Move before price.
Tidal Markets turns the U.S. securities lending market into daily, security-level risk signals, alpha signals, and next-day borrow rate predictions – validated across 8.8 million observations and six years of market data.
Position-Level Alpha
Independent signal for short-side conviction across U.S. equities — derived from lending activity, not price.
Hedge Market Movements
Security-level signal to size hedges, construct overlays, and manage net exposure across U.S. equities.
Mitigate Risk Exposure
Identify securities facing elevated near-term drawdown risk before it shows up in price.
Three Signal Families. One Source of Truth.
Tidal Markets aggregates U.S. securities lending transaction data into three proprietary signal families — Volatility, Velocity, and Short Interest — delivered to institutional clients every trading day before the open. Each signal measures a different dimension of the lending market. Used together, they form the highest-conviction risk overlay in our research, with alpha exposures validated across six years of U.S. equity data.
Now in Beta
Introducing WaveCast Predictive Models.
Two machine learning models predicting next-day intrinsic borrow rates for US equity special stocks. You see WaveCast scored against your own inventory before we ask for anything.
Predicts Up or Down for each active special tomorrow. Calibrated confidence score — 84.5% accuracy at highest conviction.
Predicts the exact next-day borrow rate in basis points. Seven specialist models — one per rate depth tier.
U.S. Equities Covered Daily
Equity Sectors
Daily Lending Transactions
Shares of Lending Activity Observed
Alternative Data built like institutional research.
Research Published On
