Research
Market signals, quantitative methods, and alternative data examined in depth. Published weekly.
Using Satellite Data for Geopolitical Trades
Commercial satellite imagery now provides real-time visibility over ports, pipelines, and military installations. This research examines how analysts extract tradeable signals from imagery before they appear in official data releases.
Read →Options Flow Analysis and Reading the Smart Money
Options markets generate continuous positioning data that equity prices do not reveal. Sweep orders, dark pool prints, and unusual volume-to-open-interest ratios each carry distinct informational content.
Read →How Earnings Call Sentiment Moves Markets
NLP models applied to earnings transcripts quantify executive tone, hedging language, and sentiment shifts that do not appear in headline EPS figures. The signal is real, measurable, and time-sensitive.
Read →Factor Investing and the Quant Approach to Alpha
Value, momentum, quality, and profitability factors represent distinct, economically motivated sources of return. This research covers multi-factor construction, regime sensitivity, and the practical limits of factor crowding.
Read →Credit Card Transaction Data as a Market Signal
Aggregated transaction data from payment networks provides a real-time view of consumer spending that arrives weeks before official statistics. The edge lies in mapping spending growth to revenue surprise before earnings.
Read →Short Interest as a Contrarian Indicator
Short interest measures bearish conviction but its signal is asymmetric. Declining short interest is a more reliable long signal than high short interest is a bullish one. The mechanics of squeezes, short data as a filter, and what the data actually represents.
Read →Reading the VIX Term Structure for Volatility Trades
The VIX futures curve in contango creates a persistent mechanical headwind for long volatility products and a corresponding opportunity for volatility sellers. This research covers term structure dynamics, contango decay, and event volatility trades.
Read →What SEC Form 4 Insider Filings Reveal About Markets
Open market purchases by corporate insiders carry signal that has been validated across decades of academic research. Cluster buying events — multiple insiders purchasing within a short window — are among the most reliable indicators in the dataset.
Read →Web Traffic and App Data as an Alternative Data Edge
Digital engagement metrics precede financial reporting by weeks. For ad-supported platforms, e-commerce businesses, and fintech applications, web traffic and app download data are close to leading fundamental indicators.
Read →Macro Regime Detection and Knowing When to Switch Strategies
Growth and inflation dynamics create distinct macro regimes that systematically favour different assets and factor exposures. Identifying the prevailing regime and rotating strategy accordingly is a durable source of risk-adjusted return.
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