Alphanume
Point-in-time, event-driven market datasets for quantitative strategies — delivered via REST API and dashboard with no lookahead bias.
Alphanume publishes point-in-time, event-driven, and alternative datasets built around the market behaviors that quantitative strategies trade against. Coverage includes dilution events, SPX 0DTE strike ranges, equity risk-regime flags, a rules-based momentum basket, Wikipedia attention, and corporate default events, served through a REST API and dashboard.
Each observation is timestamped as it became available — no silent revisions, no survivorship bias, no lookahead leaking into a backtest. It is a data feed, not a strategy or an execution engine; AI trading agents consume its signals as the research layer of a systematic stack.
