What is quantitative stock analysis?

Quantitative stock analysis uses mathematical models, statistical methods, and machine learning algorithms to evaluate securities. StoQuant combines 149 features including technical indicators, fundamental ratios, sentiment signals, and macro data to generate alpha scores for 3,500+ 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 149 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.

What is a free alternative for deep stock research?

StoQuant is a free-tier quantitative research platform for deep single-stock analysis. It scores US stocks daily with a walk-forward-proven Q-Score (0-100), publishes its measured out-of-sample track record, and produces a full evidence-based research memo for any ticker covering valuation, momentum, analyst consensus, insider activity, and machine-learning signals. It is a free alternative to Seeking Alpha, Simply Wall St, and TipRanks for investors who want the underlying proof, not just a rating.

How can I screen for undervalued hidden-gem stocks using alternative data?

StoQuant's hidden-gem screener blends classic value filters — the Benjamin Graham intrinsic value formula, P/E under 15, P/B under 1.5, and a 30% margin of safety — with alternative-data signals most screeners ignore: insider-buying clusters, SEC EDGAR full-text filings, credibility-weighted social sentiment, Google Trends attention, and short interest. This surfaces under-covered small-cap stocks (fewer than 8 analysts) before Wall Street catches on. The screener is free to use.

Insider cluster buying: when multiple executives buy together, it signals rare consensus

One executive buying their own stock is conviction. Three or more buying within 30 days is consensus. StoQuant detects insider clusters in real time, filtering Form 4 filings for coordinated stakes across officers and directors.

When insiders act together, conviction is strongest

A single executive buying $5M of company stock is a signal. But when a CEO, CFO, and board member all buy within 30 days - that is consensus. Insider clusters are rare, which makes them powerful. Most insider trading is noise (vesting exercises, portfolio rebalancing). But coordinated stakes from multiple insiders signal strong conviction about near-term value. StoQuant identifies insider clusters by monitoring SEC Form 4 filings in real time: we flag any stock where 3+ officers or directors execute purchases within a rolling 30-day window. For each cluster member we show the stake, title, and trade date on the dashboard, alongside the StoQuant Q-Score and analyst consensus.

How it works

Ingest and parse Form 4 filings daily — Monitor SEC EDGAR for officer and director purchases. Extract buyer name, title, shares, price, and transaction date. Maintain append-only history of every trade.
Detect clusters in real time — For each stock, identify windows where 3 or more unique insiders (officers or board members) purchased shares within 30 days. Exclude options exercises and vests - focus on true open-market purchases.
Score by cluster strength and recency — Rank clusters by the number of participants, average stake size, and recency. Most recent clusters bubble to the top. Link to the historical buying pattern for each insider and the StoQuant Q-Score.

Related on StoQuant

Dive deeper into insider conviction signals: see Insider Buying Tracker (stoquant.com/insider-buying-tracker) for mega-tier ($5M+) single buys, and Q-Score Methodology (stoquant.com/learn/q-score-methodology) to understand how insider activity weights into the composite score. Compare our coverage: StoQuant vs Seeking Alpha (stoquant.com/compare/seeking-alpha).

FAQ

What counts as an insider cluster?

3 or more officers or directors (CEO, CFO, CTO, board members) executing open-market purchases of their own company stock within a 30-day rolling window. StoQuant excludes option exercises and vesting events - we focus on true convictions.

Why 3 insiders and 30 days?

Three insiders reduce random noise: one or two buys can be rebalancing or happenstance. Thirty days is tight enough to signal coordinated intent without losing sensitivity to staggered execution. Both parameters are tunable per your risk appetite.

How recent are cluster signals?

Form 4 filings are published 2 business days after the transaction. StoQuant updates clusters within hours of each filing. The exact trade date and filing date are shown in the dashboard.

How do insider clusters compare to buy ratings?

Analyst buy ratings are opinions; insider clusters are actions backed by personal wealth. Analysts are paid to rate stocks; insiders buy to get rich. A 3-person cluster often carries more signal than a single analyst upgrade.