Who Are We
We are data scientists committed to popularizing an alternative data set that offers our users alpha generating investment research. We believe investment research is stuck in a position that places too much emphasis on historical data. Historical data tells us nothing about the future. Our data set aggregates and quantifies the opinions of thousands of market participants and turns into meaningful investment research. Our white papers show with statistical significance that aggregating a crowd of market participants using our algorithms developed by a team of current and former quantitative analysts, statistics and economics professors, former portfolio managers and computer scientists, can better forecast equity prices over various time frames, expected volatility, and a full data set of price ratios, risk return parameters, and statistical insights, all from the lens of future expectation.
Detailed White Papers are available by request for prospective partners, academic institutions, and research firms that explain our methodology and results. Each White Paper focuses on a specific research metrics and contains results from rigorous back testing, forward testing and realized investment returns from our internally managed investment fund.