ABI Analytics is an institutional research provider serving US long/short equity funds, event-driven desks, and multi-strats. We publish productized research – earnings reactions, forensic 10-K diffs, catalyst calendars, sector deep-dives, management quality monitors – with primary-source citations on every claim. Built by two co-founders who each bring 25+ years of individual experience in equity research, capital markets, and corporate finance, scaled through agentic AI and human review at every consequential step.
Sell-side research has structural problems no PM disputes anymore. It's biased toward maintenance coverage of mega-caps. It arrives too slow on earnings day. It misses smaller names where the alpha actually lives. And after MiFID II unbundled it, fewer funds can afford to read it carefully.
The buy-side response has been to hire more analysts. But analysts are expensive, scale poorly, and burn out. What every PM we've spoken to actually wants is the workflow of a senior analyst applied to every name they own – same day, same primary sources, none of the politics.
That workflow is what ABI Analytics ships, as fifteen productized research streams powered by large language models, governed by primary-source citations, and reviewed by analysts with real buy-side training before any output goes to a client.
ABI Analytics is built and led by two co-founders who each carry 25+ years of individual experience across equity research, capital markets, corporate finance, and institutional investing. Both have spent careers covering listed companies, building financial models, writing for institutional audiences, and working with asset managers, banks, and corporates across multiple markets. That combined depth informs every methodology choice in the product.
The firm operates from ABI Analytics in Mumbai – strategic research, advisory and agentic AI partner to global asset managers, banks, project sponsors and corporate strategy teams. The hedge fund product takes that research engine and wraps it in software – productized formats, Slack-native distribution, and the discipline of analysis-not-recommendations.
We don't reinvent the data layer – we stand on it. ABI ingests audited, source-linked fundamentals, filings, transcripts and ownership data, then does the part a data feed never will: forms a view, weighs the scenarios, and writes the memo. Every number stays traceable to its primary source.
ABI turns institutional-grade data into a continuously-refreshed analyst view – scorecard, scenarios, fair value, catalysts – on every company in your book. Built for funds that can't staff an analyst for every name. Analysis, not recommendations.
From 15 names to 500 – without hiring. Earnings preps, 10-K reads, transcript tagging, sell-side note summarization. The bottom 50% of an analyst's day, automated and audit-grade.
No banking, no corporate access, no maintenance-coverage politics. The product just tries to be correct.
Every claim links back to an EDGAR XBRL concept, a press release page, or a transcript timestamp. PMs can verify in seconds.
Notes ship to your fund's Slack within 30 min of release. PDFs follow within 2 hours for record-keeping.
We publish asymmetry frameworks, fair-value estimates, and scenario-weighted returns. The PM forms the conviction and makes the call. No Buy/Sell/Hold tickets.
Built by two co-founders with 25+ years of equity-research experience each. Every output has been pressure-tested against the question "would this change a PM's mind?"
Twelve research products and three live-data dashboards, grouped into the three pillars a hedge-fund analyst actually runs every day. One subscription covers all three. Click any stream to open the full product page.
Continuously-refreshed 360° analyst view on every name, one-click PDF memo for the IC.
Structured note within 30 minutes of the print – KPI walk, beat quality, call-tone score.
Overnight diff of every 10-K / 10-Q on coverage – language changes, new risk factors, restated items.
Rolling 60-day calendar with auto-generated pre-mortem briefs shipped 48 hours before each event.
6:30 AM ET pre-market brief tailored to your book – news, sell-side moves, insider filings, options.
247 US equities with live MTRN-style company pages, screener, watchlist and red-flag alerts.
Quarterly institutional sector primers (specialty materials, defense electronics) with top picks and pair trades.
Productized say-do scorecards for 67 US executives – promise-hit rate, tone drift, capital allocation.
Synthesizes 14+ expert calls into one read – demand and pricing signal with source mosaic.
Twelve quarters of SEC 13F holdings across the top 1,000 institutions – consensus positioning and sector rotation.
Form 4 insider clusters, 13D activist stake-building, joined to the 13F universe on a common CUSIP layer.
A 0 to 100 crowding score from ownership breadth and one-year velocity – flags hedge-fund hotels.
Claim-by-claim tear-down of Hindenburg / Muddy Waters reports within hours of release.
Productized thematic equity baskets (US Critical Materials, AI Capex) with policy-catalyst tracking.
Synthesized takeaways across 50+ management meetings post each major conference – M&A buzz, emerging ideas.
Book a 30-min demo. We'll cover three tickers from your book live, end-to-end.
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