A Bridgewise company
Who we serve/Quantitative Traders
01 / Short term

Generate alpha nobody else can see.

Model-ready signals for higher-frequency and short-term strategies, delivered as structured data your systems can consume directly.

Built forQuant and systematic trading desks
Primary feedsS-Factor, Activity, Quantitative News
DeliveryJSON API over REST
The problem

Alternative data is only alpha if you get there first. Most desks looking for new sources are getting it from the same vendors. We license directly and structure them ourselves so your output looks different.

How desks use it

From ingest to backtest.

01 / IngestLicensed sources, continuouslySocial, news and activity data ingested around the clock, never scraped.
02 / ScoreRules-based, not a black boxSentiment and relevance scored by a methodology you can audit, not guess at.
03 / DeliverStructured and ticker-taggedModel-ready JSON, nothing to clean before it hits your pipeline.
04 / BacktestValidate before you commitFull historicals available, so conviction is tested before capital is.
Built for this desk

The feeds quant desks run on.

FAQ

Frequently Asked Questions

Our sources are licensed, never scraped, and scored with a rules-based engine you can audit — not a black-box model you have to trust blind.

Yes. Full historicals are available on request, so you can validate a strategy before committing capital to it.

Real-time to sub-1-minute, depending on the feed — fast enough for higher-frequency and event-driven strategies.

Yes. Request a trial data cut and test it against your own book before you commit.

Model what the crowd can't see.

Request a historical data cut and test it against your own book before you commit.

Risk Managers → Portfolio Managers → S-Factor Feed →