BUILD ALPHA
01 / 04
AUTONOMOUS · RUNS 24 / 7
The Build Alpha Data Agent

Autonomous research at scale.

A quant team's process, run continuously and unsupervised on your behalf. Hunts, pulls, and proves edge before anything reaches you.

STEP 01
Ideates
Leverages LLMs to propose novel data sources.
→
STEP 02
Fetches & Engineers
Ingests the source, builds point-in-time features.
→
STEP 03
Validates & Tests
OOS & permutation testing to prove edge.
The Gate
Whatever fails validation never reaches you.
OUT-OF-SAMPLEPERMUTATIONNO LEAKAGEFORWARD TARGETS
BUILD ALPHA · THE DATA AGENT
02 / 04
Why It Matters

Price-only edges are crowded.
The frontier is elsewhere.

Every desk runs the same price history through the same tools. The obvious edges are arbitraged thin.

The advantage now is data nobody else tests: satellite, search, news tone, central-bank language, filings.

A continuous, validated pipeline.

24/7
Never stops ideating, fetching, testing.
100%
Point-in-time aligned to when data was public.
OOS
Edge measured on unseen data only.
0
Unvalidated datasets shipped.
BUILD ALPHA · THE DATA AGENT
03 / 04
From Raw Source to Regime

What the agent surfaces and how it gets traded.

Behavioral
Search-attention
Google and social keyword search volume and clusters.
Weather
Weather-related signals
Precipitation, temperature, CDD, HDD, river levels and more.
Policy / Text
Central-bank tone drift
Hawkish-to-dovish shifts in Fed language, scored point-in-time.
Positioning
News-tone & attention surges
Global news sentiment from 100+ languages flags volatility shifts.
Commodities
Agriculture supply disruption
Event signals from weather, harvest, and export news.
Geopolitical
G7 headlines vs world headlines
Divergence between developed-market and global news tone.
+ many more — the agent never stops discovering
Build Alpha portfolio combining multiple strategies with risk-adjusted position sizing driven by alternative-data regimes
Validated regimes → risk-adjusted portfolios → tested in Build Alpha
// Only signals passing out-of-sample validation included
BUILD ALPHA · THE DATA AGENT
04 / 04
The Industry Agrees

The smart money is already
using alternative data.

People running the most sophisticated capital in the world agree.

“

Investing now isn't just about earnings estimates and 10-Ks. It's about satellite imagery, sensors and mobile devices. The more you can process those things, the more edge you'll have.

Steven A. Cohen
Founder, Point72 · ex-SAC Capital
“

If you invest in consumer and don't use alternative data, you're investing blind.

Matt Ober
Former Chief Data Scientist, Third Point · ex-WorldQuant
“

Any and all data is up for consideration in modern markets.

Tim Skirrow
Head of Energy & Derivatives, Quant Analytics

We're looking for a few partners.

LET'S CONNECT — david@buildalpha.com
BUILD ALPHA · THE DATA AGENT
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