Alternative data datasets
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Hourly Hyperliquid market, positioning, funding, sentiment & macro on one grid
Clean, normalized daily prices with insider trading filings
90,000+ listings across 82 Ortsteile with Altbau/Neubau split, energy class
2022–2024 bear/crab/bull · LUNA & FTX collapses · funding rates · liquidation ca
30 airlines × 17 years financials, Boeing vs Airbus order book
30 pharma companies × 17 years, 722 drug approvals, 600 clinical trials
Data includes all trades done by congress from inception to march 2023
Common stocks' daily closing values and trading volumes for quick ML projects
Complete financial and investment data for the world's leading SaaS companies
Explore 5 years of revenue, profit, assets & cash flow across 10 sectors
23k+ Mutual Funds and 2k+ ETFs scraped from Yahoo Finance
A community-compiled collection of stock-market-related tweets in English, stored as CSV, hundreds of thousands of posts (CC BY 4.0). Retail chatter feeds sentiment-signal research and market-tone studies.
56,102 SEC insider filings parsed from EDGAR XML into three joinable CSV tables
Understanding Development and Validation Data for Credit Card Behaviour Score
This is a Techsalerator dataset on Business funding Data in Oman
Free 25-row sample and primary category summary of a 14,431-row file
Text of SEC filings pulled from EDGAR spanning millions of records in English (Apache 2.0): 10-K, 10-Q, 8-K, annual reports and exhibits, tagged for text-generation and classification. A practical base corpus for earnings- and filings-driven signals, from risk factors and MD&A to management commentary.
GitHub commit velocity across 55 venture-backed startups, 5 quarters
Gender, Location, and Transaction Trends
Mapping Retail, Manufacturing and Services Industries Across Multiple Codes
SEC EDGAR filings (processed) 🌐 The Fin AI Pretraining / reference corpus released by The Fin AI. Source: U.S. SEC EDGAR filings — https://www.sec.gov/search-filings. Note: Some parquet files in this repository are empty (0 bytes). Source Text extracted from public filings on the SEC EDGAR system. Structure Rows: 2,839,488 Columns: text Quick Start from datasets import load_dataset ds = load_datas
Split/bonus/dividend-adjusted daily prices, earnings, insider trades, flows
Visualize and analyze the stock prices of 6 major banks!
Historical NASDAQ stock prices and indices from Apple, Microsoft, NVIDIA...
Publicly-traded U.S. stocks owned by Warren Buffett’s holding company BRK!
US-GAAP Financial Data: SEC Filings of Listed US Companies Since January 2009
A historical, quarterly index of U.S. public company 10-K and 10-Q filings
S&P 500 Earnings Transcripts Dataset This comprehensive dataset contains earnings call transcripts for S&P 500 companies and US large-caps, spanning from 2005 to 2025. Earnings calls provide valuable insights into company performance, strategic initiatives, and management perspectives that are essential for financial analysis, natural language processing research, and market sentiment studies. Dat
Cleaned, quality-flagged insider transactions and buying clusters, Jan 2024
Electric vehicles, marked by early innovations, periods of decline.
Gold Volatility Dynamics: Evidence from U.S.–China Relations.
MIT Global Airline Industry Program
Insider purchases, sales and awards from SEC Form 4 filings
Minute-level open-high-low-close-volume bars for Indian equities, hundreds of millions of rows in Parquet under MIT. Gives high-frequency microstructure across the Indian cash market for intraday and market-on-close strategies.
Multi-modal dataset: Bridging GAAP accounting and LLM-powered NLP for the S&P 50
Daily SEC XBRL fundamentals, Form 4 insider trades & AI 10-K value memos
S&P 500 Earnings Call Transcripts with Speaker Turns, Roles and SEC CIKs (2005–2025) English | 中文 33,362 earnings conference call transcripts of S&P 500 companies, October 2005 to May 2025. Each row is one call and contains the full transcript text plus three things the raw text does not give you: Speaker turns. The transcript is split into 2,779,325 turns. Each turn has the speaker's name and aff
Normalized stock-trade disclosures filed by U.S. House and Senate members under the STOCK Act, regenerated on a schedule by the repository's own pipeline rather than curated manually.
ZipLime US Insider Trading Disclosures (PIT) [!CAUTION] Use knowledge_date, not transaction_date, when backtesting. transaction_date says when a trade occurred; knowledge_date says when the filing became observable through EDGAR. Using the former as the signal date introduces look-ahead bias. visible = trades.filter(pl.col("knowledge_date") <= simulation_time) This dataset normalizes corporate-ins
US Short Interest This dataset publishes no short-interest data, and that is the finding, not a bug. Every US source of equity short positioning was audited on 13 September 2026 before any of it was collected. Two forbid the publication pattern and the third does not exist yet. What is published here is the audit itself — which clause, on which page, read on which day — plus the adapters that will