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We’ll keep this one short.
A few weeks ago, we publicly introduced Alphanume: the quantitative research data platform we’ve been building underneath Quant Galore for the past year.
If you missed the full backstory, it’s all here:
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TL;DR: we kept building internal datasets to support our own trading; dilution events from SEC filings, point-in-time market caps, risk regime classifications, optionable universe snapshots.
Eventually we realized that most of this stuff simply doesn’t exist elsewhere in a clean, research-ready form.
So, we packaged it up and opened it to other researchers.
Since launch, we’ve continued to expand the library.
Every dataset now has a full practical guide walking through the mechanics, use cases, and how traders are actually building with it, starting with the De-SPAC Events guide and rolling out across the full catalog.
We've also shipped new endpoints and refined others. Here's a taste of what's in the library and what you can actually do with it:
→ Dilution Events: know the moment a company dilutes their shares, before the shares hit the market. This is a core dataset behind our short-selling basket strategy.
→ S&P 500 Risk Regime: a daily binary signal (risk-on / risk-off) going back to 2011. Use it to scale exposure, filter entries, or just stay out of the market when conditions are hostile.
→ Next-Day Movers: a daily, model-ranked list of the stocks most likely to make an outsized move the next session. Use it to buy (or not buy) straddles, screen for directional plays, or just know where the action is going to be.
→ S&P 500 0-DTE Strike Band: a daily expected range for SPX, derived from implied probability distributions. Sell spreads outside the band and collect premium where tail risk is overpriced, every day.
→ De-SPAC Events: De-SPACs, as a cohort, are one of the most well-documented sources of post-listing underperformance. Short the basket accordingly.
These sit alongside datasets for historical market cap, the Quant Galore Momentum Index, and optionable universe snapshots, all accessible via API, all stored point-in-time, and all designed to plug directly into real trading workflows.
The full dataset library and docs are here if you want to look around:
Now, the reason for this email.
We opened a small Founding Researcher program alongside the launch: 20 seats, $499 one-time, with lifetime access to every current and future dataset on the platform.
Those filled up quickly.
After the round closed, we kept hearing from readers who saw the announcement late and still wanted in. Many of them came with sharp questions, dataset ideas, and use-cases we hadn’t considered yet, which is exactly the kind of feedback that makes the platform better.
So, we decided to briefly reopen the program one last time to let a few more researchers in on the same terms.
That window closes today.
Once it’s done, we’ll move to a more traditional pricing structure as the dataset library continues to grow.
If you’ve been on the fence, this is the last note we’ll send about it. We’d rather under-sell than create inbox fatigue, but we also didn’t want this to close without giving everyone a fair heads up.
[Become a Founding Researcher →]
As always, the Quant Galore newsletter isn’t going anywhere. The research posts, strategy walkthroughs, and experiments will keep coming regardless.
Alphanume just gives us better tools to do it with, and now you can use the same ones.
Good luck, and happy trading. 🫡🫡
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