AI Quant Signals
Five nightly signal families — regime detection, GARCH volatility, earnings sentiment drift, multi-factor anomaly scores, and composite rankings. Beta covers S&P 500 (~510 tickers, 2020–present). Expanding to 5,000+ tickers on GA.
Beta tickers
S&P 500 (510)
Coverage
2020–present
Update frequency
Nightly
Signal families
5
Delivery
REST · Iceberg · BQ · Snowflake
Bitemporality
effective_ts + knowledge_ts
Current beta dataset: S&P 500 quant signals, 2020–present
~510 S&P 500 constituents · 5 signal families · nightly BigQuery refresh · regime, volatility, sentiment drift, anomaly, composite score. Roadmap: full 5,000+ ticker universe on GA.
Signal families
regimeRegime
Bull / bear / neutral / volatile classification via Hidden Markov Model.
volatilityVolatility
GARCH forecasts at 1-day, 5-day, and 21-day horizons.
sentiment_driftSentiment Drift
Quarter-over-quarter shift in earnings call tone, derived from embeddings.
anomalyAnomaly
Multi-factor anomaly score (0–1) flagging unusual price, volume, or language patterns.
scoreWhyStock Score
Composite 0–100 ranking aggregating all four signal families.
Browse by ticker
Top 100 tickers below. All 5,000+ accessible via API or /signals/TICKER.
Start using quant signals today
Free tier: top 100 tickers, 1,000 API calls/month. Pro delivers via Iceberg, Snowflake, or BigQuery.