SuperQuant exists to close one of the most persistent asymmetries in modern markets: the gap between what professional desks see and what everyone else sees. The signals that actually move prices — flow, positioning, short interest, macro regime shifts — have long been the preserve of hedge funds and bulge-bracket banks with the budgets to build them. We make that same level of insight directly available to independent traders, quants, and small firms.
Ten institutional-grade datasets, refreshed continuously: retail-versus-institutional flow across U.S. equities, options positioning across major universes, short interest dynamics, futures positioning from the largest traders, and a macro layer of forecasts and signals across global growth, inflation, and rates.
SuperQuant runs on the same data infrastructure as Exponential Technology — the platform behind XTech, used by leading hedge funds and investment banks. Nothing is downsampled or simplified for the retail tier. Personal and Pro plans differ in coverage and history, not in fidelity. What you see is what an institutional client sees, priced for individuals and small teams.
Retail quants who want signal, not noise. Fundamental traders who want to overlay flow and positioning on a thesis. Independent researchers, family offices, and small firms that need an institutional view without an institutional cost base. If you have ever wanted to see what is actually happening underneath a market move, SuperQuant was built for you.
SuperQuant is the entry point. For teams that need bespoke datasets, custom universes, or dedicated coverage, XTech is available as a direct upgrade.