Structured data feeds delivering raw peer-deviation scores, composite signal components, and peer distribution parameters for integration into existing quant stacks and risk systems. Feeds are delivered via API with documentation describing field definitions, update frequencies, and known data limitations. Technical support is available for initial integration. This tier suits teams with internal analytical capabilities who prefer to build their own interpretation layers on top of cross-sectional detection signals.
A European long-only research team had observed that their existing accrual screens generated excessive false positives in the consumer discretionary sector, where business model diversity created legitimate volatility differences that single-firm thresholds could not accommodate. The team subscribed to the research package and integrated peer-deviation scores into their quarterly review workflow. Within two review cycles, they reported that cross-sectional comparison had reduced false flag volume by approximately forty percent while surfacing two cases of sustained peer-deviation that their prior screens had missed entirely. The integration required no changes to their existing infrastructure beyond adding a new data column to their review spreadsheets.
A quantitative risk team at a multi-asset manager wanted to incorporate earnings quality signals into their factor risk model but needed raw, uninterpreted detection components rather than pre-packaged flags. They licensed the data feed and built custom integration logic that weighted peer-deviation scores by sector volatility and combined them with their existing momentum and quality factors. The integration took approximately six weeks, supported by technical documentation and two onboarding calls. The resulting composite factor improved the explanatory power of their risk model for a subset of equity positions where earnings quality had previously been unmeasured.