Archives: Web Crawler
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.
Demand Signals: What to Crawl to Measure Real-Time Demand
January 23, 2026 | By David Selden-TreimanReal-time demand shows up on the web before it hits earnings. Track search, inventory, delivery shifts, pricing, marketplace ranks, and reviews to spot inflections early, then convert them into backtest-ready time-series signals.
Event-Driven Hedge Fund Strategies Powered by Web Crawlers
January 22, 2026 | By David Selden-TreimanTurn the public web into an early-warning catalyst system. Potent Pages builds bespoke web crawlers that detect market-moving events early, structure signals for backtests, and deliver alerts or APIs your fund controls.
Macro Signals Generated from Web-Scraped Data
January 21, 2026 | By David Selden-TreimanMacro signals don’t have to wait for lagged releases. Learn how web-scraped data, prices, inventory, hiring, delivery times, and corporate updates, can be engineered into durable, backtest-ready indicators your fund controls.
When Web Data Is Directional vs Predictive
January 20, 2026 | By David Selden-TreimanNot all web data is predictive alpha. Some signals are directional, useful for context, confirmation, and risk overlays. Others can be engineered into stable, backtest-ready features with measurable lift. Know which is which.
Web Crawlers for Long/Short Equity Hedge Funds
January 19, 2026 | By David Selden-TreimanCustom web crawlers give long/short equity funds earlier signals from the public web, pricing, inventory, sentiment, hiring, and competitor moves, delivered as clean, backtest-ready time-series data you fully control.
Separating Noise from Signal in Large-Scale Web Data
January 18, 2026 | By David Selden-TreimanTurn web-scale crawling into investable alternative data. Learn how hedge funds separate signal from noise using bespoke pipelines: deduping, change detection, normalization, and monitoring for durable, backtest-ready time-series outputs.
Feature Engineering for Web-Scraped Financial Signals
January 17, 2026 | By David Selden-TreimanTurn messy web data into investable signals. Learn how hedge funds use feature engineering to normalize pricing, inventory, hiring, and narrative data into point-in-time, backtest-ready indicators with monitoring and drift detection.
Cleaning, Normalizing, and Structuring Web Data for Investment Use
January 16, 2026 | By David Selden-TreimanScraping is easy. Making web data investable is the hard part. Learn how cleaning, normalization, and structuring turn noisy pages into stable, backtest-ready time series hedge funds can trust and deploy.