Alt-Data#199tier 2live in productionNew

`mobile app dau panel`

cadence: Weeklydata: highlong only

2023

Katona, Z., Painter, M., Patatoukas, P.N., Zeng, J. (2023). "On the Capital Market Consequences of Alternative Data." Review of Financial Studies.

Read the paper →

What it checks

App climbs the Apple Top-100 chart → parent stock outperforms 1 month later.

Mechanism

App-store rank improvement (lower = better) leads app-revenue surprise 1-month.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.

Signal rule

rank-improvement z over 14d > +1 → long; universe: META/GOOG/RBLX/U/EA/TTWO/BMBL/MTCH/SNAP/PINS/SPOT/DASH/UBER/LYFT; hold 20/60d

Data dependencies

daily_prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
mobile_app_dau
Worker data table — see services/worker schema.

Expected edge

Paper alpha: ~4% over 1mo
Paper window: T+0 to T+60d

~4% over 1 month per Katona et al 2023.

Example tickers where this is likely to fire

META SPOT DASH UBER SNAP PINS

Illustrative only — the signal fires based on the live data, not a fixed list.

Related families

wsb attention alphaBehavioral

ApeWisdom aggregates daily mentions from r/WallStreetBets and adjacent retail subreddits. Two distinct sub-edges: (a) mention spike + uptrend → 2-5 day continuation (squeeze-setup tail, Cookson-Engelberg-Mullins 2023 RFS); (b) mention spike with no uptrend → 5-20 day mean-reversion (attention-tax tail, Da-Engelberg-Gao 2011 JF social-media extension). We use own-name 60d trend to route between the two regimes.

product review velocityAlt-Data

Amazon review-count 7d acceleration z > +1 → consumer-discretionary outperformance via revenue-surprise channel.

Explore `mobile app dau panel` on alphactor.ai

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mobile app dau panel