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  • New machine learning method to select fundamental factors

    We summarize a 2020 academic paper that proposes a new ML-based selection method that claims to evaluate the contribution of factors to asset pricing in a superior manner than Fama-French 3- and 5-factor models.
    Literature Review 28 Dec 2021
  • Economic Policy Uncertainty and Chinese Stock Price Volatility

    We highlight key findings from an academic paper that compared the predicting power of different news-based Economic Policy Uncertainty Indices for gauging 1) the stock price behavior of Chinese public firms and 2) economic trends in China.
    Literature Review 15 Dec 2021
  • Hedging climate risk: news-based approach

    We summarise a study that explores a strategy of dynamically hedging long-term exposure to climate risk by hedging news about climate change over the short term.
    Literature Review 30 Nov 2021
  • 2021: The state of AI/ML in financial services

    We summarise a 2021 research that interviewed data leaders and practitioners in the financial services on their in-house AI/ML adoption and development.
    Literature Review 16 Nov 2021
  • Cyber breaches along supply chains: impacts on equity returns

    We summarise a study that evaluates the impact of cyber risks along the supply chain, on listed companies’ equity returns. The frequency, severity, and impact on share prices of cyber breaches are analysed. First-hand (homegrown) and third-party induced cyber breaches are both included.
    Literature Review 3 Nov 2021
  • What have systematic investors learned from using alternative data?

    We summarise a 2021 whitepaper from the systematic active equity team of a global investment manager, which discusses the lessons that their team has learned using alternative data. The paper also highlights the three “edges” they believe alternative data offers in active equity investing.
    Literature Review 20 Oct 2021
  • Can ESG ratings consensus predict future ESG news and stock prices?

    We summarise a study that analyses whether ESG ratings and non-consensus between ratings agencies can be used to predict future ESG news sentiment and the associated stock market reaction.
    Literature Review 6 Oct 2021
  • Identifying retail investor activity using public order flow data

    With the pandemic driving a surge in retail investing activity, we have seen increased demand from readers for alternative data that can be used to monitor this activity. We highlight a research paper that introduces a novel methodology for inferring retail trades based on order flow data.
    Literature Review 21 Sep 2021
  • How do ESG considerations impact corporate bonds?

    We summarize a study that investigated the impact of ESG screening on fixed income asset pricing, and also explored whether ESG data offers investors an information advantage.
    Literature Review 8 Sep 2021
  • The workplace factors that drive attrition – lessons for investors

    The rate of workforce resignations has steadily increased since the 2007/08 financial crisis. Predicting attrition has never been more critical - excessive turnover can harm business performance as it impedes productivity, increases operational costs and reduces company morale. In this report, we summarise a study that identifies the key drivers of attrition using alternative data sources.
    Literature Review 25 Aug 2021
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