What is quantitative stock analysis?

Quantitative stock analysis uses mathematical models, statistical methods, and machine learning algorithms to evaluate securities. StoQuant combines 93 features including technical indicators, fundamental ratios, sentiment signals, and macro data to generate alpha scores for 822 stocks.

How does the hidden gem screener work?

The hidden gem screener uses the Benjamin Graham intrinsic value formula (V = EPS x (8.5 + 2g)) to identify undervalued small-cap stocks. It filters for P/E under 15, P/B under 1.5, PEG under 1.0, debt-to-equity under 0.5, and flags stocks trading at least 30% below intrinsic value with fewer than 8 analyst coverage.

What machine learning models power the predictions?

StoQuant uses a 3-model stacking ensemble: LightGBM, CatBoost, and XGBoost with a logistic regression meta-learner. Predictions are calibrated with Venn-ABERS conformal prediction. The system uses 93 features spanning technical, fundamental, sentiment, macro, and alternative data signals.

How does portfolio optimization work?

StoQuant integrates ML price forecasts with the Black-Litterman portfolio optimization model. ML predictions serve as investor views (Q vector) with model confidence intervals mapped to uncertainty (omega matrix). This produces optimal portfolio allocations that blend market equilibrium with AI-driven insights.

Is my portfolio data secure?

Yes. StoQuant uses JWT authentication with timing-safe comparisons, rate limiting (300 req/min per IP), secure headers (HSTS, X-Frame-Options, X-Content-Type-Options), and portfolio ownership verification on every request. No sourcemaps are exposed in production.

What data sources does StoQuant use?

StoQuant aggregates data from SEC EDGAR filings, FMP financial data, social media sentiment (Reddit, StockTwits, Twitter), Google Trends, insider trading records, institutional holdings, options flow, and macro economic indicators from FRED. All data is stored as append-only time series.

Does StoQuant work with Claude Desktop or Claude Code?

Yes. StoQuant ships an official Model Context Protocol (MCP) server, stoquant-mcp, available on npm. One command — npx -y stoquant-mcp install — wires Claude Desktop, Claude Code, or any MCP-compatible client into roughly 30 read-only stock-research tools: prices, Q-Score, ML predictions, hidden-gem screener, insider trades, market regime, and macro dashboards. Power-tier subscription required.

An alt-data stock screener that surfaces hidden gems before they pop

Most screeners only see price and fundamentals — both lag the move. StoQuant scores small caps on alternative-data signals that lead it: SEC filing flow, FDA and clinical-trial events, insider clusters, GitHub and App Store traction, lobbying spend, short interest, and news tone. When several light up at once on the same name, that convergence is the tell.

Why price and fundamentals arrive late

A P/E ratio updates after the quarter prints. A breakout shows up after the buyers have already moved. By the time a small cap looks obvious on a price-and-fundamentals screen, the easy part of the move is gone. Alternative data sits earlier in the chain: an insider buying cluster, a cluster of bullish SEC 8-K filings, an FDA action or clinical-trial readout, a spike in lobbying registrations, a developer project gaining stars, an app climbing the store charts, short interest quietly compressing. None of these is a buy signal alone. StoQuant's edge is fusing them — when independent alt-data sources converge on the same ticker, that agreement is far harder to fake than any single feed.

How it works

Ingest 14+ alternative-data feeds, append-only — SEC EDGAR (full filing suite incl. Form 4 insider clusters, Form D, 8-K), openFDA, CPSC recalls, clinical trials, GitHub activity, App Store rank, Hacker News, congressional trading + lobbying (LDA), short interest, social momentum, and news tone. Every fetch is stored append-only with a (ticker, date) key, so history is never overwritten.
Score each signal and watch for convergence — Each feed contributes a normalized signal. The convergence engine ties them into one bull-vs-bear narrative per ticker, source-attributed and freshness-stamped, so you can see WHICH alt-data sources agree — not just a single black-box number.
Gate to genuine hidden gems — Restrict to the small/mid-cap band ($250M–$10B) with thin analyst coverage, then rank. The result is names where alt-data is moving but Wall Street consensus has not caught up yet. Forward returns are tracked daily on the Proof page.

Related on StoQuant

Pair the alt-data lens with valuation: Undervalued Small Cap Stocks (stoquant.com/undervalued-small-cap-stocks) screens the same band on Benjamin Graham intrinsic value and ML. Track the single strongest alt-data feed on its own at Insider Buying Tracker (stoquant.com/insider-buying-tracker). See today's names at Today's Hidden Gems (stoquant.com/today/hidden-gems), or read how the composite is built at Q-Score Methodology (stoquant.com/learn/q-score-methodology).

FAQ

What is an alt-data stock screener?

It screens stocks by alternative data — signals outside the usual price-and-fundamentals feed, such as SEC filings, insider trades, FDA actions, clinical trials, software/app traction, lobbying spend, short interest, and news tone. These sit earlier in the information chain, so they can move before the price does.

How does alt-data help catch stocks before they pop?

Alternative data often reflects a change in a company's prospects before it shows up in reported earnings or the chart — an insider buying cluster, a regulatory clearance, a surge in developer or user traction. StoQuant looks for several independent alt-data sources converging on the same small cap, which is a stronger and earlier tell than any one feed.

Which alternative-data sources does StoQuant use?

The SEC EDGAR filing suite (including Form 4 insider clusters, Form D, and 8-K events), openFDA, CPSC recalls, clinical trials, GitHub activity, App Store rank, Hacker News, congressional trading and lobbying (LDA), short interest, social momentum, and news tone — 14+ feeds, stored append-only so history is preserved for out-of-sample tracking.

Is the alt-data screener free?

Yes — you can screen small caps by alt-data signals and see the convergence view on a free account. Forward returns for the hidden-gem cohort are published openly on the Proof page.

How is this different from your undervalued small-cap screener?

The undervalued small-cap screener ranks on valuation — Benjamin Graham intrinsic value and margin of safety. This page ranks on the alt-data / leading-indicator axis — what is changing now, before fundamentals update. They are complementary; the strongest setups score well on both.