Alternative Data News | Neudata

Consumer behaviour data and portfolio performance

We summarise a paper that questions if various sources of ‘consumer big data’ can predict company revenue and stock returns. We highlight several Neudata-listed clickstream, geolocation and brand sentiment providers that may be applicable for this use case.

Literature Review 15 Jun 2022
Systematic trading strategies built on machine-readable news

We summarise a research paper which showcases how equity investors can use machine-readable news data to create systematic trading strategies. The researcher was able to do so by deriving sentiment indicators from a large point-in-time dataset of news articles.

Literature Review 31 May 2022
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

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

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