Alternative data datasets
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Dataset capturing public mood and opinions shared on social platforms.
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Aggregated daily short selling volume information from TRF and ADF for transactions in exchange-traded securities.
Daily records of retail investor buy and sell orders in US equity markets.
Real-time trading records showing retail investor purchases and sales within US equity markets.
A sharded Parquet archive of NSE equities and index prices from India spanning 2000 to 2026, covering more than 2,500 tickers and organized into roughly 1.5 GB files for efficient streaming.
Supply-chain and demand assessments based on on-the-ground retail and distribution checks within Chinese markets.
Stocks Quarterly Earnings This dataset includes quarterly earnings report data for various stocks. 355,371 rows over 6,406 symbols, 8 columns, covering 1996-01-31 to 2026-07-31. Refreshed monthly. Strategies Built on This Data 490 papers in the Papers With Backtest catalogue declare this dataset as an input. 456 of them have been coded and run over their own full history. The median replicated Sha
Stocks Weekly Earnings Surprise Weekly earnings surprise probabilities and outcomes for publicly traded companies. 2,204,032 rows over 6,067 symbols, 8 columns, covering 2016-12-30 to 2026-07-03. Refreshed monthly. Why It Matters This dataset supplies high-frequency earnings-surprise context for equity strategies by: Pre-event positioning: Surprise probabilities guide sizing and hedging ahead of e
A worldwide schedule of corporate actions such as dividend payments, stock splits, and shareholder meetings.
A real-time stream of submissions and engagement metrics from the WallStreetBets forum curated by Quiver Quantitative and distributed through BattleFin, used to gauge retail investor mood toward stocks.
Data from SEC form 4, USA equities, Insider Trades
Future-oriented predictive evaluations weighted by certainty for United States equities.
Indicators of retail investor mood and posting activity are drawn directly from the StockTwits community.
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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.