QuantLink is a data platform for investment professionals that unifies financial data, research, analytics, and model building in a single environment. The platform enables users to screen securities, analyze fundamentals like FCFF projections, and test predictive models using historical snapshots with train/validation/test splits. It also integrates agent-driven data loading, such as pulling insider trading activity to visualize net buying versus selling by quarter.
Funding
Funding not disclosed
Founders
Product
Problem
Investment professionals often juggle multiple disconnected tools for financial data, research, analytics, and model building, leading to fragmented workflows and inefficiencies. This fragmentation makes it difficult to quickly test investment ideas, track portfolio exposures, and uncover actionable signals from disparate data sources.
Solution
QuantLink provides a unified data platform that brings financial data, research, analytics, and model building into one environment for investment teams. Users can discover companies through comprehensive security screening, analyze fundamentals such as revenue and FCFF projections, and test predictive models using historical snapshots with configurable train, validation, and test splits. The platform also supports agent-driven data loading, allowing users to pull datasets like insider trading activity and automatically generate visualizations such as net buying versus selling by quarter. This integrated approach streamlines the research-to-investment workflow, enabling teams to move from idea to insight more efficiently.
Target Audience
Primary users are investment professionals, including portfolio managers, equity researchers, and quantitative analysts at asset management firms and hedge funds who need an integrated platform for data analysis and model building.
Features
- Comprehensive security screening with filters for sector, industry, market cap, country, exchange, and price performance metrics
- Built-in financial modeling tools with FCFF projections, revenue forecasts, EBITDA, NOPAT, and free cash flow analysis
- Predictive model testing environment with configurable problem types, optimization targets, and date ranges spanning multiple years
- Train/validation/test split functionality for robust backtesting of investment strategies
- Agent-driven data integration that automatically loads datasets (e.g., SEC insider trading data) and generates visualizations like quarterly net insider buying/selling charts
- Portfolio tracking and exposure monitoring across selected securities