Signals for hedge funds and quantitative teams

Short-term, explainable credit and macro signals derived from structured-finance data—built for live models and fast decisions.

Proven in ABS, CMBS, and BDC datasets; expanding to cross-asset indicators.

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STUB: section outline - signal types for credit, integration with quant workflows, alpha generation examples
STUB: primary CTA - request signal samples or schedule demo
STUB: internal cross-links - link to /products/signals, /resources/case-studies, /contact