Can tonal signals predict company performance? We review a paper that seeks to construct an accurate model for tonal analysis of earnings calls and reflect on available related data.

A data-driven look at M&A volatility: this study tests how deal types, news flow, and trading patterns can forecast short-term target stock performance.

Is news sentiment a good predictor of stock prices? Can we rely on it to predict stock price movements, or do other factors have to be considered?

In Japan, raw labour data is typically acquired less frequently, and only a few local suppliers offer off-the-shelf products. Given this shortage of sources, we review a paper that shows context-aware LLMs can extract richer and timelier economic insights.

Is hedge fund ownership correlated to M&A activity? We discuss a paper that investigates whether hedge fund holdings can signal companies about to be subject to deal activity. We highlight the data, findings and additional datasets investors may consider for an extra M&A edge.

Given recent macroeconomic uncertainty and Trump’s threats to politicise monetary policy decisions, we review a paper that constructs a sentiment index from news coverage of the Federal Reserve’s meetings.

Retail investors are increasingly relying on social media for investment advice. We investigate a study examining the relationship between retail trading behaviour and social media attention.

Can metals offset clean energy risk? This study explores whether lithium, cobalt, silver and gold act as hedges or safe havens during market turbulence.

As geopolitical tensions remain high, we explore a study on how trade and monetary policy uncertainty affect US consumer confidence during turbulent periods.

Explore a birds-eye view of the alternative data market: a review of around 100 studies synthesised across 10 data types and 6 use cases.