Strategic Insights
Get Buy In For Alt Data and Not Just From The Top
Buy-in from the top is essential but everyone in the investment process from engineers to data scientists, PMs and analysts all need to be on board, or risk failure.
Getting Your ESG Strategy Right (Panel Discussion)
Managers need to build out the capabilities, personnel and legal departments to address the ESG market. But funds should do it anyway as there is alpha potential in ESG investing. ESG outperforms so why not do it. Put the effort in it will pay off in performance and alpha.
Is There An ESG Public Equity Bubble
Richard Excell, ex UBS trading and hedge fund manager, discussed the criteria and conditions for a bubble. Looking at ESG indices there is inconsistency in performance which means benchmark selection is a major factor.
Financial Inclusion and Alternate Credit Scoring
In this paper, the authors use unique and proprietary data from a large Fintech lender to analyze whether alternative data captured from an individual’s mobile phone can substitute for traditional credit bureau scores. Their analysis suggests marginal benefit of using alternative data.
Roundtable: Alternative Data for Central Banks
The following article is based on a roundtable hosted by Eagle Alpha in conjunction with FNA, a provider of analytics and software to Central Banks and Regulators. The roundtable took place on 15th July 2020.
By
Dallán Ryan
Finding the Missing Data Factor in a Trading Strategy
When it comes to trading strategies, we develop models that are approximations of the reality of the market. We choose specific datasets or factors to incorporate into a model. Trying to incorporate every nuance of the market into a single model isn’t feasible.
FISD/Greenwich - A Guide to Alternative Data
FISD Alternative Data Council/Greenwich Report: A Guide to Alternative Data
Webinar with Hinesh Kalian, Director of Data Science at Man Group
Hinesh Kalian is the Director of Data Science at Man Group. Man Group manages around $123 billion worth of assets and is a FTSE 250 company.
Measuring ROI on Alternative Data
This article summarizes expert responses to the question: "What are the various techniques for measuring ROI on alternative data?”
Data-Driven Private Equity: From Story To System
Applying a systematic approach to PE is about triangulation not optimization. It starts with embracing big data and accepting new analytic approaches. Most alt data is applied at the due diligence stage, particularly for revenue and valuation estimates.
Casting the Net - How Hedge Funds are Using Alternative Data
The report prepared by SS&C and AIMA discusses how widely adopted alternative data is within the hedge fund industry, the main alternative data uses, the opportunities and challenges that these data sets present.