Bring an idea. Leave with a verdict.

Say what you believe about a market, a stock, or a strategy. A research analyst tests it by writing and running real code over real market data — and returns the evidence: report, code, and the honest result either way.

01 · Ideas, tested

Your idea becomes code. The code returns a verdict.

Every idea — a hunch about a stock move, a factor, a trading rule — is translated into real code and run against real market data: joins, event studies, regressions, backtests. What comes back is evidence you can inspect, whether the idea survives or not.

Event study

"Is market volatility elevated in the week before every Fed meeting — and does it revert after?"

Take every FOMC date since 2015, compute realized volatility from minute bars in windows around each meeting, control for earnings season and macro releases, and test pre/post differences for significance.

Specific

"Did NVDA keep drifting after earnings beats since 2021?"

Run an event study with earnings dates, expected surprise, abnormal returns, liquidity buckets, sector controls, and post-event windows.

Modeling

"Does dividend yield predict 6-month returns after controlling for sector and market cap?"

Join point-in-time fundamentals, dividends, corporate actions, and price history, then test forward returns by quantile.

Backtest

"Buy AAPL when 20-day realized volatility falls below its 1-year 20th percentile and news sentiment is positive; exit after 5 trading days. Verify it."

Translate the rule into code, define the universe and costs, run the historical test, inspect failure cases, and return charts, tables, and caveats.

Every idea, from hunch to evidence pack:

1Define signal, universe, rebalance schedule, benchmark, fees, and slippage.

2Build point-in-time joins across prices, fundamentals, dividends, news, and events.

3Run the backtest, sensitivity checks, ablations, and failure-case analysis.

4Return code, data lineage, charts, metric tables, assumptions, and review notes.

02 · The data you can use

Live prices for what is happening now. Historical depth for what came before.

For US equities, Rebyte combines direct recent-price access with a hosted historical data lake. The direct feed is limited to price bars for the current and previous New York calendar dates; older prices and all non-price data come from the data lake.

US equitiesData status

Live & recent

Minute and daily prices

OHLCV price bars for the current and previous New York calendar dates. During market hours, one-minute bars show the latest available activity; feed timing follows the upstream data source, and the daily bar is final after close.

Historical

Price history

Minute and daily market history for charts, event studies, signal research, and backtests across longer time horizons.

Fundamentals

Company financials

Point-in-time income statements, balance sheets, cash-flow statements, and comprehensive income from regulatory filings.

Market context

Events, positioning, and news

Security reference data, IPOs, dividends, splits, short interest and volume, plus financial news that can be searched by meaning.

Bring your idea.

"I think volatility runs hot before Fed meetings." "I have a trading rule." "Do dividends predict returns?" — say it, and leave with the verdict, and the evidence behind it.