Executive Summary

Buy-side desks, quant teams, and risk managers currently spend months stitching together multi-year positioning datasets and manual analytics to surface actionable portfolio signals, creating operational drag and missed alpha opportunities. The pain is especially acute at larger institutions that require auditable, explainable signals rather than black‑box outputs, and where integration complexity prevents scalable reuse across desks. Build an API-first platform that ingests multi-year broker and custody positioning feeds, automatically extracts systematic signals with explainable ML, and exposes sandboxed, backtestable signal streams and enterprise data feeds. Package integration tools, standardized feature definitions, and governance metadata so a desk can evaluate and consume signals in weeks instead of quarters. Market timing is favorable: we estimate a $3.6B addressable market (6,000 institutions × $600K ACV) as buy-side spend on alternative data and packaged analytics accelerates, and institutions increasingly prefer programmatic access. With a market score of 86 and revenue potential 88/100, there is clear demand for turnkey, explainable positioning analytics that reduce integration time and satisfy regulators. This can stand out by combining auditable feature extraction, transparent model explainability, and an integration-first API that demonstrably shortens time-to-value, which matters against medium-level competition from legacy vendors and boutique data providers. That said, success requires solving hard data quality, custody/legal access, and enterprise sales challenges—expect multi-quarter pilots and the need to build trust with rigorous backtests and governance controls.

Market Opportunity

Automated extraction of systematic signals from multi-year positioning data targets a $3.6B = 6,000 potential institutional customers (banks, hedge funds, asset managers, prop shops) × $600K ACV for integrated positioning analytics and enterprise data feeds total addressable market with medium saturation and a year-over-year growth rate of 8-12% YoY market growth for data & analytics products driven by alternative data adoption and cloud analytics (source: Greenwich Associates, Celent, industry reports).

Key trends driving demand: Alternative data adoption — buy-side desks are increasing spend on non-price datasets and expect packaged analytics that reduce integration time.; Explainable ML demand — regulators and internal risk teams require auditable models, so explainable signal extraction adds material value and trust.; API-first data consumption — engineering teams prefer programmatic, sandboxed access to signals over monolithic terminal products, enabling faster adoption.; Cloud-native analytics — lower costs for storing and reprocessing historical observations make it feasible to run iterative signal experiments on millions of rows of positioning data..

Key competitors include Bloomberg (FX and analytics desks), Refinitiv (LSEG) - FX Research & Data, Nasdaq Data Link (formerly Quandl) / alternative-data specialists.

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Automated extraction of systematic signals from multi-year positioning data

Executive Summary

Market Validation

Market Opportunity

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