Signals and factors, research-grade, point-in-time.
Quant Space is the systematic research desk: a signal browser on live charts, a factor library built on FRED macro series and alt data, and a backtest harness that never looks ahead. Build the signal, prove it out of sample, ship it to the workflow.
Live signal browser
Every signal renders on a live chart with its underlying series. Inspect construction, coverage and decay before you trust it.
Factor library
Value, momentum, quality and macro factors built on FRED series and alt data, each with documented point-in-time provenance.
Point-in-time pipeline
No look-ahead, ever. Every input is stamped as-of, so a backtest reflects what you could actually have known on the day.
Backtest harness
Run a signal over history with realistic costs and turnover. Out-of-sample by default, with the in-sample period flagged.
Alt-data signal R&D
Vessels, transcripts, 13F flow and GDELT, ingested and turned into testable signals rather than raw dumps.
Ship to workflow
A proven signal links straight onto a company in Deal Space, so the quant view sits next to the deal view.
The research that survives out of sample is the research that ships. Quant Space is built for that test.
Enter Quant Space