Alternative data
The market data vending machine: pros and cons of self-service
Some brokers and exchanges are allowing clients to choose data and services on an à la carte basis
Quants split on who wins in the alt-data gold rush
Scale helps in handling new data, but alpha may be found in niche strategies
Investor crowds have blunted nowcasting returns, quants say
Buy-siders see shrunken returns in predicting near-term earnings
Alt data aims to shake up credit scoring business
Young firms, using machine learning methods to scrape consumer info, challenge established agency model
Fund managers seek to plug holes in ESG data
Social intel proves elusive as virus reawakens sense of corporate virtue
Market data vendor of the year: IHS Markit
Asia Risk Technology Awards 2020
Firms hone use of new data to pick Covid-19’s winners
Investment managers are starting to use alternative data to assess the pandemic’s effect on individual stocks
Consumer credit modelling software of the year – SAS
Risk Technology Awards 2020
Covid-19 tumult is testing AI fund returns
Some ML strategies have coped well, but others began to struggle as panic mounted
To handle Covid-19 we need better data
Winton’s David Harding says unconscious bias in test data means epidemic is poorly understood
Alt data lends a different light to coronavirus impact
Smog, traffic data – even movie rentals – help analysts track economic effects of virus
Man and machine need each other – Systematica CEO
“The errors made by humans and robots are different,” says Leda Braga
Don’t invest in bad ESG companies, hedge funds told
Managers have seen a “sea change” in attitudes to sustainability
Quants – pick your alt data wisely, says Goldman MD
Investors must balance risk of false signals versus missing out on alpha, says Matthew Rothman
Dark materials: how one academic is delving into data
David Hand shines a light on dark data and the dangers of distortion by absence
QMA’s Dyson: AI a ‘wonderful marketing concept’
Quant firm sceptical about using artificial intelligence to seek out tradable strategies
GAM Systematic’s Ewan Kirk is sticking to his guns
Have markets changed? “They always do,” says quant fund CIO
Goldman and SG on alternative data: do believe the hype
Risk Live: New data will “completely transform the landscape” of investing, says SG's Albert Loo
One size does not fit all – Adapting to meet investment goals
Guillaume Arnaud, global head of quantitative investment strategies (QIS), and Sandrine Ungari, head of cross-asset quantitative research at Societe Generale, explore the benefits of QIS for investors, why flexibility is crucial for investors to meet…
Stock-pickers take note: the quants are coming
Quant funds are turning their hand to fundamental investing
How does it look from space? Satellite surge to alter investing
Higher-frequency images set for use in entirely new ways and by more investors than before
Alternative Liquidity Measures
Is book depth a sufficiently representative measure of market liquidity? A look at trade matching performance under different market volatility environments
Cantab finds ‘value-add’ in alternative datasets
Quant firm estimates how much alpha new data can add before putting it to use