Transform Your Analysis and Boost Portfolio Performance
Dynamic Peer Grouping
Traditional industry classifications are static and outdated. Our Sell Side Coverage Matrix redefines peer groups using monthly-updated analyst coverage overlap, ensuring benchmarks adapt to market changes and reflect real economic linkages.
Peer-Relative Signals
Leverage peer-driven signals like Peer Surprise, Peer Momentum, and Peer Value to capture subtle cross-stock effects and refine strategies across all horizons.
Improved Signal Accuracy
Enhance traditional signals—such as Reversal, Momentum, and Value—by benchmarking against dynamic peer groups instead of static industry classifications, driving better predictive accuracy and performance.
Explore Key Features
- Dynamic Peer Groups
Evolve stock groupings monthly based on shared analyst coverage, reflecting real-time market relationships. - Cross-Stock Insights
Unlock predictive power by analyzing peer surprises, momentum, and value effects for stronger signal generation. - Global Coverage
Available across all global regions, enabling a broad and consistent approach to peer-relative stock analysis.
Boost Signal Accuracy and Portfolio Returns
Redefine stock selection strategies with dynamic insights that evolve with market shifts, improving alpha generation and risk management.
Get Actionable Insights
- 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 - 2024
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.
“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
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.