Institutional quant desks and prop trading firms use OmniSync's alternative data feeds to surface non-consensus signals before they're reflected in market prices.
Phase 2/3 trial initiations and readout calendars extracted in real time. Historically correlated with 8–35% single-day moves in small-cap biotech.
Aggregate job posting data by company, function, and geography. Hiring surges in engineering and ops are leading indicators of revenue acceleration.
Physics-derived probability shifts delivered before line adjustments. Sub-50ms API enables systematic prop betting models and live market-making.
Access 10+ years of historical signals through our Snowflake-native data sharing. Run backtests directly in your warehouse — no ETL, no data movement, no infrastructure overhead.
import omnisync
client = omnisync.Client(
api_key="os_live_KEY"
)
signals = client.finance.signals.list(
signal_type="clinical_catalyst",
start_date="2024-01-01",
ticker="MRNA"
)
for s in signals.data:
print(s.direction, s.confidence)We'll walk you through the signal catalog, backtest depth, and custom pipeline options relevant to your strategy.
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