BWG Quant is a structured, machine-readable dataset built for institutional investors and quantitative strategies, converting BWG Global’s 30+ years of operator-sourced primary research into scalable, model-ready signals. The product draws from BWG’s Forum Research and expands thematic discussions to cover 26,000+ tickers globally, including 99% of the S&P 500, 98% of the Russell 3000, and 75% of MSCI World. Data is delivered via API at T+0 with historical depth back to mid-2019, enabling backtesting, factor construction, and systematic screening.