Institutional Feature Datasets for Quantitative Research

Regime, breadth, and options-derived market intelligence — nightly, versioned, and production-ready.

Designed by quants, for quants. Enterprise-grade delivery with schema versioning and rigorous data governance.

Launching soon on AWS Data Exchange and Snowflake Marketplace
Point-in-time integrity
Schema versioning
Institutional compliance
Production-grade SLAs

How AltQuant Helps

Accelerate Research

Reduce time to insight with pre-built, validated feature sets. Skip weeks of feature engineering.

Standardize Features

Consistent, versioned datasets across your quant teams. No more fragmented pipelines.

Enable Regime Context

Rapid regime evaluation and event-driven screening built into every dataset.

What AltQuant Provides

  • ✓ Derived, non-reconstructable features (no raw redistribution)
  • ✓ Regime & breadth analytics for cross-sectional research
  • ✓ Equity leadership & structural indicators
  • ✓ Options pressure & volatility features
  • ✓ Nightly and historical deliverables with schema guarantees

What AltQuant Does Not Provide

  • ✕ Raw OHLC or exchange-redistributed feeds
  • ✕ Satellite, consumer, or alternative signals not grounded in market structure
  • ✕ Automated trading recommendations or black-box signals

Products

Market Intelligence — Historical

5 Years

Point-in-time derived feature sets for backtesting and research.

  • Regime transition overlays
  • Cross-sectional feature vectors
  • Backtest-ready format

Market Intelligence — Daily

Nightly

Fresh features for live research and production systems.

  • Nightly feature refresh
  • Regime & options pressure
  • Snowflake & AWS compatible

Additional intelligence modules (innovation, clinical, event-driven) will be introduced over time.

Use Cases

Backtesting

Save weeks of feature engineering with validated, point-in-time datasets.

Regime Screening

Add risk context to models with real-time regime classification.

Production Signals

Nightly refresh for live trading systems and production pipelines.

Options Analytics

Dealer pressure and volatility features for strategy filters.

Delivery

Parquet Files Nightly delivery
Snowflake Secure Data Sharing
AWS Data Exchange Marketplace listing
Evaluation Notebooks Prebuilt examples

Designed For

Hedge Funds & Prop Firms

Reduce research lift with production-ready features

Quant Research Teams

Directly integrate into existing pipelines

Systematic & Hybrid PMs

Faster regime context for decision support

Fintech Platforms

Enrich analytics with derived intelligence

Request Evaluation Access

Limited evaluation datasets and documentation available for qualified institutional teams.

Sample datasets Schema documentation Integration guides
Contact Us

Whitelist evaluation access available upon request