Strasmore builds the hardware, unifies the data lakes, and trains the AI models powering elite funds and enterprise risk. Correlating nanosecond market physics with SEC Edgar NLP and global macroeconomics.
Uncompressed SIP & OPRA feeds. We capture 100% of global market physics without dropping packets.
Real-time CPI/PCE inflation, labor data, and precise Treasury yield curves natively joined.
Parsed 10-K/8-K texts, cash flow statements, and short volumes ready for natural language analysis.
By owning our cloud infrastructure, we bypass AWS constraints to offer unlimited computational throughput.
From nanosecond SIP quotes to full-text SEC 8-Ks and macroeconomic yield curves. One unified engine.
A supercomputer built for multi-domain market history. Cross-reference trillions of raw trades (SIP/OPRA) with full-text SEC 8-K filings, earnings surprises, and short volume data at the nanosecond level.
Treasury Yields x Supply Graph
A global command center for enterprise resilience. Correlate SEC 10-K risk factors, monitor real-time treasury yield and inflation shifts (PCE/CPI), and anticipate disruptions before they hit your ERP.
Deep fundamentals and alternative data for Private Equity and M&A strategists. Synthesize standardized balance sheets, labor market conditions, and sector news sentiment to identify precise alpha windows for acquisition and exit.
While our competitors rent shared infrastructure, Strasmore owns its bare-metal hardware through SSD Nodes. This allows us to process petabytes of complex relational data—like nanosecond ticks joined against SEC text—at speeds public clouds simply cannot match.
Explore how institutions leverage the Strasmore Omni-Data engine across global finance, regulatory compliance, and law.
Query trillions of uncompressed trades, joined with short volume metrics and real-time news sentiment, against absolute reality.
Scan financial statements, corporate earnings, and P/E ratios simultaneously alongside tick-level options pricing models to find mispriced equities.
Cross-reference internal firm trading against the full depth of multi-asset historical markets to identify spoofing tactics.
Automated SEC Rule 605/606 execution reporting. Instantly generate mandated reports by joining internal order logs against historical SIP feeds.
Continuously parse EDGAR 10-K risk factors and 8-K textual disclosures to predict distress in critical public suppliers before it impacts your ERP.
Track US Treasury yield curves, CPI/PCE inflation data, and labor force participation overlaid directly onto your internal procurement models.
Identify vulnerabilities deep in your multi-tier (Tier-3/4) supplier network before delays cascade to primary assembly lines.
Validate NAIC dynamic hedging strategies. Empower Chief Actuaries with historical OPRA implied volatility surfaces for Monte Carlo simulation engines.
Filter acquisition targets by cross-referencing short volume ratios, short interest, and daily alt-data sentiment shifts.
Validate management claims against petabytes of historical financials, income statements, and cash flows stored in our lakes.
Analyze decades of historical M&A volume, IPO status windows, and stock split history to forecast the ultimate exit liquidity.
Empower expert witnesses with uncompressed TAQ data, historical dividend actions, and 8-K parsing for precise damages modeling in class-action litigation.