Systems Online — Scanning 2,500+ Securities

Multi-Strategy Quantitative Research at Scale

Seventeen orthogonal research engines — momentum, event-driven, arbitrage, factor, flow, and macro. Confluence scoring across engines. Model outputs include illustrative entry, target, and protective levels, sized by fractional Kelly.

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For informational and educational use only. Not investment advice.

alpha_engine — live research
$ alpha scan --regime
REGIME: RISK_ON | Scale: 100% | VIX: 14.2
Scanning 17 strategies across 2,547 tickers...
Scan complete — 38 signals, 6 confluence
Symbol Strategy Score Tier R:R
PLTR CONFLUENCE 87 T1 3.2x
CRWD CONFLUENCE 82 T1 2.8x
ANET EARNINGS 76 T2 2.4x
VST VCP 74 T1 2.1x
AXON OPTIONS 71 T1 1.9x
next scan in 58:42 | cache: alpha_signal_cache.json
7
Research Engines
2,500+
Securities Scanned
1%
Max Risk per Trade
2.4x
Avg Risk/Reward
<60s
Scan Latency
// Strategy Universe

Seventeen Orthogonal Research Engines

Each engine analyzes a distinct, academically documented market pattern. When multiple engines converge on the same ticker, confluence scoring elevates the research output to Tier 1 (Prime).
See all 17 strategy details →

01 — Event Driven
Insider Activity (Form 4)
Parses SEC EDGAR Form 4 filings in real-time. Scores cluster buying, dollar conviction, role weighting, and exponential time decay. Net flow analysis captures both purchases and sales.
SEC EDGAR Cluster Detection Net Flow
Read Form 4 explainer →
02 — Momentum
Post-Earnings Drift (PEAD)
Identifies the well-documented drift pattern following earnings surprises. Filters by surprise magnitude, volume confirmation, and institutional ownership shift.
Earnings Calendar Surprise Factor Drift Window
Read PEAD explainer →
03 — Event Driven
Activist 13D Accumulation
Monitors SEC 13D filings for activist accumulation above 5% ownership threshold. Scores by activist track record, position size, and stated intent.
SEC 13D Activist Tracking Catalyst
Read 13D explainer →
04 — Momentum
Sector Momentum Rotation
Identifies leading sectors via relative strength, then selects pullback entries in top-ranked sectors. Regime-aware position scaling.
Sector RS Dip Buy Rotation
Read sector rotation explainer →
05 — Technical
VCP Breakout
Volatility Contraction Pattern detection. Identifies bases with successive tightening ranges and volume dry-ups preceding breakout moves.
Pattern Scan Vol Contraction Breakout
See VCP strategy details →
06 — Flow
Short Squeeze Detection
High short-interest stocks with catalyst triggers. Scores by SI%, days-to-cover, cost-to-borrow, and identifies technical squeeze setups.
SI Data Days to Cover CTB
Read short squeeze explainer →
07 — Flow
Unusual Options Activity
Detects anomalous options volume and open interest spikes. Filters sweeps, blocks, and unusual call/put ratios for directional analysis.
Options Flow Sweep Detection OI Spike
Read options flow explainer →
08 — Macro
Credit-Equity Divergence
Studies the lead-lag relationship between credit spreads and equities. When credit markets price risk before equity markets adjust, the model surfaces a research output.
HYG/LQD Spread Analysis Lead-Lag
Read credit spread explainer →
09 — Mean Reversion
Pairs Trading
Sector-constrained Gatev-Goetzmann-Rouwenhorst distance pairs. Cointegration-tested; the model flags pairs when the standardized spread crosses 2σ.
Cointegration Sector-Pairs Half-Life Sized
See pairs trading details →
10 — Filter
Macro Regime Classifier
Five-factor regime classification (VIX, yield curve, credit, breadth, SPY trend) that scales every research output’s illustrative size from 40% to 100% based on macro state.
VIX + Yield + Credit Position Scaler 5-Factor
See macro regime details →
11 — Momentum
52-Week-High Momentum
George & Hwang (2004). Identifies stocks within 5% of their 52-week high with confirming trend and volume — an anchor effect distinct from JT 12-2 momentum.
Anchor Effect Long-only Trend Confirmed
See 52w-momentum details →
12 — Event Driven
Buyback Announcements
Ikenberry-Lakonishok-Vermaelen (1995). Tracks multi-month drift after new open-market repurchase programs announced in 8-K filings; value-stock filter applied.
SEC 8-K Value Tilt 90d Horizon
See buyback details →
13 — Arbitrage
Merger Arbitrage
Mitchell & Pulvino (2001). Identifies takeover targets after deal announcement and models the spread to deal close. ~6%/yr risk-adjusted historically; "selling insurance" payoff.
Deal-Spread Capture Cash > Stock Deals Asymmetric Risk
See merger arb details →
14 — Arbitrage
SPAC Arbitrage
Klausner-Ohlrogge-Ruan (2022). Identifies SPACs trading below estimated trust value pre-deSPAC vote — the model studies the near-riskless carry plus deal optionality until redemption.
Trust-Backed Pre-Vote Only Carry + Optionality
See SPAC arb details →
15 — Arbitrage
Spinoff Arbitrage
Cusatis-Miles-Woolridge (1993). Index funds are forced to dump spinoffs they can’t hold; the supply overhang creates 30-90 day mispricings that revert.
Forced Selling 10-12B Detection Small > Large Spinoffs
See spinoff arb details →
16 — Arbitrage
Dual-Class / Holdco Spread
Schultz & Shive (2010). Flags the cheap class when dual-class share spreads (BRK.A/B, GOOG/GOOGL, FOX/FOXA) hit 1.5σ — cleanest long-only arbitrage research without shorting.
Z-Score Trigger Same-Company 21d Mean Revert
See holdco spread details →
17 — Factor
Low-Volatility Anomaly
Frazzini & Pedersen (2014) Betting Against Beta. Long-only tilt to mid-cap low-vol, low-beta names where the anomaly remains robust post-publication.
252d Realized Vol Beta ≤ 0.85 Mid-Cap Window
See low-vol details →
18 — Composite
Confluence Engine
When 2+ independent strategies agree on a ticker, the confluence engine creates a super-signal with boosted conviction, consensus targets, and tiered scoring.
Multi-Strategy Tier Scoring Consensus
// Confluence Engine

Where Edges Compound

Independent strategies produce uncorrelated signals. When two or more converge on the same ticker, the engine boosts the score and elevates the signal to Tier 1 (Prime).

INSIDER — Form 4 cluster detected ACTIVE
EARNINGS — +12% surprise, drift window ACTIVE
OPTIONS — Unusual call sweep ACTIVE
VCP — Base forming, vol contracting SCANNING
|||
CONFLUENCE ENGINE
▼
Research Output
TIER 1 — Prime+
3 strategies agree • Score 87 • +15 boost
TIER 1 Prime
Confluence Research
Two or more independent strategies agree. +8 score boost (Prime) or +15 (Prime+, 3+ strategies). Highest model confidence, illustrative full Kelly sizing. Rare — typically 3-8 per scan.
TIER 2 Standard
High-Conviction Single
One engine fires with score ≥ 60. Standard scoring, no confluence boost. Position size at the model's nominal Kelly fraction.
TIER 3 Scout
Exploratory Single
One engine fires with score < 60. Useful for watchlist building and idea generation. Sizing reduced; not eligible for full Kelly allocation.
// Research Pipeline

From Data to Research Output

Every research output passes through a four-stage pipeline that transforms raw market data into a risk-aware, illustratively sized model output for educational review.

STAGE 01
Discovery & Scan
SEC EDGAR feeds, earnings calendars, options flow, sector ETFs, and credit markets. 2,500+ securities scanned every 4 hours across all strategy engines.
STAGE 02
Scoring & Confluence
Each research output scored 0-100 on model confidence, technical overlay, and regime context. Cross-strategy confluence boosts the score and elevates the output to Tier 1 (Prime).
STAGE 03
Barrier & Targets
Volatility-anchored take-profit and stop-loss via kurtosis-corrected first-passage model. Regime-adaptive TP/SL ensemble with time stops.
STAGE 04
Kelly Sizing
Fractional Kelly (f=0.25) illustrative sizing with cross-sectional z-score ranking. Macro regime scales exposure. Risk-parity allocation across active research outputs — for educational modeling, not order execution.
// Platform Capabilities

Built for Quantitative Researchers

Research infrastructure for self-directed investors who want to study systematic models.

MACRO REGIME FILTER
Regime-Aware Positioning
Continuous macro regime assessment via VIX term structure, yield curve, credit stress, market breadth, and SPY trend. Automatically scales position sizes from 100% (Risk On) to 40% (Defensive).
RISK MANAGEMENT
Institutional Risk Controls
Per-idea risk caps (1% of equity), volatility-scaled protective levels, trailing-stop tightening logic, time-based decay, and portfolio-level drawdown monitoring. No research output bypasses the risk layer.
FULL API ACCESS
REST API & Webhooks
Programmatic access to all research outputs, regime data, confluence scores, and portfolio state. Build custom dashboards, run your own analysis, or pipe outputs into your own research models.
POSITION MONITORING
Automated Alerts & Tracking
Position monitor runs 4x daily checking TP/SL/time-stop triggers, tightening trailing stops, and generating alerts. Full portfolio analytics with Sharpe, max drawdown, and SPY benchmark.
// Pricing

Research-Tier Pricing

Start free with delayed research. Upgrade when the depth of analysis justifies it.

Tier 3
Recon
Delayed research and limited engine coverage for evaluation.
$0 /month
  • + 3 engines (Insider, Earnings, Sector)
  • + Daily research updates (15-min delay)
  • + Macro regime dashboard
  • + Tier 3 (Scout) research only
  • – No confluence scoring
  • – No API access
  • – No paper-portfolio tracking
Start Free
Tier 2 — Most Popular
Alpha Desk
Full research suite with real-time delivery and educational paper-portfolio tools.
$199 /month
  • + All 17 research engines + confluence engine
  • + Real-time research delivery
  • + Tier 2 (Standard) and Tier 3 (Scout) research
  • + Full paper-portfolio tracking
  • + Educational position monitoring & alerts
  • + REST API access
  • – No custom scans
Tier 1
Institutional
Enterprise research deployment with custom analysis and dedicated infrastructure.
$1,499 /month
  • + Everything in Alpha Desk
  • + Tier 1 (Prime) confluence research
  • + Custom analysis universes
  • + Webhook integrations
  • + Priority research delivery
  • + Multi-seat team accounts
  • + Dedicated support channel
// FAQ

Common Questions

What data sources do you use?
SEC EDGAR (Form 4 and 13D filings), earnings calendars, options flow data, sector ETF pricing, credit market spreads (HYG/LQD), VIX term structure, and 6-month OHLCV history via market data providers.
How often is the research updated?
Full scans run every 4 hours. The paper-position monitor checks TP/SL/time-stop triggers every 30 minutes. Free tier receives research outputs with a 15-minute delay.
What is confluence scoring?
When two or more independent engines identify the same ticker, the confluence engine elevates the research output to Tier 1 (Prime). Two-engine agreement adds +8 points (Prime); three or more adds +15 points (Prime+).
How is position sizing calculated?
Fractional Kelly criterion (f=0.25) with cross-sectional z-score ranking. Position scale adjusts by macro regime (40-100%). Per-trade risk is capped at 1% of account equity.
Can I pull research outputs into my own tools?
Institutional tier includes full REST API access. You can poll for research outputs and subscribe to webhooks for use in your own analysis pipelines, dashboards, or research notebooks. Alpha Suite does not place orders, send instructions to brokers, or execute trades on your behalf. What you do with the research in your own workflow is entirely your decision.
How are illustrative exits modeled?
Each research output ships with an illustrative take-profit, stop-loss, and time-stop derived from a volatility-anchored, kurtosis-corrected barrier model. The paper-position monitor evaluates triggers every 30 minutes during the simulation's lifetime and closes the paper position when one of the barriers hits, then sends you an email with the result. No real orders are placed.
What's the difference between Recon, Alpha Desk, and Institutional?
Recon (free) gives you read-only access to live research outputs and the regime dashboard. Alpha Desk ($199/mo) unlocks paper-position tracking with five active slots, the full engine coverage, and email alerts on TP/SL/time-stop hits. Institutional ($1,499/mo) removes the paper-slot cap, adds the manual-scan trigger, and includes priority support.
Is paper-position tracking real-money trading?
No. Paper-tracked positions are educational simulations — we record the entry price, take-profit, stop-loss, and time-stop, and an automated monitor closes the paper position when one of those barriers hits. Nothing is sent to a broker; we never execute trades on your behalf. You can use the API to study the research outputs in your own analysis stack.
What are slot packs?
Slot packs are a stackable add-on for Alpha Desk subscribers. Each pack is a separate monthly subscription that adds five paper-position slots on top of the base five. Buy as many as you need; cancel any pack independently when you no longer need the headroom. Institutional subscribers already have unlimited slots, so the add-on is unavailable on that tier.
What's your refund policy?
First-time paid subscriptions are refundable for seven days. Email [email protected] from the address on file and we'll process the refund within two business days. Renewals, slot-pack add-ons, and partial-month upgrades are not refundable. See the full refund policy for the complete terms.

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