Bank of England Exploiting Big Data for Systemic Risk Assessment
In January 2018, The Bank of England published a working paper (attached) titled ‘News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment.’
In January 2018, The Bank of England published a working paper (attached) titled ‘News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment.’
With proliferating data and broader use by investment managers come greater media, regulatory and legal risks.
On November 30th, 2017, Eagle Alpha organized the first one-day event dedicated to how equity investors are using alternative data. The event was hosted by FactSet at their London offices.
On December 5th 2017, Eagle Alpha’s Data Insights team published a report titled “Finish Line: Search Indicator Implies Improving Sales Metrics.” Our Search Signal indicator, based on Google search data, was pointing to a potential recovery in same store sales for the company.
A relationship was identified between copper prices and estimates of copper inventories using satellite imagery data.
On November 29th, 2017, Eagle Alpha presented in London at an event regarding how asset managers leverage satellite imagery data
Completely unique in the industry, the job listing dataset only indexes jobs directly from employer websites.
The provider transforms real-time locations from mobile phones across the globe into objective and actionable insights on the performance of businesses, markets, and economies.
Both Long and Short legs of the Long/Short strategy created using sentiment data from this provider contributed to the global outperformance of the portfolio.
The South Korea real-time export data accurately tracked revenue of construction machinery companies throughout the Q1’12 – Q2’17 period.
Backtesting shows that a portfolio optimized using ESG data from this data vendor outperforms both the benchmark index and a portfolio optimized using traditional factors.
We just published the 3rd Edition of our "Alternative Data: Use Cases" report. The 90-page report details the best applications of alternative data, based on our five years of experience.