Research tools for long/short equity
Macro prediction down to the industry level, built on a methodology of self-defined industry groups. Machine-learning-scored insider buys. Accounting-anomaly flags from the footnotes. One purpose: cut the front end of the research process.
Log in01 — The problem
Academic economics does not generate alpha
Macroeconomic modeling is difficult to begin with, but it is made nearly impossible by relying on bad economic theory and data. Standard economic theories and metrics are largely designed to justify increased government spending, not to help understand economic conditions. Because headline data is engineered for policy, it gives portfolio managers no actionable edge.
We bypass that system entirely by using corporate officers and directors as our economists. Insiders see real-time order books, inventory backlogs, and supply chain bottlenecks long before they show up in government statistics. While standard economic metrics lag, insider signals look forward, with clustered buys leading corporate turnarounds by three to twelve months.
02 — In practice
Semiconductors, called both ways
When run historically, the model’s adjusted signal goes short in January 2022 ahead of the drawdown, flips long in January 2024, and catches the turn in mid-2025.
The lower panel shows why: the composition of insider buying turns before the industry does. This adjusted score is calculated for each industry, and industry group.
03 — The map
Every industry group, positioned in the regime
Scored buys aggregate into self-defined industry groups built for macro modeling, shipping sits with midstream energy, not with a catch-all “industrials.” Each group’s raw and adjusted score is mapped against the current macro regime and its forecast path.
The output is one picture: which industries the median company is likely to rise in, and which it is likely to fall in. That is the starting point of a screening process, delivered before the process starts.
04 — Access
What’s on the platform
Subscription includes the macro map, scored insider buys in large-capitalization companies, and year-over-year risk-factor changes across coverage. Data on the site is generalized by design.
Arms-length bespoke research is available to a limited number of institutional clients.
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