Alphanume — Market Data APIs for Quants: Hedge fund grade predictive datasets.

I built Alphanume because I was tired of the gap between what alternative data vendors promise and what actually works in a trading strategy. I come from a quant background, and I kept running into the same problem. Vendors would pitch "predictive" datasets, but when you actually loaded the data into a backtest, you'd find lookahead bias, missing history, inconsistent point-in-time records, or coverage gaps that quietly broke your signal. The data looked great in a sales deck and fell apart under real diligence. So I started building the datasets I wished existed. Event-driven stuff that quants actually trade on: dilution filings, de-SPAC tracking, corporate defaults, attention shifts from Wikipedia pageviews, next-day movers, SPX strike bounds. Each one engineered with strict point-in-time integrity, clean provenance, and documentation good enough to survive a fund's compliance review. The process evolved as I talked to more systematic traders. Early on I was focused on retail quants and SaaS pricing. Over time it became clear the real need was institutional grade data delivered through a simple REST API, without the six figure contracts and sales cycles that come with legacy vendors. So that's what Alphanume is now. Would love feedback from anyone running systematic strategies, especially on what datasets you wish existed but can't find anywhere clean.