- One signal family, sample panel
- Point-in-time with observation + knowledge dates
- Ticker-mapped, aggregated, no PII
- Data dictionary & methodology brief
- Backtest-ready CSV / Parquet
Proprietary, continuously-collected signals across consumer, retail, industrial, travel, real estate and credit — mapped to listed tickers, aggregated with no personal data, and backed by multi-year point-in-time history built for clean backtests.
Menu-price inflation, merchant supply & churn, and review-velocity as an order-volume proxy across European delivery platforms — a read on the marketplaces before quarterly GMV.
Catalog breadth, price indices, in-stock rates and lead-times across industrial distributors — an early read on B2B demand and pricing.
Per-store price & inventory, assortment and review-velocity across big-box retail.
Marketplace pricing, availability, seller supply and review-velocity indices.
Occupancy proxies, nightly-rate indices, availability and new-listing supply across short-term rental and lodging platforms.
Listing supply, asking-price indices, days-on-market and inventory turnover across residential portals and developer pipelines.
A German corporate-distress index from insolvency and registry signals — a macro read on the credit cycle.
Need a name, region or KPI we don't list? We build bespoke ticker-mapped panels on request.
Every datapoint carries an observation date and a knowledge date — the moment it was first knowable. Panels are append-only and never restated, so backtests see only what was available at the time.
Signals are rolled up into indices — supply, pricing, velocity, availability. Nothing personally identifiable is ever delivered, keeping the product clean for compliance and GDPR review.
Venues, stores, SKUs and merchants are mapped to their listed parents through a maintained security master with effective dates, so a signal ties cleanly to the name you trade.
Multi-year reconstructed history gives you enough sample for meaningful backtests, then live panels refresh on a weekly and daily cadence to keep the read current into the print.
Proprietary, continuously-collected data across each vertical, captured point-in-time so every observation is stamped the moment it becomes knowable.
Observations are rolled into aggregated indices — pricing, supply, velocity, availability — then mapped to listed tickers via the effective-dated security master.
Point-in-time panels delivered as CSV, Parquet, Snowflake share, or API — ready to drop straight into a backtest or a monitoring dashboard.
We'll send a point-in-time sample for the signal family you care about — ticker-mapped, aggregated, with a methodology brief — so your team can test it against a name they already track.