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Explore our latest articles, tutorials, and market insights.

An overview of how Long Short-Term Memory networks can be used to model market trends and capture long-term dependencies in price data.

Why simple linear regression still matters in financial modeling and how it serves as a benchmark for more complex models.

Techniques and tools for building large-scale visualizations that capture sector, asset, and index-level market behavior.

A practical guide to portfolio optimization using risk, return, and correlation data to improve allocation decisions.

How to detect anomalies in financial time series and why outliers often signal structural changes or rare events.

An analysis of how elections, legislation, and political uncertainty influence market sentiment and price movements.

Exploring how website traffic, search trends, and online engagement can be transformed into predictive indicators.

A look at how major sporting events can affect consumer behavior, brand exposure, and related stock performance.

Identifying seasonal trends in equities and commodities and incorporating them into trading strategies.

An examination of how extreme weather and natural disasters influence supply chains, commodities, and equities.

Understanding the relationship between regulatory actions, lawsuits, and their short- and long-term market effects.

How FX movements can serve as leading indicators for regional equity and bond market performance.

Applying beta and correlation analysis to uncover relationships between companies linked by supply chains.

Using retrieval-augmented generation to build richer, more accurate corporate profiles from unstructured data.

How macroeconomic indicators like CPI, GDP, and employment data can be leveraged for market analysis.

An exploration of AI-driven techniques for deriving complex financial metrics from raw market and alternative data.

An overview of how Long Short-Term Memory networks can be used to model market trends and capture long-term dependencies in price data.

Why simple linear regression still matters in financial modeling and how it serves as a benchmark for more complex models.

Techniques and tools for building large-scale visualizations that capture sector, asset, and index-level market behavior.

A practical guide to portfolio optimization using risk, return, and correlation data to improve allocation decisions.

How to detect anomalies in financial time series and why outliers often signal structural changes or rare events.

An analysis of how elections, legislation, and political uncertainty influence market sentiment and price movements.

Exploring how website traffic, search trends, and online engagement can be transformed into predictive indicators.

A look at how major sporting events can affect consumer behavior, brand exposure, and related stock performance.

Identifying seasonal trends in equities and commodities and incorporating them into trading strategies.

An examination of how extreme weather and natural disasters influence supply chains, commodities, and equities.

Understanding the relationship between regulatory actions, lawsuits, and their short- and long-term market effects.

How FX movements can serve as leading indicators for regional equity and bond market performance.

Applying beta and correlation analysis to uncover relationships between companies linked by supply chains.

Using retrieval-augmented generation to build richer, more accurate corporate profiles from unstructured data.

How macroeconomic indicators like CPI, GDP, and employment data can be leveraged for market analysis.

An exploration of AI-driven techniques for deriving complex financial metrics from raw market and alternative data.
AxionQuant is a bleeding-edge financial data provider and financial data API powering applications, research, quantitative modeling, and AI/ML workflows. It provides clean, accurate financial datasets through REST API, Python SDK, JavaScript SDK, and MCP, covering 16 data groups including stocks, ETFs, forex, futures, crypto, fundamentals, economic data, and alternative data.
Yes, AxionQuant offers a free tier that allows you to explore the API, test endpoints, and even retrieve a complete list of over 19,000 US stocks in a single request. Check our pricing page for rate limits and feature comparisons.
You authenticate by including an API key in the header of each request. After signing up, you'll receive your unique API key. For the Python SDK, you can set it once via `axion.api_key = "your_key"` or use an environment variable.
You can access: equities, ETFs, crypto, forex, futures, indices, macroeconomic data, company fundamentals (income statements, balance sheets, cash flow), SEC filings, earnings estimates, insider & institutional holdings, ESG scores, supply chain relationships, news sentiment, web traffic analytics, and more.
You can cancel your subscription at any time from your account dashboard. You'll continue to have access until the end of your current billing period, with no further charges.
AxionQuant's metered API endpoints are limited to 60 requests per minute. These limits only apply to news, supply chain, credit, ESG, sentiment, and web traffic endpoints. All other API endpoints are unmetered.
Yes. AxionQuant provides historical market, fundamental, and macroeconomic data for backtesting quantitative trading strategies and financial models. This includes historical OHLCV prices for stocks, crypto, forex, and futures, along with historical EPS, revenue, market capitalization, financial metrics, and economic indicators, enabling complex, data-driven backtests.
Yes, we offer a fully featured Python SDK. Install it via pip: `pip install axionquant-sdk`. The SDK handles authentication, rate limiting, caching, and returns pandas DataFrames for easy analysis.
Absolutely. AxionQuant provides a standard REST API that works with any programming language (JavaScript, R, Go, etc.) or tool like Postman. The SDK is just a convenient wrapper.
We provide email support for all users. Paid plans include priority support and SLAs. Additionally, our documentation includes interactive examples, and we have a public Discord/community forum for general questions.
Yes. We do not sell or share your query data with third parties. Your API keys and usage patterns are kept confidential. Please review our privacy policy for full details.
Yes, we offer academic discounts. Contact our support team with your academic email and a brief description of your research, and we'll provide a reduced rate or extended free trial.
Continue using Axion to make better research decisions with daily and historical data and advanced analytics.
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