Alternative Data News | Neudata

ESG credit ratings and the Big Three

A 2021 paper analysed how Moody’s, S&P, and Fitch, integrate ESG into their sovereign credit ratings. We add to the research’s demarcation between the three methodologies and highlight alternative ESG credit rating providers

New Literature Review 17 May 2022
What is the price of data?

A trio of academics recently surveyed the dataset catalogues of nearly 40 commercial data marketplaces to empirically answer the question: what is the price of data? We summarise key findings from this study, such as median price of a dataset, as well as compare the literature’s conclusions with Neudata’s own metadata.

Literature Review 4 May 2022
Nowcasting Japan’s GDP using alternative data

Recent research from 2022 suggests that incorporating POS and Google Trends data can improve the precision and accuracy of Japanese GDP nowcasts. We summarise these findings and highlight several Neudata-listed data providers that may be leveraged for such use cases.

Literature Review 19 Apr 2022
What are the best factors to consider when pricing crypto assets?

We summarise a 2022 working paper that developed a new five-factor model to better price and classify major cryptocurrencies.

Literature Review 5 Apr 2022
Analysing ‘cheap talk’ in climate commitments

We summarise a study that employs machine learning techniques to analyse corporate commitments to climate actions in annual reports to identify greenwashing.

Literature Review 23 Mar 2022
Is social media sentiment data useful?

We summarise a 2022 research article that interviewed professionals within investment management, either utilising or monetising alternative data - and, in particular, their thoughts on social media-based sentiment analysis.

Literature Review 9 Mar 2022
Capital flows and FX volatility: an inevitable symbiosis

We summarise a 2021 research paper that uses EPFR data on portfolio flows to analyse the relationship between capital flow volatility and currency exchange rate (FX) volatility in advanced and emerging markets. In addition to summarizing key findings, we also pinpoint the key datasets that may be used to track cross-border capital flows and relative macroeconomic indicators.

Literature Review 23 Feb 2022
Projections, reservations, realities: insights from the investment community

We summarise a 2021 research report that surveyed investment organisations and their alternative data usage. The paper discusses developments in alternative data adoption since 2019, and the changes in the market for 2022.

Literature Review 8 Feb 2022
Using alternative data to assess employment trends

We summarise an economic study that constructs coincident employment indices with high-frequency data to identify trends in US labour market during the pandemic. Given the significant lags in traditional employment statistics, the paper finds value in using alternative data sources to gain critical information on changing labour market dynamics in real-time.

Literature Review 25 Jan 2022
Compliance in the age of alternative data

We summarise a 2021 white paper that explores developments within alternative data and compliance. The paper also recommends several vendor vetting processes and factors to consider when assessing third-party alternative datasets.

Literature Review 11 Jan 2022

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