Quant factor data without the enterprise tax

Daily factor scores, vector similarity, and forward-return labels
on 12,000 tickers. Start free, scale when it earns its money.

FREE

Explore

$0/forever

No credit card. Real API access.

  • 250 API calls/day
  • Cosine vector search
  • Daily factor data + Top-N
  • Market-context snapshot
  • CSV export · 1 API key
HOBBY

Indie Dev / AI agent

$19/mo

Side projects, AI agents, hobby trading

  • 2,500 API calls/day
  • + DTW pattern matching
  • + MCP server (Claude, Cursor)
  • + Point-in-time history
  • + Market-context history + report cards
  • 3 long-lived API keys
POPULAR
PRO

Serious Quants

$79/mo

Real strategies with leak-free backtests

  • 25,000 API calls/day
  • + Forward-return labels (1d/5d/20d)
  • + Label-aware similarity
  • + Risk-cluster tags
  • 10 API keys · 48hr priority support
QUANT

Power Users

$199/mo

Everything — incl. supervised PLS

  • 100,000 API calls/day
  • + Supervised PLS similarity
  • + Embedding vectors (raw 32-D)
  • + Unlimited API keys
  • 24hr priority support

💡 Start free, upgrade only when it earns its money. Cancel anytime from the Stripe billing portal.

Need more than QUANT? Email us for a custom quote.

Complete feature comparison

Exactly what's in each tier — no asterisks

Feature FREE
$0		 HOBBY
$19/mo		 PRO
$79/mo		 QUANT
$199/mo
API Limits
Daily API calls (REST + MCP combined) 250 2,500 25,000 100,000
MCP Server access (Claude / Cursor / agents) ✗ ✓ ✓ ✓
API keys (long-lived fw_live_…) 1 3 10 Unlimited
Vector Similarity
Cosine (standard 32-D embeddings) ✓ ✓ ✓ ✓
DTW (time-warped shape matching) ✗ ✓ ✓ ✓
Label-Aware (regime-filtered) ✗ ✗ ✓ ✓
Supervised (PLS return-weighted projection) ✗ ✗ ✗ ✓
Pre-joined neighbors (features + labels embedded) ✗ ✓ ✓ ✓
Data & Analysis
Daily factor snapshot (~28 cols) ✓ ✓ ✓ ✓
Top-N rankings by any factor ✓ ✓ ✓ ✓
Market regime classification ✓ ✓ ✓ ✓
Historical features (point-in-time, 252d) ✗ ✓ ✓ ✓
Forward-return labels (1d/5d/20d, leak-free) ✗ ✗ ✓ ✓
CSV export ✓ ✓ ✓ ✓
Derived Analytics
Market-context feed — factor dispersion, breadth, regime transition odds Today only ✓ + 252d ✓ + 252d ✓ + 252d
Factor report card — per-ticker digest + unusualness score ✗ ✓ ✓ ✓
Risk-cluster tags — analogue-derived volatility regime ✗ ✗ ✓ ✓
Embedding vectors — raw 32-D factor-state representations ✗ ✗ ✗ ✓
Support
Documentation + community ✓ ✓ ✓ ✓
Email response time Best-effort 72 hr 48 hr 24 hr priority

Frequently Asked Questions

Is the FREE tier really free?
Yes. 250 daily API calls, no credit card, no time limit. The static-bundle architecture means our marginal cost per free user is essentially zero — we can afford to give you real access while you evaluate.
Can I change tiers later?
Yes — upgrade or downgrade at any time from the Stripe billing portal in your account. Prorated, no contracts.
Do REST and MCP calls share the same daily quota?
Yes. Both surfaces draw from the single daily-call budget shown above. The quota counter resets at 00:00 UTC each day. Account/metadata endpoints (your own profile, alerts list, API keys) are free and don't count toward the limit.
What are the "derived analytics" — market context, risk clusters, embeddings?
Things you can't compute from the few tickers you hold, because they need the whole cross-section. Market context (FREE today / HOBBY+ full history) — factor dispersion, breadth and regime transition odds for the universe. Report card (HOBBY+) — a per-ticker digest: ranks, regime, an unusualness score. Risk-cluster tags (PRO+) — the volatility regime a ticker's factor analogues historically landed in. Embedding vectors (QUANT) — the raw 32-D factor-state representations, to build your own models on. All are derivations — no raw market data.
What's the difference between the four vector methods?
Cosine finds setups with similar factor profiles (FREE+). DTW finds setups with similar time-shaped trajectories, even phase-shifted (HOBBY+). Label-aware restricts the search to dates in the same market regime (PRO+). Supervised projects embeddings through a PLS model fit on forward returns — an alternative, return-weighted similarity lens (QUANT). It is not a return forecast: our own leak-free testing shows factor similarity does not predict returns — see the research note.
What about hedge funds / institutional use?
QUANT is the right starting point for single-operator institutional use. If you need a multi-user account, custom SLA, MSA, SOC2 evidence, or volume pricing beyond QUANT, email support@factorweave.com — we'll quote based on your actual needs rather than pretend to have shrink-wrapped enterprise infrastructure.
Refund policy?
Annual plans: pro-rated refund available within the first 30 days. Monthly plans: cancel anytime, subscription stays active through end of paid period, no refund. See the Terms of Service.
Is this investment advice?
No. Factor Weave provides factor data and similarity tools for research and backtesting. We are not a registered investment adviser. See the Financial Disclaimer for the full version.
What happens if my subscription expires?
Your account soft-downgrades to FREE — your API keys keep working but with the 250-call/day FREE quota and FREE feature set. No data loss, no forced cancellation.

Factor Weave provides information, not investment advice. Past performance does not predict future returns. See the disclaimer for the full version.