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Recent research from 2022 suggests that incorporating transactional and POS data can replicate or outperform the Bank of Japan’s current Consumption Activity Index released since 2016. We summarise the findings of this research and highlight several Neudata-listed data providers that may be leveraged for such use cases.
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Machine learning and the Chinese stock market
We summarise the key findings from a recent research paper that examines the features of the Chinese stock market through various machine learning models and analyses the predictability of different machine learning models for Chinese stock returns. -
Consumer behaviour data and portfolio performance
We summarise a paper that questions if various sources of ‘consumer big data’ can predict company revenue and stock returns. We highlight several Neudata-listed clickstream, geolocation and brand sentiment providers that may be applicable for this use case. -
Systematic trading strategies built on machine-readable news
We summarise a research paper which showcases how equity investors can use machine-readable news data to create systematic trading strategies. The researcher was able to do so by deriving sentiment indicators from a large point-in-time dataset of news articles. -
ESG credit ratings and the Big Three
A 2021 paper analysed how Moody’s, S&P, and Fitch, integrate ESG into their sovereign credit ratings. We add to the research’s demarcation between the three methodologies and highlight alternative ESG credit rating providers -
What is the price of data?
A trio of academics recently surveyed the dataset catalogues of nearly 40 commercial data marketplaces to empirically answer the question: what is the price of data? We summarise key findings from this study, such as median price of a dataset, as well as compare the literature’s conclusions with Neudata’s own metadata. -
Nowcasting Japan’s GDP using alternative data
Recent research from 2022 suggests that incorporating POS and Google Trends data can improve the precision and accuracy of Japanese GDP nowcasts. We summarise these findings and highlight several Neudata-listed data providers that may be leveraged for such use cases. -
Analysing ‘cheap talk’ in climate commitments
We summarise a study that employs machine learning techniques to analyse corporate commitments to climate actions in annual reports to identify greenwashing. -
Projections, reservations, realities: insights from the investment community
We summarise a 2021 research report that surveyed investment organisations and their alternative data usage. The paper discusses developments in alternative data adoption since 2019, and the changes in the market for 2022.