Archives: Hedge Funds
Deduplication & Canonicalization: Preventing Double Counts and Phantom Signals
February 3, 2026 | By David Selden-TreimanDuplicate web data quietly inflates signals and corrupts backtests. Learn how deduplication and canonicalization collapse repeats, preserve provenance, and deliver clean, investable time-series alternative data for hedge funds.
Source Drift: How Sites Change Over Time and How to Keep Feeds Stable
February 2, 2026 | By David Selden-TreimanWeb data changes quietly, layouts shift, meanings drift, access tightens. Learn how hedge funds keep alternative data feeds stable with drift detection, schema versioning, monitoring, and rapid repair workflows.
Data Quality for Web-Sourced Signals: Validation Checks That Catch Silent Failures
February 1, 2026 | By David Selden-TreimanWeb data rarely fails loudly. This article shows the validation checks that catch silent failures, schema drift, coverage erosion, and subtle data corruption, so hedge funds can trust web-sourced signals in backtests and production.
Monitoring & Alerting for Data Pipelines: SLAs for Alternative Data
January 31, 2026 | By David Selden-TreimanAlternative data only creates edge if it arrives on time, complete, and consistent. Learn how monitoring, alerting, and meaningful SLAs prevent silent pipeline failures and keep production signals reliable for hedge funds.
From Signal Idea to Production Feed: The Full Hedge Fund Pipeline
January 30, 2026 | By David Selden-TreimanTurn web-based signal ideas into durable, production-grade data feeds. Learn the hedge fund pipeline from hypothesis to monitored crawlers, normalized time-series datasets, and reliable delivery into your research stack.
Supply Chain Signals: Vendor updates, shipping indicators, distributor catalogs
January 29, 2026 | By David Selden-TreimanSupply chains leave investable clues on the public web, vendor lead times, shipping disruptions, and distributor stock moves. Potent Pages builds durable crawlers that turn these updates into clean, backtest-ready signals for hedge funds.
Competitive Dynamics: Feature Launches, Pricing Moves, Positioning Shifts
January 28, 2026 | By David Selden-TreimanTrack competitive moves before they hit earnings. Potent Pages builds bespoke crawlers that monitor feature launches, pricing shifts, and positioning changes, turning web activity into structured, backtest-ready signals for hedge fund research.
Labor Market Signals: Job Posts, Hiring Velocity, Role Mix
January 27, 2026 | By David Selden-TreimanJob postings are high-frequency signals of corporate intent. Track posting volume, hiring velocity, and role mix to spot growth, freezes, and strategic shifts early, using bespoke web crawlers that deliver clean, backtest-ready labor data.
Inventory & Availability Signals: Stock-outs, Ship Times, Backorders
January 25, 2026 | By David Selden-TreimanInventory moves faster than earnings. Track SKU-level stock-outs, ship-time drift, and backorders across retailers and regions to detect demand/supply inflections early, then turn it into monitored, backtest-ready alternative data.
Pricing & Promotions Signals: Tracking Price, Discount Depth, and Assortment
January 24, 2026 | By David Selden-TreimanPricing and promotions move faster than earnings. Learn how hedge funds track SKU-level prices, discount depth, and assortment changes using custom web data to detect demand shifts, margin pressure, and competitive dynamics early.