Neudata

Alternative Data News and Insight

Neudata Intelligence

We need to talk about Retail Investors

The role of retail investors in the financial markets cannot be understated or underappreciated. In the following Intelligence report, we demonstrate how retail investor activity, sentiment, and attention can be a proxy for institutional investors to gauge future asset prices, stock liquidity, market returns, and market efficiency. The report will also go on to discuss several alternative datasets on retail investors that may be used by readers in creating such a leading indicator.

Neudata Intelligence

Quantifying Zeitgeist: news-based economic indicators in China & Japan

A narrative dominates the media and news that we in the midst of a turbulent and unpredictable epoch. In other words, we are living through ‘uncertain times.’ Many people, academics, alt data providers, and investors alike, are asking themselves whether such text-based narratives can be distilled into a quantitative signal. In this intelligence piece, we demonstrate how economic indicators derived from unstructured news data have been variously used to assess Chinese labour market conditions and forecast Japanese inflation.

Neudata Intelligence

Gauging inflation dynamics using online pricing data

The growth of e-commerce has facilitated inflation tracking on a daily basis, namely from aggregating online pricing data. Moreover, the ubiquity of e-commerce in-itself is changing aggregate inflation dynamics. We believe product pricing datasets have a particularly potent use case in generating early inflation signals in opaque markets, such as LatAm, where official statistics are challenging to obtain. In this report, we review the academic literature that examines the behavior of online prices and its response to aggregate national shocks. We also outline where to find alternative sources of inflation data.

Neudata Events

Risk Live, London 2019

Our CEO Rado Lipus will be joining the new quant investor panel at the Risk Live event on June 27th in London.

The discussion around alternative data will cover:

  • What data is available; how much value does it hold?
  • Incorporating alternative data to help pick the best investments
  • What skills are needed to process and assess new datasets effectively?

Read more

June 2019