Alternative Data News and Insight

We summarise a recent academic work that investigated REITs’ ability to provide data on ESG compliance, and how that transparency impacts their overall ESG performance, stock returns, and investors’ willingness to pay a premium.

We summarize the findings of a whitepaper that analyses how the use of alternative data can help determine whether an equity’s cybersecurity investments reduce their vulnerability to future attacks.

With its decentralized and secure nature, blockchain is drawing attention for its potential to improve big data services and applications. Below we summarize key findings from a 2020 survey paper that explores the latest approaches, opportunities, and future trends regarding blockchain and big data integration.

We summarise a recent paper from the BIS, which outlines the usage of big data and machine learning within the central bank community, based on a recent survey of Irving Fischer Committee members.

We discuss an industry report that polled hedge fund managers on their alternative data usage. We highlight the major challenges that respondents reported and provide a brief discussion of our own findings.

We summarise the findings of a recently published paper that applies an algorithm developed by MIT researchers to infer which products a consumer has purchased when given information on only the total transaction amount. The paper also explores further applications of their algorithm such as the detection of new product launches from credit and debit card transactions.

When expectations for headline economic indicators are off-beat, economists sometimes point to the Keynesian notion of ‘animal spirits’ as the cause of error. Animal spirits can be loosely defined as the emotional and psychological drivers of economic decision making, that commonly diverge from models of rational, self-optimizing behaviors. But what if we could quantify and measure the animal spirits in headline indicators? Would it make forecasts for growth and inflation more accurate?

We summarise findings of a recently published academic paper that evaluates different classification techniques for identifying market manipulation activity on online forums.

We summarise the findings of an investment management white paper, which investigated whether patent data offers investors the ability to identify mispriced equities.

We summarise findings from a recent academic work that investigated whether ESG investing offered funds any resilience during the COVID-19 crisis.