For Quants & Systematic Traders

Stack signals. Skip the SQL.

You think in factors. You combine technicals, fundamentals, ratings, and macro into a single screen. Tickerbot does that work for you — every five minutes, on 12,000+ tickers, with 50 precomputed flags ready to stack.

What you actually want from a quant alert

Composability. Speed. Real factor data. Without writing Python.

Factor stacking in one sentence

Multi-factor models combine value, momentum, quality, and growth signals. Tickerbot precomputes those exact signals as boolean flags — value_stock, momentum_up, high_margin, golden_cross — and lets you stack any combination in a single alert.

Example

Value stock with momentum up and high margin and a golden cross

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4 stocks match. First time in 23 days.

50 precomputed flags, ready to combine

Tickerbot precomputes 50 boolean flags every five minutes: breakout, breakdown, oversold, overbought, gap_up, golden_cross, low_float, high_beta, value_stock, high_margin, recent_upgrade, bullish_consensus, and more. They're the building blocks of any factor screen.

Example

Bullish consensus with a recent upgrade, breakout, and EPS revisions up

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NVDA, AMD, AVGO all match. 3-factor confluence.

Macro + micro in the same screen

Pure stock screens miss regime shifts. Tickerbot lets you include macro conditions (Fed rates, treasuries, FX) as part of an equity screen, so a factor model can adapt to market state automatically.

Example

Any large-cap value stock with momentum up while the 10-year yield is below 4%

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JPM, BAC, WFC all match. Banks-on-low-rates regime.

State-change dedup (no spam)

Quants hate noise. Tickerbot only fires when the result set changes — so a factor screen that's been matching the same 4 tickers for 3 days fires once, not every five minutes for 72 hours. Clean, batch-friendly, backtest-able.

Example

New entrants to my 5-factor screen on each evaluation

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1 new entrant today: CRM. Yesterday's set unchanged.

Alerts a quant sets up in 5 minutes

Multi-factor screens combining value, momentum, quality, and growth flags
Macro-conditional equity screens (regime-aware factor models)
Cross-sectional rank changes (top decile in / out events)
Sector rotation alerts based on relative strength
Pairs-trade divergence alerts (long X / short Y when correlation breaks)
New universe entrants (stocks crossing into your buy zone)

Build your first multi-factor alert

Stack the flags. Get notified when the screen actually changes.