Primary-Source Hedge Fund Research,
Programmatically Delivered.
Direct daily AWS S3 delivery feeds, structured data exports, and thesis intelligence built specifically for quantitative hedge funds, multi-manager platforms, endowments, and institutional allocators.
Enterprise Architecture
Engineered for Strict Institutional Delivery & Compliance
Daily S3 & Cloud Feeds
Automated institutional delivery manifests with verified manager source URLs and calendar day delivery guarantees.
- ✓ New York timezone date partitioning
- ✓ Strict SHA-256 asset verification
- ✓ Direct manager source URL resolution
- ✓ Direct, unmetered institutional delivery
Ingestion & Quality Verification
Structured publication workflow before any letter or extracted thesis pitch is published. Eliminates hallucinations, broken OCR artifacts, and unsubstantive stubs.
- ✓ Multi-stage publication review workflow
- ✓ Normalized ticker & stance taxonomy
- ✓ Substantive 5-sentence minimum memo standard
Structured Data Feeds
Structured JSON and CSV exports for algorithmic alerting, portfolio tracking, and internal quantitative model ingestion.
- ✓ Structured manifest exports & daily feeds
- ✓ High-performance indexed relational queries
- ✓ Custom manager & ticker watchlists
Speak with our Institutional Desk
Contact our institutional onboarding team to configure dedicated delivery buckets, review sample data schemas, or discuss custom manager coverage.