For hedge funds

Positioning, filings, and the other side of your thesis

Institutional and insider filings read properly, a book that can be stressed against defined scenarios, and monitoring set on the things that would change your mind rather than on the things that confirm it.

Free plan. No card required.

What research tools does a small fund actually need?

Three that are hard to buy separately at a sensible price. Ownership and insider data parsed correctly, which sounds trivial and is where most cheap tools are quietly wrong. Portfolio risk analytics that align return series properly. And monitoring that runs without anyone remembering to check.

What it does

The specifics

01

Institutional ownership, parsed correctly

Quarterly manager filings aggregated per security rather than per row, because a filer reports the same name once per managed portfolio and reading the first row understates the position badly.

More on this
02

Insider transactions that carry signal

Form 4 filings filtered to open-market activity, sized in basis points of market capitalisation rather than in raw dollars, with plan sales set aside entirely.

More on this
03

Portfolio and risk analytics

Exposure, concentration, volatility and value at risk, with return series joined on trading session rather than on array position.

04

Scenario stress testing

What a defined market shock does to the book, position by position, using betas that are correct for assets trading on different calendars.

05

Bear case, argued explicitly

The opposing case constructed as its own argument, then scored, rather than a balanced summary that commits to nothing.

06

Scheduled monitoring

Workflows that watch for a filing, a price condition or a change in ownership and produce a written result on their own schedule.

Side by side

The comparison in full

DetailWhy it matters
Aggregate holdings per security, not per rowA large manager lists one name several times, once per portfolio
Reject principal amounts in a share countA bond's principal summed into shares inflates a position out of nothing
Count managers, not dollarsOne very large book would otherwise be the entire signal
Join return series on session dateIndex alignment inverts the sign of a beta on any asset trading a different calendar
Distinguish a failed fetch from no activityOtherwise an unreachable source reads as a quiet company

Five parsing decisions that separate ownership data you can use from ownership data that looks fine.

Straight answer

A quarterly filing is not a current portfolio

Institutional holdings are filed 45 days after quarter end, cover long US equity positions only, and exclude shorts entirely. On the day one is published its oldest position is four and a half months old. It is genuinely useful for understanding what a set of investors has been doing. It is not a live view of anyone's book, and any tool that presents it as one is selling you a lag.

FAQ

Frequently asked questions

Can I track institutional ownership changes?

Yes, across a curated set of tracked managers, comparing quarter over quarter with a materiality deadband so that rounding and corporate actions do not classify every position as changed. The set is curated rather than exhaustive, and the interface says so, because absence from it means these managers rather than the whole market.

How is insider activity scored?

Only open-market purchases and sales are counted. Option exercises, tax withholding, awards and gifts are compensation plumbing and are excluded. Sales under a pre-arranged plan are set aside rather than scored, and size is measured in basis points of market capitalisation so that a large company does not look bearish simply for being large.

Can I stress test a portfolio?

Yes, against defined scenarios. The detail that matters is that return series are joined on trading session rather than by position in an array, which sounds pedantic until you note that index alignment inverts the sign of a beta for anything trading a different calendar and can present the riskiest holding in a book as a hedge.

Can research run on a schedule?

Yes. Workflows run on a trigger or a schedule, do the retrieval and the writing, and post the result. Runs are capped per plan, and a blocked run is reported rather than silently skipped.

Check a name you already have a view on

Ownership, insiders and the bear case, on something where you will notice if it is wrong.