Start where data
is hard to reach.
We look for hard-to-access data and examine how it is produced, what it describes, and the context behind the record.
We find hard-to-access data, structure it, and assess it
for data brokers and financial institutions.
That work taught us to look beyond the file: at the quality of the data, what was known at the time, and whether it answered the research question.
We look for hard-to-access data and examine how it is produced, what it describes, and the context behind the record.
Dates, identifiers and fields need a consistent structure. We organize data so it can be examined, compared and used in research.
An observation date is not the date it became available. We examine that distinction so historical research can account for what was known at the time.
We compare a dataset’s coverage, history and level of detail with the intended research. That includes checking where records are missing.
Uncover the fragment inside the source.
Bring scattered pieces into order.
Observed first. Available later.
The frame marks the period needed. Breaks show missing records.
We source, structure and assess hard-to-access data for brokers. The work is to make the dataset easier to understand before considering where it could fit in a client offering.
Access conditions and permitted use need to be established for each source.
Does it cover
the market?
Is the history
usable?
Where are
the gaps?
Our experience building systematic investment models shapes what we look for: the right coverage, usable history, and a clear view of gaps and limitations.
We assess the dataset in the context of the client’s intended use.
Years in derivatives
and proprietary trading
Founder
Kevin has more than 30 years of experience in derivatives and proprietary trading in Seoul and Hong Kong.
Former Managing Director and Head of Equity Derivatives Trading
Led Korea equity derivatives trading in Hong Kong
The research question. The coverage you need.
Where you’re getting stuck.