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Structured financial data · Systematic analysis

Data and signals,
at systematic scale

A structured dataset covering options, financials, SEC filings, and sentiment paired with a deterministic analysis layer that runs across a full extensible ticker universe.

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Dataset Index
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Expandable universe
The dataset is not fixed to a predefined list. Any publicly listed ticker can added via the ticker onboarding pipeline options chains, filings, pricing, and sentiment are collected and backfilled automatically on addition.
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Analysis engine

Deterministic signals,
no black boxes

A deterministic and multi-agent layer runs across the entire dataset each time new data is ingested. Every signal comes from clear mathematical calculations, making the process reproducible, transparent, and version-controlled.

01
Monte Carlo DCF Valuation
A 1,000-path discounted cash flow simulation runs per ticker per quarter, producing intrinsic value estimates at the 10th, 50th and 90th percentile anchored to live FRED interest rate data at each snapshot date.
02
Options flow & implied volatility
A 63-trading-day window of options chain data is analysed for aggregate implied volatility level and put/call imbalance, capturing forward-looking market sentiment absent from historical filings.
03
Macro regime classification
15 FRED macroeconomic series are used to classify each quarterly snapshot into a regime label and confidence score, which re-weights all downstream signals proportionally to prevailing economic conditions.
04
Decay-weighted sentiment scoring
NLP sentiment scores across news articles are aggregated into a composite signal with higher weight applied to recent articles, normalised to a common scale for consistent aggregation with quantitative signals.
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Data quality

Structured investment reports,
traceable to source data

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Primary source only
Every dataset traces directly to its primary source — SEC EDGAR for 10-K/10-Q/8-K filings, FRED for macroeconomic series, AlphaVantage for sentiment and options chains data
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Validated at ingestion
Each pipeline is isolated so a failure or rate limit on one source cannot cascade to others. A 5-day price fallback adaptor resolves snapshot dates that fall on market holidays or weekends.
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XBRL-parsed financials
Financial statements are extracted in XBRL format : the SEC-mandated machine-readable standard rather than parsing raw filing text. This ensures structured, directly queryable outputs and eliminates the error-prone ambiguity of text-based extraction.