional quants, hedge funds, and asset managers ### **What's Inside?** - How “Excess Attention” signals future returns - Robust backtest results across market caps - Factor independence analysis - Practical applications for quantitative strategies ## Request your copy now! Complete the form above to download the Retail Attention & Volatility research note.  ![RA-research-report](https://info.extractalpha.com/hs-fs/hubfs/RA-research-report.png?width=300&height=361&name=RA-research-report.png "RA-research-report") --- ### ExtractAlpha Provides Actionable Insights ExtractAlpha clients receive alternative datasets & trading signals with proven, predictive value for the KPIs you care about. - Unique, accurate, and reliable data. Source data is cleaned, validated and ready to use - Expertise in NLP and AI applied to dataset development - Deep customer success guidance and advice - Winner: Best Alternative Data Provider 2022 - 2025 ![Vinesh-23-03-headshot](https://info.extractalpha.com/hs-fs/hubfs/Vinesh-23-03-headshot.jpg?width=1593&height=2000&name=Vinesh-23-03-headshot.jpg "Vinesh-23-03-headshot") ### 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. [Learn More](https://info.extractalpha.com/ra-research-note#form) --- *“You can trust their research and easily recreate it. And Vinesh makes himself available to walk you through the research and provide guidance on implementation."* - Portfolio Manager at top 5 U.S. hedge fund “*ExtractAlpha is 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 *"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 ![ExtractAlpha](https://info.extractalpha.com/hs-fs/hubfs/alpha.jpg?width=100&height=100&name=alpha.jpg "ExtractAlpha") ![Award-Winning Provider](https://info.extractalpha.com/hs-fs/hubfs/award-star-245.png?width=110&height=110&name=award-star-245.png "Award-Winning Provider") ![How It Works](https://info.extractalpha.com/hs-fs/hubfs/gears-245.png?width=123&height=100&name=gears-245.png "How It Works") #### **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. #### **Gain more alpha with proven alternative datasets** [Learn More](https://info.extractalpha.com/ra-research-note#form) © 2026 [ExtractAlpha Ltd](http://extractalpha.com). All rights reserved. ExtractAlpha and Estimize are registered trademarks of ExtractAlpha Ltd. [Privacy Policy](https://extractalpha.com/2021/12/02/privacy-policy).