Dataglade

Dataglade identified a critical bottleneck in equity research: professional investors spent 10-15 hours weekly manually extracting data from SEC filings, earnings transcripts, and financial statements to build investment theses. ​​‌‌‌‌‌‌‌​‌‌​​‌​​​​​​‌‌​‌‌‌​​​‌‌Institutional analysts and hedge fund managers experienced this most acutely, as their opportunity cost was highest. The problem was measurable—time tracking revealed analysts spent 60% of their week on data collection rather than analysis. Existing alternatives like Bloomberg terminals and FactSet provided raw data but required manual interpretation, while sell-side research reports introduced bias and lag. Early validation came when beta users reported 70% time savings on financial modeling and began requesting API access to integrate analyses into their workflows. Within months, customers were processing $1+ billion in daily trades using Dataglade reports, demonstrating that investors would pay premium prices for research they could trust and cite back to primary sources.