ABOUT

StackAlpha

A narrative research layer for professional investors—built to surface non-obvious signals from public expert commentary and present them in a structured, auditable format.

Signal-first, not summary-first
Source-grounded, quote-backed
Validated against market data

Why StackAlpha Exists

Investment narratives form in public—operator interviews, earnings calls, institutional commentary, long-form discussions, and industry conversations that rarely fit neatly into a model or a spreadsheet.

The edge is not access. The edge is extraction: identifying the few high-fidelity claims that matter, keeping them tied to the original source, and organizing them into a workflow a PM can act on without wading through hours of audio.

StackAlpha was built to convert that public narrative stream into a repeatable research input: signals, catalysts, risks, and supporting quotes—delivered with disciplined constraints to reduce hallucination and preserve provenance.

What We Mean by “Signal”

Definition
A StackAlpha signal is a source-grounded insight that is (1) non-obvious, (2) falsifiable, and (3) useful as a building block for a broader thesis—often before it is cleanly reflected in price.
Variant Perception
The speaker explicitly challenges implied expectations or a common bear case with concrete operational evidence.
Mosaic Tile
A specific constraint, bottleneck, or behavioral shift that is not a trade by itself—but becomes meaningful in synthesis.
Auditability
Signals remain anchored to the source via direct quotes, dates, and traceable claims to support internal review.

Methodology

StackAlpha is designed for research workflows where provenance and precision matter.

01
Source Selection
Coverage prioritizes public institutional commentary, earnings calls, and long-form operator/investor discussions where claims are specific enough to be tested.
02
Signal Extraction
Transcripts are parsed for non-obvious claims, explicit disagreement, and concrete constraints. Generic commentary is discarded.
03
Validation Discipline
Signals are checked against market data and stress-tested for internal consistency. Dates follow “future-only” logic and inferred timelines are explicitly labeled as estimates.
04
Research Output
Reports are structured for PM consumption: a fast “signal snapshot” above the fold, followed by catalysts, risks, and quote-backed rationale.
StackAlpha does not reproduce proprietary research. Signals are synthesized from public sources and presented with attribution.

Who It’s Built For

Portfolio Managers
Rapid triage of narrative divergence, with clear catalysts and risk invalidation to decide what deserves attention.
Analysts
Faster sourcing and synthesis—turning hours of transcripts into traceable building blocks for memos.
Serious Individual Investors
Institutional-style structure without requiring institutional-scale time investment.

Principles

Provenance First
Claims stay tied to the source via quotes and dates, so research can be reviewed—not just consumed.
Specificity Over Coverage
We would rather publish fewer signals than dilute the feed with generalized commentary.
Designed for Decision-Making
Outputs are built around actionability: catalysts, risks, and explicit invalidation conditions.

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For professional investors. Not investment advice.