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Quantitative Equity Data: Research Signals

A global library of alpha signals for investment management, stock selection, idea generation, risk management and portfolio exposure analysis

Gain valuable investment insights through Research Signals’ comprehensive factor library of global stock selection and strategy signals. Research Signals provides over 500 investment signals covering more than 30,000 securities in 80 countries, supporting security selection and strategy development. These factors are based on quantitative research and extracted from a variety of data sources, including fundamental, technical, industry-specific, proprietary, and alternative data sources, and are designed to help asset managers expedite return generation goals. By applying a systematic evaluation process to these unique data sources, Research Signals analyst team focuses on discovering and backtesting factors that relate to traditional and specialty themes such as value, growth, price momentum, short interest, ESG, cybersecurity, crypto, institutional ownership, social media sentiment, maritime & trade, automotive and more.

Research Signals offers a wide range of fully-integrated quantitative data & research, as well as alpha signal management services, with data standardized across indicators and regions. We are dedicated to discovering new factors related to topical themes. Our data offering is complemented by a rich set of analytical tools that support sophisticated factor performance analysis, quant research, idea generation, portfolio exposure analysis, stock screening, single stock analysis, and bespoke model development.

Key benefits:

  • Efficiency – Access proven insights and actionable quality data with extensive point-in-time out-of-sample history, freeing up time and resources otherwise required to source datasets, define, map, clean, QA, calculate and test strategies in-house
  • Extensive coverage –Identify top performing equity strategies across universes, horizons and investment themes with factor ranking, correlation and performance metrics for various markets that span more than 30,000 securities across 80 countries
  • Dedicated support – Leverage our experienced team of researchers who identify and validate new alpha-generating datasets and methodologies across asset classes, geographies and economic regimes
  • Transparency – Untap our vast library of whitepapers and factor definitions that provide broader perspective beyond standard signals, supporting rapid strategy prototyping
  • Robust analytics – Use web-based analytical tools to monitor and analyze factor performance characteristics to generate ideas to build new equity strategies

Watch video: Research Signals Explained

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Replay Institutional Ownership Factors Webinar Research Signals webinar introducing the Institutional Ownership Factors,


investment signals


years of data history


data sources

Research Signals Factor Library

Build your Quantitative Equity Strategies by using factors from these categories

Web-based Analytics & Research Platform

The Research Signals Platform is a robust analytics and signal management system built around our extensive factor suite. In addition to a full array of performance and correlation measures, the system offers detailed definitions and supporting research publications to help navigate the library.

Disclaimer The information contained in this presentation is confidential. Any unauthorized use, disclosure, reproduction, or dissemination, in full or in part, in any media or by any means, without the prior written permission of IHS Markit Ltd. or any of its affiliates ("IHS Markit") is strictly prohibited. IHS Markit owns all IHS Markit logos and trade names contained in this presentation that are subject to license. Opinions, statements, estimates, and projections in this presentation (including other media) are solely those of the individual author(s) at the time of writing and do not necessarily reflect the opinions of IHS Markit. Neither IHS Markit nor the author(s) has any obligation to update this presentation in the event that any content, opinion, statement, estimate, or projection (collectively, "information") changes or subsequently becomes inaccurate. IHS Markit makes no warranty, expressed or implied, as to the accuracy, completeness, or timeliness of any information in this presentation, and shall not in any way be liable to any recipient for any inaccuracies or omissions. Without limiting the foregoing, IHS Markit shall have no liability whatsoever to any recipient, whether in contract, in tort (including negligence), under warranty, under statute or otherwise, in respect of any loss or damage suffered by any recipient as a result of or in connection with any information provided, or any course of action determined, by it or any third party, whether or not based on any information provided. The inclusion of a link to an external website by IHS Markit should not be understood to be an endorsement of that website or the site's owners (or their products/services). IHS Markit is not responsible for either the content or output of external websites.
Copyright © 2018, IHS MarkitTM. All rights reserved and all intellectual property rights are retained by IHS Markit.

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Chris Hammond

Mr. Hammond is the global head of the Research Signals product. He leads the team's research and new product development strategy and oversees a team of quantiative analysts. He is experienced with numerous quantitative strategies and datasets, and has led the team's innovation into areas such as short squeeze signals, social media sentiment, and cybersecurity risk.He is a member of the CFA Society of Chicago and the Chicago Quantitative Alliance. As a graduate in 2007, Mr. Hammond joined Quantitative Services Group, which in 2011 was acquired by Markit, and is now part of IHS Markit. He earned his B.S.B.A. in Finance from Washington University in St. Louis, US.

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Binoop Unni

Mr. Unni leads a team of quantitative research analysts in areas such as new research, alternative data evaluation and the development of analytic tools for the buy-side. He joined IHS Markit via the acquisition of Quantitative Services Group, prior to which he was focused on quantitative research and risk management for various equity strategies at Wintrust Capital Management in Chicago. Mr. Unni holds a Master's in businesses administration from the University of Illinois at Chicago, and a Bachelor's in engineering from Cochin University in India.

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Aditya Sharma

Mr. Sharma is a quantitative product specialist who joined IHS Markit in April 2021. Previously, he has held Data Science and Strategy roles with global remit at Western Union Business Solutions in London and Social Market Analytics, Inc in Chicago. Mr. Sharma has worked closely on projects involving machine learning and natural language processing application in Finance.Mr. Sharma holds a Master of Science Degree in Finance from Illinois Institute of Technology, United States and Bachelor of Technology Degree in Electronics and Communication Engineering from National Institute of Technology, India. He is a current member of CFA UK Society.

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Katerina Lipatova

Ms. Lipatova is a quantitative product specialist who joined IHS Markit in August 2016. Previously, she held a variety of roles in risk management and quantitative investing at Morgan Stanley, Serengeti Asset Management, S&P Capital IQ, Misys. While at S&P Capital IQ-NY, Sydney, Tokyo, London, she had global responsibilities. Ms. Lipatova holds a Bachelor of Arts in economics-operations research and mathematics from Columbia University, United States.

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