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Factor Weave
Nightly factor rows and historical similarity search
What it is
A market-data API that publishes nightly factor rows, cross-sectional ranks, forward-return labels, and vector similarity over regime-aware embeddings for equities, ETFs, and related markets. REST and an MCP server return fields such as momentum, realized volatility, and beta to the S&P 500, and cosine search finds past dates with a similar factor profile. Quantitative researchers who want a screening substrate can call it with an API key and join the labels to their own tests. The publisher reports that this similarity does not forecast later returns, futures open-interest factors are paid, and the bundle is rebuilt overnight rather than tick by tick.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data source, Strategy research |
| Markets | Multi-market |
| Stack | Python, TypeScript, R |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free, with paid APIs |
| Hardware | No GPU needed |
Factor data and cosine-similarity screening with a permanent free API tier of 250 calls per day, daily factor rankings and market-context snapshots, without a credit card.
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