Institutional-grade factor models and composite scoring — built for traders seeking exceptional data analysis

Price Momentum

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.

Earnings Momentum

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.

Price Predictor

Options-implied earnings moves derived from ATM straddle pricing, DTE-adjusted with variance subtraction, combined with historical earnings-day volatility to grade upcoming catalysts.

Methodology

Full scientific documentation for every factor and equation used across both scoring systems, complete with LaTeX-rendered formulae, variable definitions, and academic citations.

Coverage at a Glance
1,000+
Securities Tracked
12
Price Factors
4
Earnings Factors