AllianceBernstein digs into its own data, looking for alpha

Firm combs through information about its portfolio managers for signs of bias and bad habits

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Andrew Chin, head of quantitative research at AllianceBernstein, views its in-house data as “uncharted territory”. Chin, who is also Alliance’s chief risk officer, is looking to scry through so-called alternative data sets beyond the typical market, company and economic fundamentals. And he has a ready hoard of numbers – the firm’s internal and proprietary data – to distil for alpha.

Over the years, AllianceBernstein has gathered data on its portfolio managers’ decisions, from how they trade –

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