An AI-driven contextual intelligence platform that reads corporate disclosures as a connected system. Currently built on the Dow 30 and their direct competitors (17,000+ SEC filings, 7 million+ words analyzed and counting), with earnings call transcripts, macro data, executive compensation, and political spending. Expanding to material coverage across major North American and global markets.
ContextQuant ingests the full textual and financial output of publicly listed companies and measures every disclosure against what direct competitors are saying. The result is a peer-relative intelligence layer that surfaces what changed, where it diverges from the peer group, and what it historically predicts.
The market is slow to price what companies disclose in their own filings. We measured how slow, and we can predict where it is headed. These are our initial findings from the first round of hypothesis testing. Additional signals covering transcript analysis, patent innovation, and insider transactions are in active development.
| Year | N | IC | Spread | t-stat |
|---|---|---|---|---|
| 2020 | 113 | -0.163 | -16.1% | -2.39 * |
| 2021 | 112 | -0.082 | -1.2% | -0.20 |
| 2022 | 110 | -0.110 | -7.7% | -2.07 * |
| 2023 | 108 | -0.275 | -18.5% | -3.48 ** |
| 2024 | 110 | -0.061 | -4.8% | -0.83 |
| 2025 | 74 | -0.034 | +6.9% | +1.09 |
| AVG | 104 | -0.121 | -6.9% | -1.32 |
Contextual intelligence for equity research, trading, credit risk, wealth advisory, and risk management teams.
A peer-relative textual analysis framework grounded in established literature, with novel contributions to disclosure research.
A validated methodology ready to scale from 185 companies to full North American and global market coverage.
The methodology works. We proved it on a focused universe. The architecture is built to scale across jurisdictions, languages, and filing formats. The insight that peer-relative disclosure behavior predicts returns is not limited to US markets.
Whether you are an institution exploring new signal sources, a researcher interested in collaboration, or an investor evaluating the opportunity, we would welcome the conversation.
info@contextquant.comWe typically respond within 24 hours.