1. Social Media Data - Twitter mentions etc
2. Website scraping (trolling linkedin, alexa, github) for evidence of activity
3. Credit Card Data - aggregate and POS data
4. Satellite Data - How many cars in the Walmart parking lot.
Those are a couple of the more shiny alternative data set in terms of interest. A lot of quants also pay big bucks for more micro or hft data.
Thanks. I've wondered whether the Linkedin "people also viewed" could be used to predict M&A transactions.
Credit card data would be the keys to the castle if terms of predicting revenue for a company.
Transaction data is widely available and considered table stakes today.
Even apps like Tinder and Grindr are selling valuable user information to HF.