For Investors & Quant Researchers

The Best Datasets for Investors & Quant Researchers

920 of the 1,744 datasets in the catalog score for investors work, 298 of them strongly. The short list is below — pick from it, or tell us what's missing from it.

Fundamental, macro and alternative-data consumers who evaluate every source on signal value, point-in-time integrity and backtest length.

  • fundamentals & filings
  • alternative signals (satellite, card panels, web traffic)
  • macro & commodity series
  • point-in-time availability
  • backtestable history
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Typically triggered by an edge decays as signals commoditize.

920datasets score for this work
298rated strongly relevant
109industry shelves with a dedicated page
1,744datasets in the whole catalog

How it arrives

API, files, or your warehouse. Daily, weekly, or hourly.

Your call on cadence and plumbing. The sample comes first either way: real rows from the datasets you name, before anyone talks money.

Where the shelf runs deep — and where it runs thin

26 Precious Metals Minerals GoldHub, platinum supply/demand and futures records make this the deepest vein of tradable supply-demand data. 23 Industrial Conglomerates EDGAR APIs, BEA industry accounts and World Bank macro give both firm-level and cycle-level evidence. 20 Integrated Oil Gas 18 Diversified Financial Services BIS, Fed Board releases and EDGAR full-text search anchor macro-financial factor research. 24 Construction Machinery Heavy Transportation Equipment CNCMA China excavator sales and ATA truck tonnage are classic industrial-cycle coincident indicators. 31 Aerospace Defense SIPRI, NATO and European Defence Agency series deliver 20-77 year defence-spending histories.
And the thin water — 4 industries where the public trace is weak
3 Home Improvement Retail Only 3 qualifying datasets; retail exposure leans on Census MRTS rather than industry-specific sources. 3 Multi Family Residential Reits Few dedicated records despite strong REIT infrastructure elsewhere - EDGAR carries the load. 4 Leisure Products 3 qualifying datasets; consumer-discretionary niches lack high-frequency industry series. 5 Apparel Retail Census retail trade dominates; little brand-level or channel-check style data.

The play

  1. <p>Anchor fundamentals on SEC EDGAR (company facts XBRL, full-text search) because per-filing vintages expose restatements and avoid survivorship bias.</p>
  2. <p>Layer FRED plus ALFRED vintages for point-in-time macro, then add regulator ground truth for your coverage: FFIEC CDR for banks, Norwegian Offshore FactPages and EIA for energy, USDA PSD and FAOSTAT for agriculture.</p>
  3. <p>Commodity factors start with the World Bank Pink Sheet's 805-month deflated history.</p>
  4. <p>Pay only where a signal is genuinely proprietary: Baker Hughes rig counts via ICE, NCREIF property-level private real estate returns, ICSG copper balances, or WhaleWisdom's cleaned 13F tape when you need machine-readable positioning before 2013.</p>

Straight answers

What are the best alternative data sources for investing?

Of the 1,744 datasets Datadory catalogs, 920 (52.8%) are at least moderately relevant to investors and quants.

How do I get point-in-time data for backtesting?

Use EDGAR per-filing XBRL vintages and ALFRED (via FRED) for macro series - both preserve as-first-reported values. The Fed Board portal warns that only currently revised vintages exist there, which is exactly the survivorship trap quant researchers need to document.

Is satellite imagery data available for hedge funds?

True imagery vendors sit outside this catalog, but orbital proxies do not: Jonathan McDowell's GCAT logs every launch since 1957 and CelesTrak tracks ~70,355 objects with daily updates.

How do quants use REIT data?

Combine Nareit's complete monthly index history since December 1971 for returns, Fed H.15 daily yields for discount rates, and EDGAR XBRL facts for FFO components.

What macro data do systematic funds actually build on?

Fed Z.1 flow-of-funds (286 tables back to 1945), BIS Locational Banking Statistics (quarterly cross-border flows from 1977-Q4), H.15 daily rates and G.19 consumer credit (118 series since June 1971).

Which industries have the deepest data for factor research?

Precious metals leads with 22 strongly relevant datasets among 26 relevant ones, followed by integrated oil and gas (18 of 20) and diversified financial services (18 of 18). Overall, 109 of 153 industries clear the relevance bar for this persona.

See your rows first

Name the datasets. We send real rows — field dictionary, definitions, coverage notes with them. Then we talk about investors plumbing.

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