Signals designed to capture alpha around corporate events.
Est. Price
~$25,000/yr est.
Update Frequency
Daily
Pricing Tiers
1
Regions
1
Quality SignalsB
Freshness
Recently enriched
Complete
81%
API
No API
Product Overview
Quantitative Data Platform$$$
Offering: A suite of predictive alpha signals and alternative data feeds, including crowdsourced earnings estimates and sentiment analytics, delivered via API and Databricks for systematic trading.
Best for: Quantitative hedge funds and systematic traders seeking pre-computed alpha signals to integrate into daily portfolio construction workflows.
Benefits
- Diverse signal library covering sentiment
- analyst performance
- and event-driven data
- Seamless integration via Databricks and API for systematic workflows
- High-quality crowdsourced consensus data through Estimize integration
- Actionable
- daily-frequency signals ready for immediate backtesting
Drawbacks
⚠ Limited breadth of raw alternative data compared to large-scale data aggregators · ⚠ Smaller team size may result in slower custom data onboarding or support compared to enterprise incumbentsProduct Intelligence
Value Score
32
quality per $
Price Position
P70
premium
Coverage
70
geo × freq × depth
Try-ability
15
ease of trial
Market concentration: 100% (concentrated — few vendors)
Product Details
Use Cases
Portfolio constructiontrade timing optimizationevent-based alpha generationrisk management
Categories
Quantitative SignalsFinancial AnalyticsCorporate Events
Coverage
Global
Delivery
Databricks
Data Sources
corporate filingsnews media
Detected Use Cases
alternative datainvestment researchrisk management
Pricing Tiers
Vedex estimate
~$25,000/yr est.
SUBSCRIPTIONMEDIUM
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Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$25,000/yr est.
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Web Authority
Emerging2 mentions·1 platform
Academic Papers
2 × 8 pts+16
Evidence2 sources
Academic Papers
Interpretable Event Reasoning from Numerical time-series
... event driven signals. Local projection impulse responses (IRF) are widely used in econometrics to analyze the dynamic effects of exogenous ...
Academic Papers
The New Quant: A Survey of Large Language Models in ...
KPI correctness supports earnings surprise and event driven signals ... Dataset and Weak-Supervision Model” In arXiv preprint arXiv ...
Data Dictionary
Expected fields and columns in this data product
About Event Driven Signals
Event Driven Signals is a quantitative signals data product offered by ExtractAlpha, available on discovery. Data is updated daily. Vedex estimates pricing at roughly $25,000/yr (an estimate, not a vendor-published price).
Signals designed to capture alpha around corporate events.
About ExtractAlpha
ExtractAlpha is a data provider vendor based in Hong Kong. ExtractAlpha is a financial data and analytics firm that specializes in creating predictive alpha signals for institutional investors. By leveraging alternative data sources and quantitative research,...
Related Data Categories
Quantitative SignalsFinancial AnalyticsCorporate Events