Alternative data datasets
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Non-traditional Chinese financial datasets include capital movement patterns and broader macroeconomic signals.
Non-traditional datasets from China reflect online retail activity, transportation trends, and real estate signals.
An aggregated U.S. alternative-data feed of CPG-labeled point-of-sale transactions curated under the CE Basketview Signal banner.
DerivedFunction01's sec-filings-snippets is a public-records dataset of short text excerpts drawn from U.S. SEC filings, released on Hugging Face in Parquet format. It is sized for language-model fill-mask work and is not positioned as a commercial alternative-data product.
Curated datasets produced by UBS Evidence Lab through its in-house research across numerous alternative-data subject areas.
Cleaned, quality-flagged insider transactions and buying clusters, Jan 2024
patent-spec-xml is a dataset of patent specification documents in XML format, published by Yehoon and licensed under unspecified terms. It is catalogued on the alternative-data directory as a public-records resource.
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