Home - The Street Trader

What We Track

Global Retail Activity Patterns

We analyse behavioural trends and sentiment shifts in real time, with a focus on U.S. equities and listed options. By mapping retail positioning, trade flow, and crowd dynamics, we surface the patterns that drive short-term volatility and longer-term sentiment cycles.

Our data sources include:

Retail order flow and volume dynamics in single stocks and index options
Broker sentiment APIs reflecting account-level positioning and retail conviction
Social signals from retail forums, chat rooms, and trading platforms capturing idea generation and herd behaviour

By synthesising quantitative flow with qualitative sentiment, we identify where retail money is moving, what’s influencing it, and how it’s likely to behave next.

Sources

We monitor and analyse retail investor activity across U.S. equities and listed options to uncover emerging behavioural trends. This includes tracking trade flow anomalies, positioning shifts, and sentiment swings that often precede broader market moves. By integrating broker data, retail-focused APIs, and sentiment signals from trading communities, we identify where retail interest is building, where it’s fading, and how it aligns—or diverges—from institutional flow. Our insights help decode the psychology driving retail risk appetite in real time.

Why It Matters

Retail trading now plays a material role in market dynamics, often driving volatility, momentum, and sentiment in U.S. equities and options. Understanding retail behaviour is critical for anticipating flow-driven price moves, managing risk, and adapting strategy in an increasingly crowd-influenced market.

Contact Us

Retail trading’s growing market impact

Retail participation in U.S. equities and options has surged in both volume and influence. No longer just noise, retail flow now moves single names, drives intraday volatility, and shapes sentiment across sectors. Understanding this behavioural layer is essential to staying ahead of price action.

Risk management & strategy implications

Retail-driven surges can distort fundamentals, amplify momentum, or create asymmetric risk events. By tracking where retail capital is concentrated—and how sentiment is evolving—we provide actionable context for managing exposure, identifying crowded trades, and positioning around behavioural inflection points.

Stress Testing Based on Behavioral Risk

Risk managers leverage our retail flow and sentiment data to build scenarios that reflect the growing influence of retail behaviour on market dynamics. By modelling shifts in crowd positioning, speculative spikes, or rapid sentiment reversals, teams can assess how these behavioural extremes might affect liquidity conditions, widen bid-ask spreads, or trigger volatility events. This behavioural lens adds a crucial dimension to traditional stress testing frameworks, helping firms prepare for dislocations driven by retail-driven flows.

Identifying Market Gaps for Product Launches

Structured product and ETF teams use our retail behavioural data to spot recurring themes, emerging interests, and under-served narratives. By analysing where retail attention consistently clusters—across sectors, tickers, or trading styles—they can identify white space for new instruments, such as thematic baskets, retail-tilted ETFs, or derivative overlays that align with current demand. This insight supports more targeted, timely product development with built-in audience relevance.

Clients

Our insights are used across capital markets and regulatory functions, where understanding retail behaviour is increasingly essential to decision-making and market resilience.

Market Makers

Leverage our retail flow intelligence to anticipate order book imbalances, manage inventory risk, and fine-tune spreads in fast-moving, sentiment-driven markets. Retail-driven volatility often challenges traditional quoting models—our data helps firms stay ahead of the crowd.

Quantitative Trading Desks

Integrate behavioural sentiment and retail positioning into factor models, signal generation, and short-term alpha strategies. Our data enables quants to capture crowd-driven momentum, inflection points, and flow-led dislocations before they reflect in price.

Risk & Portfolio Management Teams

Use our analytics to stress-test exposures under crowd-driven scenarios, identify asymmetric risk around popular trades, and model the impact of retail surges on liquidity, volatility, and spread dynamics. Behavioural risk is now a core input to forward-looking risk frameworks.

Regulatory & Compliance Units

Monitor coordinated behaviour, crowd herding, and sentiment cascades in real time. Our platform helps regulators and internal compliance teams detect unusual activity, assess retail concentration risk, and enhance surveillance capabilities in fragmented market environments.

Contact Us

Whether you're exploring partnership opportunities, interested in a product demo, or have questions about how The Street Trader can support your team, we’d love to hear from you. Reach out to learn more about our data solutions, request a capabilities overview, or schedule a consultation with our team.