Quantamental Investing
Gurraj Singh Sangha, quant trader and data scientist, prepared the below presentation in order to explain recent trends in quantamental investing.
Gurraj Singh Sangha, quant trader and data scientist, prepared the below presentation in order to explain recent trends in quantamental investing.
On 5 Dec 2016, we published a note on Finish Line using Google Trends data. The figure below shows that our trends signal pointed to a strong uptrend prior to the August 2016 quarter when the company reported better than expected results.
Satellite data company provides investors with actionable insights on year-over-year traffic trends based on proprietary quantitative analysis of satellite data, retail parking lot imagery, store locations, and climate data.
In this note we highlight a use-case for estimating iPhone sales using data from our trade data partner. Please see below for further use cases of the data.
The attached paper titled 'What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?' was prepared by Kenneth Froot (Harvard University), Gideon Ozik (EDHEC-Risk Institute), Namho Kang (University of Connecticut) and Ronnie Sadka (Boston College).
Since 2011, the Federal Reserve Board has published its survey on the usage of mobile phones and interactions of consumers with financial institutions.
Eagle Alpha has partnered with one of the world's largest transportation and logistics companies that launched a product that enables asset managers to obtain alpha from trade data.
The Bank of England is one of the first major institutions actively using alternative data sources in its work. In 2011, the Bank published a paper titled “Using internet search data as economic indicators” where the benefits of using online search data were identified. These are:
Eagle Alpha analysts have spent over two years finding the best way to use online search data to predict economic indicators. We have devised our own proprietary methodologies that leverage all relevant academic research, as well as accepted best practice in the field.
By a 3-to 2 vote, the Federal Communications Commission (FCC) ruled that broadband providers like Comcast and AT&T will have to obtain permission in order to collect and distribute private data.
Card spend on new houses increased across all Tier cities in September 2016, according to Eagle Alpha’s Chinese credit card data partner.