Alternative investment data, normalized and connected

News moves markets - that much is clear. Now get the signal separated from the noise and linked to your assets.


Precise, normalized and connected changes to businesses

It is no secret that news moves markets. In today’s information heavy world, investors who can more rapidly process and act on events affecting their portfolios will maintain a competitive edge. Moreover, investors with superior predictive models will outperform peers. Bitvore’s global universe of coverage delivers precise, machine-readable and normalized content to fuel insights complementing both quantitative and fundamental models. 

90% of time-sensitive market-moving event information begins as unstructured data, primarily news, blogs and social media.   Bitvore converts this unstructured information into normalized, consistently structured, time-ordered event data that is linked to the most popular asset IDs and symbology (tickers, CUSIPs, ISINs, URLs, and Lat/Long).  With normalized and connected datasets, you can seamlessly link to internal data models and applications.   In complement to historical data, Bitvore’s real-time APIs continuously deliver trigger events to breathe life into your analytics and recommendation engines. 


Results Delivered

with the power of Artificial Intelligence

At-scale surveillance

Over 299,000 sources of news and market filings are analyzed continuously to cover the companies and assets you care about.

Connected and normalized

Material changes and company identity are normalized and tagged by key symbols and IDs to reduce your need for data cleansing.

Continuous intelligence

When you have correlations, next you need to act on them.  Bitvore provides the fuel for early detection of situations with the best predicted outcome.

Bitvore Alternative Investment Data

Bitvore data sets cover companies, projects, municipalities and geographic economics, each linked to the key ID or symbology to connect to your existing data and portfolios.

  • Municipal bond event data linked to CUSIP
  • Public company event data linked to Ticker or ISIN
  • Economic impact events linked to US City, US County, Country or Lat/Long
  • Middle market / private company event data linked to URL
  • Environmental, Social & Governance policies and events linked to Ticker, ISIN, URL (coming soon)

Our datasets are designed to solve these problems:

  • Normalizing and analyzing unstructured data is slowing data science teams from reaching goals
  • Too much time is wasted on data engineering, cleansing and normalization
  • Assets Identifiers and other correlation points are needed as connection points for portfolio analysis and financial models
  • Time-based data patterns are needed for predictive and prescriptive analytics
  • Human-friendly evidence is required to support findings and interrogations into data

Bitvore datasets are consistently formatted and normalized for integration into your models.  The dataset includes time stamps, entity, symbology, event type, title, snippets, URL to original media and geocoding information.    Entities in the available datasets span 232,000 corporations globally including public companies and middle market companies over $50M in revenue.   In addition, events impacting city, county and state economics are available.  The event types are based on 297 different signals derived from buy-side, sell-side and ratings analysts.


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Learn more about how Bitvore's Alternative Investment Data can work for you

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