Hedge Fund Suite
Six productized services for hedge funds whose research bench already exists — five ways to source informational edge, one macro risk overlay.
This suite is built for funds whose research bench already exists. The work is the layer between unconventional data sources and tradeable signal — pipelines that ingest, models that score, infrastructure that survives the production day. Custom builds where the edge demands custom; ready-made data products where the dataset is shared.
The two tiers compose. Alpha sources informational edge; the risk overlay sizes the positions that informational edge generates. Most funds enter on one alpha-layer product first, then layer risk on top once the signal is live and the attribution is honest.
Across both tiers, the bar is the same: idempotent ingestion, walk-forward backtests where the data justifies them, point-in-time correctness for everything that touches historical depth, attribution end-to-end. None of these are differentiators — they're the ante.
Alpha layer
Five ways to source informational edge — one custom-built pipeline, two ready-made data products, two specialty intelligence layers.
- I·01Flagship
Alternative Data Signal Engine
A production pipeline that ingests one or more unconventional datasets, normalizes against a fund-internal schema, and serves processed factor scores, back-tested signals, and event-time alerts to the research stack.
8–14 week build · ongoing data ops - I·02
Cross-Lingual News & Filings Intelligence
Intraday sentiment scores and event extractions for tickers, sectors, and macro themes, sourced from non-English news, regulatory filings, and social — covering the languages where your existing stack goes dark.
6–10 week build · monthly model retraining - I·03
Trade-Credit & Supply-Chain Score
A monthly score and supporting attribution data on every covered public company — vendor payment cadence, trade-credit balance trajectory, supplier-concentration risk, supply-chain network deltas. Delivered via API and SFTP.
Subscription · monthly score updates · API + SFTP delivery - I·04
Consumer Spending & Foot-Traffic Dashboard
Weekly dashboards combining anonymized card spend (US consumer) and foot-traffic (mapped to ticker via store-location databases) — earnings-window trend detection for the names and themes consumer funds trade.
Subscription · weekly dashboard refresh · CSV + dashboard delivery - I·05
Prediction-Market Alpha Layer
A clean feed of prediction-market probabilities mapped to your existing macro and event-driven framework — Fed move probabilities, geopolitical risk markers, election-implied probabilities, joined to the equity sector exposures and macro positions they should influence.
6–10 week build · ongoing pred-market data feed
Portfolio & risk
Macro regime classification feeding a position-sizing and hedging overlay. CIO- and CRO-facing.
What this looks like in production.
Anonymized writeups — the architecture, the tradeoffs, what we kept and didn't.
How a hedge fund suite engagement runs.
Each product has its own engagement shape — typical length, what you get, who staffs it. Across the suite, the constants are the same.
- Lead
- Bogdan
- Cadence
- Async-first
- Engagement
- Per product
- Bar
- Production
Principal engineer. Most architecture and most code ships through one keyboard.
Weekly check-ins, written updates between, calls when the decision needs the room.
Shapes listed on each product page — typically multi-week builds with ongoing operation.
Async correctness, capacity under burst, observability at every boundary.
If this fits the operation, the next step is one call.
We'll talk scope and fit. If we're not the right fit, you'll know fast.
Bogdan and team · async-first · OP—2026