November notebook: Solar noise + cereal toys
Hear from Neudata's head of research on the top trends in November:
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Industrial datasets for quant vs discretionary funds
We outline the key datasets available to monitor the industrials sector, highlighting datasets better suited for quantitative and fundamental strategies. The sub-sectors in focus are machinery/heavy equipment, building materials, transportation and chemicals. -
Using machine learning to improve options pricing
The daily closing price of equity options can affect the asset value of funds and their ability to cover potential losses. As such, it’s an important metric. However, there’s no reliable mechanism for establishing this price due to some of the peculiarities of options trading. This paper explores the possibility of using a machine learning model to improve end-of-day options pricing. -
The CFPB: Is there a new data regulator in town?
Maybe... -
October notebook: Storage spaces + fund managers’ faces
Hear from Neudata's head of research on the top trends in October. -
The Signal, October 2023: ChatGPT losing its lustre
This month we look at ChatGPT's slowing user growth, trading opportunities created by extreme weather and the bike industry's ESG credentials. Consumers are bored of ChatGPT OpenAI’s public launch of ChatGPT saw an incredible adoption rate in its... -
Changing winds: Supply chains revisited
While pandemic-induced lockdowns are (touch wood) a thing of the past, there's growing friction in the Pacific and war in Europe. As global supply chains remain strained, we examine how alternative data can be used to map and assess these sprawling links. -
Measuring economic activity with high-frequency data
In an uncertain economic environment, monthly and quarterly statistics may not accurately capture rapidly changing macro conditions. In this literature review, we summarise a study that uses high-frequency data to construct an index that more accurately reflects economic activity in an uncertain climate. -
POS data updates in 2023 – We called it!
Last year, we observed that the POS alternative data market lacks products with a consolidated market view across diverse channels and product types. We predicted that a wave of mergers would arise to offer solution to this structural shortcoming. A year later, we can confidently state our prediction on increased merger activity was accurate. That said, the market today remains far from mature. In this report, we summarise the activity we’ve observed in the POS data landscape across 2023. -
App data compliance by the numbers
Mobile device app data is consistently popular commercially. However, in recent years, it has also been the subject of legal and regulatory actions, as well as negative media attention. For buyers, certain compliance issues are always worth considering, including data collection practices, privacy, and de-identification. While it’s always important to understand rules and best practices, knowing what’s happening on the ground can provide worthwhile insight and, in some cases, foresight. So, in this report, we share statistics and figures we’ve collected from the Neudata platform to shed light on app data compliance issues from a different angle.