IntraAlpha IntraAlpha connects options, equities, fundamentals, news, macro, and community signal into one private data backbone. The public product is not raw vendor redistribution. It is derived analysis: simplified option views, rankings, reports, screeners, backtests, coverage triggers, and intraday signals.
The user-facing layer is cleaned, cached, translated, attributed, and explainable.
Historical and real-time US options observations, Greeks, implied volatility, expirations, strikes, quotes, and option-reference data.
US equity snapshots, bars, streaming market data, option contracts, option snapshots, crypto support, and current-market state.
Company overview, earnings, global quotes, macro series, technical indicators, news sentiment, and historical market APIs.
Provider APIs, internal reports, portfolio records, Discord, Reddit, and content analytics.
Map raw observations to stable schemas, readable labels, eligibility gates, and formula versions.
Build delta buckets, IV/RV premium, direction scores, liquidity ranks, and coverage triggers.
Serve only fast public views, reports, explainers, screeners, and backtest-ready abstractions.
Raw option observations become constant-delta, expiry-aware, liquidity-gated views.
Prices, bars, volume, and intraday motion become readable context for every ticker.
Company metrics, earnings, ratios, and event history become coverage memory.
Market-wide signals, ticker news, and macro releases become research prompts.
Discord, Reddit, comments, and report feedback become strategy inputs after review.
NTRA, BOR, backtests, trades, weights, and outcomes become proprietary evidence.
The business value is the translation layer. We turn source data into reusable products that are faster to understand, easier to compare, and safer to publish.
Comparable synthetic option views across tickers and prices.
Ranked, reviewed report sections generated from the investable universe.
Queryable premium, liquidity, volatility, event, and direction filters.
Replayable strategy research using cached observations and derived features.
Ticker pages updated when market data, news, or community signal warrants it.
Intraday names-to-watch and event-driven credit-spread alerts.
IntraAlpha shows source-aware analysis, not resale or pass-through access to proprietary feeds.
Display derived measures, buckets, rankings, and explanation.
All vendor calls stay server-side behind adapters and caches.
Logo/link row is fine; the product is IntraAlpha’s derived intelligence.
Store source, timestamp, formula version, cache status, and eligibility gates.
Public pages show rankings, percentages, coverage counts, research notes, and interpreted outputs. They do not show raw account names, personal identifiers, nominal position sizes, or vendor feeds.
Holdings, trades, lots, watchlists, performance, internal dashboards, admin tools, and live workflow controls stay gated.