PUBLIC
High-Yield Public Credit
Forward-looking distress and borrower-health signals — well before quarterly filings.
Forward-looking credit research, powered by alternative data and AI agents
For credit funds and investment firms — and corporate finance and strategy teams — bringing alternative data and AI into their research, Rebelative Terminal is your virtual research analyst, turning alternative data into credit-specific, forward-looking insight.
It delivers AI-native, alternative-data credit intelligence for U.S. public and private credit investors and corporate finance professionals through workflow-ready signals: distress nowcasts, ratings-migration scores, market-share trends, cross-sectional relative value, supplier and vendor stress scores, and more.
The gap
Credit teams lack near-real-time, forward-looking intelligence beyond quarterly filings and rely on backward-looking benchmarks — yet private credit is on track for $5T by 2030, and trillions of dollars of corporate maturities are hitting public credit through 2028.
Most alternative-data vendors remain equity-centric, optimised for earnings inflections, not credit dispersion. Listed U.S. companies have shrunk from ~8,000 to ~4,000 since 1996 — the alt-data category is starving for new ground, and credit is the last major gap.
Generalist alt-data platforms require heavy internal rework. We do that work for you.
Under the hood
Rebelative owns the full governed intelligence layer — daily production pipelines, point-in-time backtests, multi-vendor entity resolution, and continuous model iteration. It's the engine behind the Terminal, API, and agents — the expensive, non-core plumbing we run so credit teams can stay focused on investing.
Proprietary Risk Score
Invoice Signal
Strength
AI Model Confidence
Relative Value
Use cases
Our research is quantamental at its core — rigorous, point-in-time data science expressed as credit-grade research — so it serves the whole desk: systematic quants, quantamental PMs, and fundamental analysts alike.
PUBLIC
Forward-looking distress and borrower-health signals — well before quarterly filings.
PRIVATE
Continuous portfolio monitoring and revenue/cash-flow nowcasts on covered borrowers.
PE
Acquisition diligence, market-share, product adoption and operational trend overlays on covered companies.
QUANT
Cross-sectional relative value and factorized credit signals.
Get on the list
We're talking with credit funds, private-equity firms, and data providers ahead of our build. If that's you, we'd like to hear from you.