Heidrick & Struggles is a global executive search firm founded in 1953 in Chicago, Illinois. The company recently published a paper (attached) titled “Building a Quantamental Investing Team”
Deloitte published a new paper (attached) on alternative data discussing adoption, advanced technologies for alpha generation, risks and rewards of using alternative sources. Eagle Alpha is profiled as the leading data vendor. Some key takeaways are presented below:
In July and August 2017, Jefferies conducted in-depth interviews with nearly 50 asset managers to learn more about their efforts and practices in addressing the explosive growth in data.
Socialgist aggregates, organizes, and provides managed access to the rich social media data with their enterprise-level APIs and streaming services. We arranged this interview with Socialgist Managing Partner Mike Madarasz to better understand how the company works with social media data.
We arranged this interview with a provider of in-store and street-level location data to learn more about potential applications.
Earlier this week, Goldman Sachs announced that Bridgewater’s senior manager Jeff Wecker is joining them as Chief Data Officer. His role will be across all of GS, including GSAM.
Natural Language Processing (NLP) is an evolving field that asset managers are starting to use in their investment processes.
We arranged this interview with a provider of email receipt data to learn more about potential applications. The data is gathered from aggregated purchase receipts extracted from the US-based panel of email and assistant mobile app users’ mailboxes.
Trade nowcasting indicators provide valuable insights into international trade and industrial production.
Over the last 2 weeks Eagle Alpha has presented at 7 alternative data events worldwide. The events were in London (Citi and Accenture/Investit events), Charleston (Citi equity derivatives conference), Hong Kong (BoA and Factset events) and Singapore (Factset and Quantcon).
Cross-sectional analysis of our partner dataset, performed by J.P. Morgan, generated annualized returns of 16.2% and a Sharpe ratio of 1.13.
