Financial flow data plays a critical role in understanding how capital moves through the financial markets. Specifically, it provides valuable insight into the behavior and preferences of investors.
On May 20th, we held a timely webinar on global fund flow trends. Moderated by Eagle Alpha's Head of Data Sourcing Brendan Furlong, the session explored the impact of “Liberation Day” (April 2, 2025) on market dynamics.
On July 23rd, we hosted a workshop focusing on short interest and fund flow data which are crucial indicators of market sentiment and capital allocation trends. Vanda Research and ETF Global joined to discuss recent trends and showcase what the data is saying for retail and institutional traders.
Short interest refers to the total number of outstanding Shares that asset managers have sold short and have not closed out yet. It indicates the expectation that the price of a particular security will decline.
Short interest refers to the total number of outstanding Shares that asset managers have sold short and have not closed out yet. It indicates the expectation that the price of a particular security will decline.
The report traces the evolution of options trading, highlighting modern challenges posed by meme stocks and 0DTE options. It emphasizes the role of data and leading vendors in refining trading strategies, illustrated through real-world case studies.
On September 20th, 2023, two leading vendors, SpiderRock and NewMark Risk, delivered presentations on trends and developments in the world of options and discussed how new data sources can be used to augment investment processes.
Fixed income securities traditionally include bonds, treasuries, and other debt instruments. When evaluating these securities, asset managers estimate creditworthiness and risk-return characteristics, yield curves, interest rates, and macroeconomic factors.
This report provides a background to Level 3 data based on desk research, the content available to clients through the Navigator product, and a range of discussions with industry experts.
On May 30th, Eagle Alpha hosted a workshop joined by BMLL, Kaiko, and Magma Capital Funds to discuss Level 3 order book data both in traditional capital markets as well as in cryptocurrency markets.
In this article, we provide an overview of academic research in sector rotation strategies and discuss how alternative datasets can be used in sector rotation strategies. We highlight news sentiments, ETF flows, employment data, and satellite data.
Financial data is a broad category that includes datasets that fall between traditional and alternative data. We have broken this data category into four key sub-categories: 1) tick and pricing data; 2) flow data; 3) fundamental data; and 4) trading signals.
