Measure what people collectively think and estimate how changes will impact investments. Customizable, AI-driven, and point-in-time.
Our narrative factor attempts to capture performance drivers similar to the momentum factor, but instead of chasing a symptom, it chases the root cause - growing market-relevant narratives driving changes in expectations and prices.
Hivemind is our trend identification and company exposure engine. It measures discussion to discover market relevant trends and scores trend impact, with direction and magnitude, for every company in your universe. All processes and outputs are customizable and point-in-time. Built for institutional quants.
Using the top 6 Hivemind macro factors and our 292 new Hivemind subindustries, we measure incremental out-of-sample explained variance.
Now, more than ever, the stock market is driven by emergent themes. Let's explore how Hivemind both surfaces and creates exposures for point-in-time emergent trends.
Create a S&P 500 macro investment strategy in 100 lines of code. Can overlay on any US equities strategy. 2.5% annualized excess return, 1.0x information ratio, 3.4x one-way turnover.
When a U.S. hedge fund asked us to help with research to dampen volatility from shifting tariff rhetoric in the Trump era, the first road-block was obvious: no comprehensive dataset captured which of the most active ~3,000 U.S. equities were truly exposed to tariffs, let alone gave the knobs to dial those exposures up or down.
If you ran a large book through 2025’s volatility, you probably spent more time on the phone than in the market. “Are you down? We’re off 3%.” Most of those calls were really a fishing expedition for: "what exposure did I miss?" and "does everyone have it, or just me?" The uncomfortable truth is that, outside of a handful of slow-moving style boxes, few managers can answer that question with conviction.
ForecastOS Hivemind
Company Exposures
Generate custom exposures in minutes
Use our reasoning engine to create point-in-time company exposures. Better understand how your holdings are exposed (direction and magnitude) to anything, hypothetical or actual, like GenAI, inflation, tariffs, war, etc.
Trends: Daily
Identify emerging trends
Our AI systematically identifies, classifies, and ranks market relevant trends daily.
Trends: Persistent
Analyze trends over time
Explore aggregated daily trends, grouped by similarity, across time. Fad or foundation?
Synthetic Data Pipeline Builder
Create bespoke risk and alpha factors
Generate custom risk and alpha factors from structured and unstructured point-in-time data using GenAI. Create that management team or product moat factor you always wanted! No engineering or infrastructure mess required. Completely customizeable steps, inputs, and outputs.
Traditional risk models remain necessary but are no longer sufficient. Market narratives and investor behavior now generate disruptive price dynamics that conventional frameworks weren't designed to capture. Tracking sell-side thematic baskets - often just a handful of names whose relationships are statistically unstable and decay quickly - provides little value for systematic managers trading thousands of instruments across multiple asset classes. Hivemind bridges this gap. By transforming complex unstructured and structured data into dynamic, point-in-time thematic exposures - calibrated with investor insight and updated systematically - it gives quantitative investors the tools to manage risks that legacy models simply can't see. This is the first real step toward next-generation risk control.
1 import forecastos as fos
2
3 strategy = fos.portfolio.strategy.SPO(
4 actual_returns = actual_returns,
5 forecast_returns = forecast_returns
6 )
7 backtest_result = fos.portfolio.BacktestController(
8 strategy = strategy,
9 aum = 500_000_000
10 ).generate_positions()
Access 1000s of point-in-time (PIT) factors with ForecastOS FeatureHub.
Pull pre-engineered feature / factor data anywhere in 1 line of code; no data engineering pipeline required.
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See all the pieces of your investment strategy!
Visualize, manage, understand, and analyze your systematic investment research processes in a friendly UI with enterprise-grade access management.
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Book a call / demo with ForecastOS to learn more about Hivemind.