Alternative Data for Investing

Integrate structured news intelligence—sentiment, entities, and themes—into your trading models to uncover potential market‑moving signals.

Common Problems

Quantitative and discretionary investors face several data hurdles:

Signal Lag: Conventional data feeds surface price‑sensitive news only after markets react, eroding alpha.
Information Overload: Tens of thousands of daily articles make it difficult to isolate events that truly move assets.
Entity Ambiguity: Ticker overlaps and name variations complicate automated screening across global coverage.

Enfathom delivers structured global news data via a simple REST API:

Targeted Article Retrieval: Query /v1/articles with parameters like ?entities=Apple,Microsoft&date=2025-05-01 to stream the latest coverage for watch‑list companies in near real‑time.
Sentiment & Tone Metrics: Each /v1/articles record includes analysis.tone.net and polarity scores, enabling programmatic bullish‑bearish signals.
Thematic Filtering: Use the filter on the articles endpoint with ?themes=WB_135_TRANSPORT (for example) to capture transportation‑specific articles.

Explore full examples in our API Documentation.

Investors need timely, structured information to capture alpha, yet raw news streams are noisy and arrive too late.

Enfathom delivers near real‑time articles with sentiment analytics, empowering data‑driven strategies that react the moment events unfold.