RadarPulse: a Quant Data alternative with a 0-100 flow score

What traders want from a flow platform

Most flow-platform users want the same handful of things: a way to cut the daily firehose of options prints down to the few that matter, a sense of which prints are significant and why, context on whether informed money is involved, and pricing that fits how seriously they trade. A good alternative should cover all four, and ideally let you build your own read on the flow rather than just receive someone else's alert. If you're mapping the concept itself, our primer on unusual options flow covers the signal.

How RadarPulse delivers it

• A 0–100 unusualness score on every trade. Volume/OI ratio, dollar premium, days-to-expiry and aggressor side, four disclosed factors, visible per print, so you can see why each trade ranked.
• A daily Top 25 with clear flags. The day's most unusual activity, ranked and tagged EXTREME, ELEVATED or NOTABLE.
• Whale detection + confluence. Block and sweep orders are flagged with the aggressor side, and a confluence view highlights names where multiple aligned prints stack up.
• Congress, Trump and 13F trackers. See congressional stock trades, the Trump trades tracker, and 13F institutional holdings alongside the flow.
• Radar (AI chat) + Vera (AI equity research). Built-in AI explains any print and runs fundamental research on any name.
• Free $100K paper trading + Academy. Practise acting on flow signals at zero cost, no card required.

A factual feature comparison

The table describes RadarPulse's capabilities in detail. For the Quant Data column we only note what's widely and publicly known and otherwise defer to their site, verify current Quant Data features and pricing on their own site.

"See their site" means we're deliberately not stating another company's specifics, verify current Quant Data features and pricing on their own site.

RadarPulse pricing

• Basic: $12/mo, with a 14-day free trial. Scored scanner, daily Top 25, whale detection, Congress and 13F trackers on 15-minute-delayed flow. Radar AI chat and Vera AI equity research included.
• Pro, $29/mo. More headroom for active users, saved filters, more alerts, cross-device sync.
• Elite, $59/mo. Adds the real-time tape for traders reacting inside the same minute.
• Free forever: $100K paper trading + Academy + leaderboard. No card required.

Flow is 15-minute delayed on every tier except Elite. Full breakdown at the pricing page.

Which should you pick?

Quant Data is an established flow-and-alerts platform; compare it on its own terms. RadarPulse is worth a look if you want a transparent 0–100 score on every print, a ranked daily Top 25 with explicit severity flags, a confluence view, Congress and institutional context in the same place, AI chat and research built in, and a low entry price with a real trial, plus its own real flow so you don't need a second feed. New to flow entirely? Start at the Learn hub, or our guide to the best free options flow scanner.

Quant Data: what it does and who it serves

Quant Data is a compact options flow platform that has built a following among retail options traders. Its focus is on providing clean unusual options flow data in a no-frills interface that is accessible at a lower price point than many more comprehensive alternatives. The platform's publicly known features include real-time unusual options flow alerts, dark pool prints, heat map views, and a continuously updating feed of unusual activity. Quant Data targets active options traders who want fast flow data without the complexity or cost of a broader smart-money research platform. The appeal is straightforward: if your primary goal is to see unusual options activity as it happens and you want to keep your toolset minimal, a focused alerts platform matches that need cleanly.

The options flow space has expanded considerably, and several platforms now compete in the same general category, unusual alerts, dark pool prints, and heat maps being the common baseline. What differentiates one platform from another is the layer built on top of that baseline: how signals are ranked, what additional data sources are layered in, how the platform supports the research step that follows a flow alert, and whether the pricing model makes sense for the tier of trader using it.

Understanding where Quant Data fits helps clarify where RadarPulse differs. The two platforms serve a similar core audience, options traders trying to spot institutional positioning early, but they approach the problem differently. Four key structural differences shape the comparison:

• No 0-100 conviction score. Quant Data presents flow alerts as they occur; it does not attach a scored conviction ranking to each print. Every alert arrives on roughly equal footing, leaving the trader to assess significance manually. RadarPulse scores each print 0-100 using six disclosed factors so you can see conviction at a glance.
• No congressional disclosure data. Quant Data focuses exclusively on market-derived signals. It does not cross-reference the STOCK Act filing database of House and Senate trades, nor the OGE policy basket disclosures tracked by RadarPulse's Trump trade tracker. For traders in policy-sensitive sectors, defense, energy, healthcare, financial regulation, that data can meaningfully change the context of a flow alert.
• No built-in AI research. When unusual flow appears in a name you're not already tracking, Quant Data surfaces the alert; it does not provide an embedded AI assistant you can immediately query for company context, earnings calendar, analyst targets, or a thesis on why the activity might matter. RadarPulse includes Radar, a conversational AI market assistant with live data access, and Vera for structured equity research at the Elite tier.
• No ranked daily leaderboard. Quant Data's feed is chronological. RadarPulse's daily Top 25 is a ranked leaderboard of the day's highest-conviction prints, aggregated and ordered by score so you can see which alerts actually rose to the top of the session rather than which happened to come in most recently.

Neither approach is wrong, they reflect different product philosophies. Quant Data is a lean, focused data feed. RadarPulse is a broader platform built around the idea that scoring, ranking, and cross-domain context together produce a more actionable read on flow than volume alone.

Scoring methodology: ranked conviction vs. raw alerts

The most significant structural difference between Quant Data and RadarPulse is how they handle the problem of signal density. On an active market day, a platform that surfaces all unusual options activity can generate 200 or more alerts before noon. The practical challenge is not finding unusual flow, it is knowing which prints represent the highest-conviction positioning.

Quant Data surfaces unusual options alerts as they happen. The feed is fast and the interface is clean. What it does not do is rank those alerts by any disclosed conviction methodology. A trader using a raw alert stream must apply their own mental framework to each print: is this premium size meaningful? Is the Vol/OI ratio extreme or merely elevated? Is this an ask-side sweep indicating urgency, or a mid-market block that is more ambiguous? Answering those questions consistently across 200 prints in real time is difficult even for experienced traders.

RadarPulse scores every options print 0-100 using six disclosed factors:

• Vol/OI ratio (40%). Volume relative to open interest is the primary driver, a contract with 50x its normal open interest is a categorically different signal from one with 1.2x.
• Dollar premium (30%). The total premium transacted in the print weights commitment. A $3M sweep carries more conviction than a $40K block.
• Execution type: sweep vs. block (10%). Sweeps hit multiple exchanges simultaneously, indicating urgency. Blocks are negotiated away from the market. The execution type informs the nature of the positioning.
• Aggressor side (10%). Trades hitting the ask indicate a buyer willing to pay up, a more directionally assertive posture than a mid-market execution.
• Days to expiry (5%). Short-dated contracts amplify the signal, someone buying 7-DTE calls is expressing a near-term directional view with leverage, not managing a long-term hedge.
• Time of day (5%). Activity in the first 30 minutes and last hour of the session carries additional weight; those windows are when informed participants historically act with the most directional intent.

The result of this scoring is three severity tiers: EXTREME (the rarest, highest-conviction prints), ELEVATED (meaningfully unusual activity worth attention), and NOTABLE (above-average but not exceptional). The daily Top 25 leaderboard aggregates the session's highest-scoring prints and ranks them, so a trader arriving at 3pm can immediately see the 25 prints that genuinely stood out, not the 25 that arrived most recently.

The distribution of severity tiers across a typical session is deliberately skewed. On most market days, the majority of unusual activity surfaces as NOTABLE. ELEVATED prints are less common, these represent situations where multiple scoring factors are meaningfully elevated simultaneously, not just a single factor that happens to be high. EXTREME is rare by design: these are the prints where the score signals a convergence of high Vol/OI, significant premium, aggressive execution, and short-dated expiry all at once. The rarity is a feature. If 40 prints scored EXTREME every day, the tier would lose its meaning. The threshold is set so that a genuine EXTREME flag represents an alert that stands clearly apart from the background noise of unusual activity.

The transparency principle matters as much as the score itself: every scored print in RadarPulse shows its factor breakdown. You can see that a print scored 94 because it had a 22x Vol/OI ratio, $2.1M in premium, hit the ask as a sweep, and had 9 days to expiry. That breakdown builds pattern recognition over time, you learn which factor combinations in which sectors tend to precede meaningful moves, and which tend to be noise. A platform that scores without explaining produces a number you have to trust blindly. RadarPulse's approach is to show the work so you can agree or disagree with the weighting and develop your own read on which factors matter most for your trading approach.

Congressional and political data: the RadarPulse exclusive

RadarPulse includes two political disclosure trackers that have no equivalent in Quant Data's feature set. The first is a continuously updated feed of STOCK Act congressional trading disclosures, every House and Senate stock trade filed with the relevant disclosure database, with late-filing flags when members file past the 45-day statutory deadline. The second is the Trump trade tracker, which monitors OGE financial disclosures to surface the policy basket of holdings associated with the administration.

Quant Data focuses on market-derived signals and does not include political disclosure data. That is a coherent product decision, the platform is purpose-built for options flow, and political data is a separate domain. But for traders in policy-sensitive sectors, the absence creates a gap that requires using an additional tool.

The sectors where congressional data most changes the context of a flow signal are well-defined: defense and aerospace (contract awards, procurement budgets, NATO commitments), energy (permitting decisions, climate policy, LNG export approvals), healthcare (drug pricing legislation, CMS reimbursement rule-making, FDA calendar), financial regulation (Fed appointments, capital rule revisions, banking legislation), and technology (antitrust enforcement posture, semiconductor export controls). In these sectors, a member of the relevant oversight committee accumulating a position in the same name that is generating EXTREME call flow is a qualitatively different setup than either signal in isolation.

Two concrete examples illustrate the value:

The practical value of having both data sources in a single platform is that you do not have to manually query a separate congressional disclosure database and cross-reference tickers against your flow feed. RadarPulse does that aggregation continuously, and the confluence view highlights names where multiple signal types are aligned.

Dark pool and institutional context: a deeper look

Both RadarPulse and Quant Data include dark pool print data alongside options flow. Dark pool prints, large block trades executed away from public exchanges and reported after the fact, are a well-established signal for institutional accumulation or distribution. A large dark pool print in a name that is simultaneously generating unusual options activity is a more meaningful data point than either signal alone.

RadarPulse goes further by cross-referencing dark pool prints with two additional data sources: 13F institutional holdings filings and congressional disclosures. This creates the possibility of a three-signal confluence that is simply not possible to construct within a single tool when the data sources live in separate platforms.

The three-signal confluence setup works as follows: a large dark pool print appears in a name; the options flow feed surfaces a contemporaneous ELEVATED or EXTREME call sweep in the same ticker; and the congressional tracker shows a relevant committee member has disclosed a recent accumulation in the same name. All three signals, institutional block positioning (dark pool), retail-readable directional options pressure (flow), and politically-informed equity accumulation (congressional disclosure), are pointing in the same direction in the same name at the same time.

This is not a common setup. Most trading sessions will not produce a clean three-signal confluence in any name. But when it does appear, the RadarPulse platform surfaces it automatically because all three data sources are being monitored simultaneously. A trader using Quant Data for flow and dark pool, a separate congressional disclosure tool, and a separate 13F database would need to perform that cross-reference manually, checking each EXTREME alert against two additional databases, which is both time-consuming and easy to miss in a fast-moving session.

The 13F data adds a slower-moving but high-value layer. Institutional 13F filings are quarterly, so the data is not real-time. But it tells you which large funds were holding or building a position in a name during the prior quarter. When current dark pool and options activity in that name aligns with prior 13F institutional interest, you have both a longer-term conviction backdrop and a near-term activity signal confirming it is still live.

The contrast in workflow is significant. A trader using Quant Data alongside separate tools for congressional disclosures and institutional holdings is performing three independent lookups and mentally assembling the cross-reference themselves, under time pressure, mid-session, while also managing positions and monitoring the flow feed. The cognitive load of that manual assembly is not trivial. When multiple alerts fire in quick succession, each requiring the same three-tab cross-reference process, the friction compounds quickly. RadarPulse's approach of maintaining all three data sources in a single continuously-monitored environment reduces that friction materially. The platform performs the cross-reference continuously and surfaces confluence when it appears, rather than waiting for the trader to perform the lookup on each individual alert.

Radar and Vera: AI intelligence in the flow platform

RadarPulse includes two AI-powered research tools that operate as built-in platform features rather than external supplements. Neither has a counterpart in Quant Data's feature set, which focuses on the flow data itself.

The first is Radar, a conversational AI market assistant with live data access. Radar is available on all paid tiers. When unusual flow appears in a name, a trader can immediately open a Radar conversation and ask for context: what does this company do, when does it next report earnings, what are analyst price targets, has there been any recent news that might explain why a large buyer would be positioning in 14-day calls today? Radar answers those questions in plain language with live data, without the trader ever leaving the platform. The alternative is opening a browser tab, searching for the company, checking an earnings calendar in a second tab, pulling analyst targets from a third source, and reading recent headlines in a fourth, four interruptions to assemble context that Radar provides in a single query.

Radar is represented visually in the platform by its character mark: a flat two-ring radar face. It is a brand character with a specific visual identity, not a generic AI chat interface.

The second tool is Vera, available at the Elite tier. Vera provides structured multi-lens AI equity research for deeper dives into a name after a flow signal has identified it as worth investigating. Where Radar is fast and conversational, Vera is thorough and structured: it runs a systematic research framework across fundamental data, sentiment signals, and sector context to produce a research brief on a name. Vera is the right tool when an EXTREME signal has identified a name as potentially high-conviction and you want to build a more complete picture before sizing a position.

Vera is represented by its character mark: a cyan V monogram. Like Radar, it is a platform character with a specific visual identity.

The combination of Radar and Vera means a RadarPulse user can move from flow alert to initial context (Radar) to deep research (Vera) without leaving the platform at any step. The workflow acceleration this represents is most valuable in fast-moving sessions where time between signal and decision is short, and in situations where the underlying name is unfamiliar, a sector or company the trader does not already follow closely. It is also valuable for traders who want to build a documented research record for each trade thesis, rather than acting on an alert from memory alone. Radar's conversational output and Vera's structured research brief can both serve as the starting point for a written trade rationale, which is a discipline many experienced traders maintain regardless of what tools they use.

Case studies: flow intelligence in practice

The following scenarios illustrate how the RadarPulse feature set works together in practice. They are illustrative examples, not historical trade records or performance claims. Flow signals are one input among many, and outcomes depend on position sizing, timing, market conditions, and many other factors outside any platform's control.

Pricing and the evaluation question

Quant Data has established a position in the market partly on accessibility: it offers options flow data at a price point that is lower than many more comprehensive alternatives. The exact current pricing should be verified directly on their site, as pricing can change.

RadarPulse at launch is structured as follows:

• Basic: $12/mo with a 14-day free trial. Includes the scored scanner, daily Top 25 with EXTREME/ELEVATED/NOTABLE flags, whale detection, confluence view, Congress and 13F trackers, Radar AI chat, and Vera AI research, all on 15-minute-delayed flow.
• Pro: $29/mo. Adds saved filters, expanded alert capacity, and cross-device sync for active traders who need more headroom.
• Elite: $59/mo. Adds the real-time tape for traders where reaction time inside the same minute is material.
• Free forever: $100K paper wallet, leaderboard, and Academy. No payment card required, no time limit. Available from account creation.

The evaluation question is not only about price, it is about which feature set matches your actual daily workflow. If your primary need is raw unusual flow alerts at the lowest possible cost, Quant Data is a legitimate option worth evaluating on its own terms. If you want a scored conviction ranking on every print so you can triage 200 daily alerts in seconds, a daily Top 25 leaderboard that tells you which signals genuinely rose to the top, congressional disclosure data cross-referenced with flow in policy-sensitive names, a built-in AI assistant that eliminates the browser-tab context-gathering workflow, and a paper wallet to build pattern recognition before risking capital, RadarPulse provides that broader feature set from $12/mo.

Some traders use both: Quant Data's fast alert stream as a first-pass notification layer, and RadarPulse's scoring and cross-domain context for the evaluation step that follows. Others choose one platform based on which workflow they find themselves actually using day-to-day. The 14-day free trial on the Basic tier is designed to let you make that determination with real data rather than marketing claims.

One consideration worth naming explicitly: flow platforms in general, including both RadarPulse and Quant Data, surface information about options activity, they do not provide investment advice, and the signals they surface reflect positioning that may include hedging, covered calls against existing equity positions, institutional portfolio management, or purely speculative activity. The scoring methodology in RadarPulse is designed to filter toward prints that look like directional conviction rather than routine hedging, but no automated score removes the need for judgment in applying the signal. The paper wallet exists precisely so traders can stress-test their interpretation of flow signals before committing real capital to them.

The free paper wallet, free Academy content, and no-card-required account creation mean the evaluation threshold for RadarPulse is low. You can build familiarity with how the scoring system works, practice acting on EXTREME signals in the paper environment, and develop a personal framework for which factor combinations you find most reliable, all before deciding whether to move to a paid tier. That evaluation process, conducted with real-time data on real market days, is more informative than any feature comparison table.

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Frequently asked questions

What is a good alternative to Quant Data?

Quant Data is an options-flow and alerts platform. RadarPulse is an alternative with a transparent 0-100 unusualness score on every trade, a daily Top 25 with EXTREME/ELEVATED/NOTABLE flags, whale detection, a confluence view, and Congress, Trump and 13F trackers, plus AI chat and AI equity research. It generates its own real flow so no separate data feed is needed.

How does RadarPulse rank unusual options activity?

RadarPulse computes a 0-100 unusualness score using four disclosed factors: volume relative to open interest, dollar premium, days to expiry, and aggressor side. All four components are visible per print. The highest-scoring prints of the day are collected into a daily Top 25 with EXTREME, ELEVATED, and NOTABLE severity tags.

How much does RadarPulse cost?

RadarPulse Basic is $12/mo with a 14-day free trial. Pro is $29/mo, Elite is $59/mo. The $100K paper-trading wallet, leaderboard, and Academy are free forever with no card required. Flow is 15-minute delayed on every tier except Elite, which adds the real-time tape.

Does RadarPulse send options flow alerts?

RadarPulse surfaces unusual activity through a scored live feed and a ranked daily Top 25, with watchlist alerts on paid tiers and a confluence view that highlights names where multiple aligned prints stack up. The primary model is a scored, ranked feed you scan actively, complemented by alerts.

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