Commercial Product Strategy - Selling into Equity Markets

Structured event data extracted from SEC filings (30 event types)

{
  "cik": "0000789019",
  "ticker": "MSFT",
  "filing_date": "2024-08-01",
  "event_type": "expanded",
  "subject": "Microsoft Corporation",
  "object": "Azure cloud infrastructure",
  "magnitude": "15% capacity increase across 20 new data centers",
  "timing": "definitive",
  "event_date": "2024-06-30",
  "strategic_importance": 8,
  "confidence": 0.92
}

Quantitative hedge funds building proprietary models • Data science teams at asset managers • Systematic trading firms (Citadel, Two Sigma, etc.)

Events → Feature engineering → Directional signals

{
  "cik": "0000789019",
  "ticker": "MSFT",
  "signal_date": "2024-08-01",
  "signal_type": "EXPANSION_MOMENTUM",
  "direction": "BULLISH",
  "strength": 7.5,
  "confidence": 0.85,
  "horizon": "3_month",
  "contributing_events": [
    "expanded (Azure infrastructure) - importance: 8",
    "partnered (OpenAI collaboration) - importance: 9",
    "upgraded (Moody's rating) - importance: 6"
  ],
  "historical_performance": {
    "similar_signals_count": 47,
    "avg_3m_return": 12.3,
    "win_rate": 68
  }
}

• Event Clustering: Multiple related events → stronger signal
• Temporal Patterns: Event velocity (3 expansions in 90 days = momentum)
• Cross-Event Synthesis: Expansion + refinancing + upgraded = "growth acceleration"
• Magnitude Aggregation: Sum of strategic importance scores
• Historical Similarity: "Companies with this pattern returned +12% on average"

Fundamental hedge funds (don't have quant teams) • Mid-sized asset managers • Long/short equity funds • Event-driven funds

Parsed insider filings → Actionable features

• Cluster Buying: Multiple insiders buying simultaneously
• C-Suite Activity: CEO/CFO purchases (strong signal)
• Activist Stakes: 13D filings and position changes
• Form 4 Velocity: Transaction frequency analysis
• 10b5-1 Plans: Distinguish planned vs opportunistic trades

Fundamental long/short funds • Activist investors • Event-driven funds • Risk arbitrage desks

Multi-factor scoring model (0-100) for investment decisions

• Operational Health (±20 pts): Expansions, suspensions, operational events
• Financial Strength (±15 pts): Refinancing, covenants, credit quality
• Strategic Momentum (±15 pts): Partnerships, M&A, strategic initiatives
• Governance Quality (±15 pts): Insider activity, auditor changes, board composition
• Growth Trajectory (±10 pts): Transformer prediction overlay
• Risk Indicators (±10 pts): Investigations, litigation, regulatory issues

• Portfolio Screening: "Show me all companies with score >80"
• Risk Monitoring: "Alert when score drops >10 points"
• Due Diligence: "Score improved from 65 → 87 over 6 months"
• Sector Rotation: "Tech sector avg 72, Healthcare avg 65 → overweight Tech"

Credit analysts (bond desks) • Portfolio managers (screening tool) • Risk management teams • Private equity (due diligence)

Automated company story generation from events - think of it as a comprehensive strategic timeline report showing all material events chronologically with context, insider activity, and forward predictions.

• Executive Summary: Overall assessment with composite score and trend
• Strategic Milestones: Chronological event timeline with strategic importance
• Insider Activity: Form 4 analysis, cluster buying, C-suite signals
• Risk Indicators: Investigations, regulatory issues, red flags
• Performance Context: Transformer prediction, historical pattern matches
• Conclusion: Recommended action with conviction level

Fundamental analysts (replace manual timeline building) • Portfolio managers (quick company updates) • IR teams (competitive intelligence) • Journalists/researchers

Real-time red flag detection and risk monitoring with quantified historical alpha impact

• Speed: Alerts within minutes of filing (vs hours for Bloomberg)
• Precision: Only material events (vs noise from generic news alerts)
• Actionability: Historical impact quantified (vs vague "negative" sentiment)

Risk management teams • Portfolio managers (stop-loss automation) • Credit analysts (bond portfolios) • Compliance officers

Direct access to your 42.8% correlation model - the crown jewel

• Proven Performance: 42.8% correlation on holdout (not backtest)
• Explainability: Contributing factors provided (not black box)
• SEC Filing Focus: Unique data source (vs price/volume)
• Temporal Intelligence: 512 events over 180 days (captures story)

{
  "prediction_id": "PRED-20240801-MSFT",
  "predicted_return_vs_spy": 0.142,
  "prediction_confidence": 0.92,
  "model_performance": {
    "test_correlation": 0.428,
    "vs_baseline": "+85%"
  },
  "contributing_factors": [
    "Event velocity: 12 material events in 180 days (top 5 percentile)",
    "Event quality: Avg strategic importance 8.2/10",
    "Insider confidence: Cluster buying + C-suite purchases",
    "Temporal pattern: Expansion → Partnership → Commercialization"
  ]
}

Multi-manager platforms (Citadel, Millennium, Point72) • Fundamental long/short funds (want quant overlay) • Systematic macro funds • Large asset managers (BlackRock, Fidelity)

End-to-end trading signals (Transformer → Q-learning → BUY/HOLD/SELL)

• Two-Stage Intelligence: Transformer predicts WHAT, Q-learning decides WHEN
• Risk-Aware: VIX-based position sizing, regime detection
• Proven Backtest: Sharpe 1.34 (vs 0.95 transformer-only)
• Explainable: Every signal shows state, Q-value, rationale

Complete trading signals with action (BUY/HOLD/SELL), conviction level, position sizing recommendations, stop-loss/take-profit levels, risk management overlays, and expected performance metrics.

Multi-family offices • Small hedge funds (<$500M AUM, no quant team) • Wealth management platforms • Prop trading firms

Combine all your data sources → single alpha score

• SEC Filings (35% weight): 512 events over 180 days via transformer
• Event Momentum (20% weight): Velocity, clustering, patterns
• Insider Signals (15% weight): Forms 3/4/5/13D/13F
• News Sentiment (10% weight): 47 articles, NLP scoring
• Transcript Tone (10% weight): Earnings call analysis
• Company Score (10% weight): Operational health composite

• Data Fusion: 5+ sources (SEC, insider, news, transcripts, SEDAR)
• Proven Alpha: Each factor has academic/empirical validation
• Explainability: See exact contribution from each factor
• Customization: Adjust factor weights for client preferences

Large hedge funds ($5B+ AUM) • Sovereign wealth funds • Pension funds • Endowments

Build bespoke models for large customers

• Custom Transformer: Trained on client's proprietary data + your events
• Custom Q-Learning: Optimized for client's portfolio constraints
• Custom Scoring: Tailored to client's investment philosophy
• Dedicated Infrastructure: Private deployment (not multi-tenant)

Large hedge funds ($5B+ AUM) • Asset managers ($50B+ AUM) • Investment banks (prop trading desks) • Family offices ($10B+ AUM)

Power other platforms with your technology

• Bloomberg: Terminal integration
• FactSet: Workstation plugin
• Refinitiv: Eikon integration
• S&P Capital IQ: Pro integration