Alpha Factory
Superhuman-Scale Intelligence
Multi-modal alpha generation from time series, news, social media, financial reports, candlestick charts, and earnings calls—processing data at scales impossible for human traders.
Vision
Human traders are limited by time, attention, and cognitive capacity. They can monitor a handful of assets, read dozens of news articles daily, and analyze a finite number of charts. But what if a system could process thousands of assets simultaneously, consuming millions of data points across multiple modalities in real-time?
Alpha Factory is our answer: a multi-modal AI system designed to operate at superhuman scale, extracting trading signals from diverse data sources that no human team could possibly synthesize.
The Problems We Solve
Single-Modality Limitation
HighTraditional quant systems rely primarily on price/volume data, missing crucial signals from news, sentiment, and fundamental data.
Information Overload
MediumThe volume of available market data far exceeds human processing capacity. Critical signals are lost in the noise.
Slow Signal Discovery
MediumHuman researchers take months to discover and validate new alpha signals. Markets adapt faster than traditional research cycles.
Context Loss
HighAnalyzing data sources in isolation misses the crucial interactions between price action, news sentiment, and fundamental changes.
Our Approach
Multi-Modal Data Input
Time Series Data
Price, volume, order book dynamics, and microstructure patterns across multiple timeframes.
News & Media
Real-time news articles, press releases, and breaking events with NLP-powered sentiment analysis.
Social Sentiment
Twitter, Reddit, StockTwits, and social media signals aggregated and analyzed for market sentiment.
Financial Reports
Structured data from earnings reports, balance sheets, and regulatory filings (10-K, 10-Q, 8-K).
Visual Analysis
Candlestick charts and technical pattern recognition through computer vision.
Audio Intelligence
Earnings call transcripts and audio analysis for tone, sentiment, and forward guidance.
Alpha Extraction Strategies
Fundamental Analysis
Deep value investing principles: P/E ratios, DCF models, competitive moats, and intrinsic value.
Sentiment Synthesis
Multi-source sentiment aggregation from news, social media, and analyst reports.
Mathematical Functions
Statistical arbitrage, mean reversion, momentum strategies, and quantitative factor models.
Expert Knowledge
Trading wisdom from research papers, investment books, and proven market strategies.
Time-Series Indicators
Technical indicators: RSI, MACD, Bollinger Bands, moving averages, and custom signals.
Hybrid Agent Collaboration
Multiple AI agents debate, combine insights, and reach consensus on trading signals.
By combining multi-modal data inputs with diverse alpha extraction strategies, Alpha Factory discovers patterns and relationships that are invisible in single-source analysis.
For example: detecting early market reversals through simultaneous shifts in news sentiment, technical price patterns, and earnings call tone—signals that are weak individually but powerful when correlated across modalities.
Technical Highlights
Multi-Modal Data Input
Time Series Data ingestion
- •High-frequency tick data processing with microsecond precision
- •Multi-exchange aggregation across equities, crypto, and derivatives
News & Media processing pipeline
- •Real-time NLP analysis of financial news from 50+ sources
- •Entity recognition and event extraction for market-moving announcements
Social Sentiment aggregation
- •Twitter/Reddit sentiment tracking for 10,000+ tickers
- •Influence-weighted scoring to filter noise from valuable signals
Financial Reports parser
- •Automated extraction from 10-K, 10-Q, 8-K filings
- •Structured data generation from unstructured regulatory documents
Visual Analysis (Chart recognition)
- •Computer vision for candlestick pattern detection
- •Technical formation recognition (head & shoulders, triangles, etc.)
Audio Intelligence (Earnings calls)
- •Speech-to-text transcription with speaker diarization
- •Tone and sentiment analysis from CEO/CFO delivery patterns
Alpha Extraction Strategies
Fundamental Analysis engine
- •Automated DCF models with dynamic growth assumptions
- •Multi-factor valuation: P/E, P/B, EV/EBITDA, PEG ratios
Sentiment Synthesis system
- •Cross-source sentiment fusion (news + social + reports)
- •Temporal sentiment tracking to detect momentum shifts
Mathematical Functions library
- •Statistical arbitrage: pairs trading, mean reversion, cointegration
- •Momentum strategies: trend following, breakout detection
Expert Knowledge integration
- •Rule extraction from 100+ research papers and investment books
- •Backtested strategies from quant literature (Fama-French, momentum, value)
Time-Series Indicators framework
- •50+ technical indicators: RSI, MACD, Bollinger Bands, Ichimoku
- •Custom indicator builder for proprietary signal development
Hybrid Agent Collaboration
- •Multiple AI agents debate and vote on trading signals
- •Consensus mechanisms to combine diverse perspectives and reduce false positives
Current Status
Alpha Factory is in active development. We're building both the multi-modal data infrastructure and the alpha extraction systems in parallel.
MULTI-MODAL DATA INPUT
ALPHA EXTRACTION STRATEGIES
Future Direction
Our roadmap includes expanding to additional data modalities (satellite imagery, alternative data), developing adaptive models that evolve with market conditions, and creating a framework for continuous alpha discovery and validation.
Research Collaboration
We're particularly interested in collaborating with researchers working on multi-modal learning, attention mechanisms, and cross-domain transfer learning.
ML Researchers
Multi-modal learning and attention mechanisms
Data Scientists
Alpha extraction and signal discovery
Trading Firms
Test in production environments