Institutional-grade factor models and composite scoring — built for traders seeking exceptional data analysis
Multi-factor composite scoring across 12 quantitative dimensions — from Sharpe and Hurst to path smoothness, acceleration, and Omega ratios. Full rankings, scatter plots, heatmaps, and drill-down stock pages.
Full rankings →Standardised Unexpected Earnings (SUE), EPS revision trends, beat streaks, margin expansion — combined into a single weighted composite for every stock. Full quarterly history and forward estimates.
Composite scores →Options-implied earnings moves derived from ATM straddle pricing, DTE-adjusted with variance subtraction, combined with historical earnings-day volatility to grade upcoming catalysts.
65 stocks priced →Full scientific documentation for every factor and equation used across both scoring systems, complete with LaTeX-rendered formulae, variable definitions, and academic citations.
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