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Stop reading PDFs. Kinetic processes 45,000+ SEC filings, earnings calls, and alternative data streams in real-time to surface trades before the market reacts.
Vector-Search Filings
Query across decades of corporate history. Find semantic connections between executive commentary and subsequent price action instantly.
Sentiment Arbitrage
Detect micro-shifts in earnings call tone using proprietary NLP models tuned for financial nuance. Know when ‘stable’ actually means ‘stagnant’.
Agentic Backtesting
Describe a strategy in plain English. Our AI writes the code, executes the backtest, and optimizes your parameters against 20 years of tick data.
How Kinetic works
Turn raw market noise into structured conviction in three steps.
Ingest the market
Connect SEC filings, earnings transcripts, sell-side notes, and alternative data feeds. The system normalizes and embeds everything in real-time.
Ask an agent
Query in plain language or deploy autonomous research agents. They cross-reference events, detect linguistic shifts, and surface non-obvious linkages.
Validate and act
Every signal is backtested against decades of tick data. Export the trade thesis, risk scenario, or fully executable strategy to your portfolio system.
What researchers are seeing
Early-adopting teams use Kinetic to compress research cycles and sharpen execution.
“Kinetic surfaced a supply-chain discrepancy three days before it hit the wires. We sized the position accordingly.”
“Our analysts no longer listen to every call. They start with Kinetic’s transcript and sentiment score and go deeper where it matters.”
“The vector search across filings is unfair. It finds patterns in executive language that we would have missed entirely.”
Ready to outperform?
Join 4,500+ quantitative researchers using Kinetic to gain an edge.