Reflex-Research is a data-driven intelligence platform providing alternative market data that extends beyond traditional financial feeds. We deliver structured and derived datasets that help traders, funds, and analysts better understand the dynamics behind market behavior.
We provide near real-time and historical datasets for major US companies and the S&P500:
- Corporate Job Openings & Hiring Patterns – A window into expansion, contraction, and sentiment inside listed firms.
- Gamma Exposure Surfaces – Identify regions of potential volatility and dealer positioning stress.
- Risk-Neutral Return Probabilities – Derived via the Breeden-Litzenberger method for multiple dates.
- VIX-Style Volatility Indexes – Model-free implied volatility measures across multiple dates.
All datasets are delivered via a REST API, making integration seamless for hedge funds, research desks, and algorithmic trading systems.
At Reflex-Research, we support your investment process through continual expansion of our datasets, bringing transparency and precision to alternative data.
Reflex-Research is opening early access to our alternative data platform. We're rolling out live datasets, including detailed corporate hiring data and S&P500 market analytics, as we complete integration of our full data infrastructure which includes US companies. Beta participants will receive 2 months of full FREE access once the platform officially launches February 1st, 2026. We welcome traders, analysts and funds, to test, explore, and help shape the future of our alternative market data. To join the beta, please contact us!