Fund portfolio data is well-adopted among institutional investors. At its core, this data type is often used to benchmark performance and track changes in asset flows and allocations to inform investment decisions. In this paper, we summarise a study that discusses biases in fund portfolio data and offers solutions for overcoming them.

We review the benefits of using transaction data to forecast short-term GDP in times of economic crisis.

The 2018 Trump tariffs triggered a significant reorganisation of manufacturing activities in China and the rest of Asia. With the 2025 Trump administration implementing even higher tariffs, some Chinese corporations appear less surprised and better prepared, having initiated relocation strategies. In this review, we explore how trade flow and corporate data can reveal the reshaping of the global supply...

We explore a paper that analyses how clinical trial result announcements affect the stock prices of sponsoring companies.

Industrial production indices are often released with significant time lags. In this paper, we explore how a nowcasting model using mobility and energy demand data can precede these estimates and offer greater accuracy.

In this report, we summarise a study that examines the impact of ETFs' regulatory disclosures on their underlying over-the-counter (OTC) constituents.

Given the ongoing uncertainty surrounding trade-related policy in the US, we summarise the key findings from a study that explores alternative data-based analytical tools to help investors anticipate the financial implications of potential tariffs.

Can ChatGPT predict commodity returns? We explore a recent study which shows how its news-based sentiment analysis can outperform traditional models.

We review a study that creates news-based geopolitical risk indicators to quantify the impact that media sources have on the Russian economy.

We highlight the findings and implications of a paper that outlines the launch of DeepSeek’s R1 model, which shook the AI industry in January 2025.