Alternative data sources for systematic macro and multi-asset strategies
Saima Jannath, Vendor Engagement Associate (London)
Although the alternative data market has taken off in the past few years, current dataset challenges have limited its integration for systematic macro and multi-asset strategies. Finding datasets that can produce trading signals across asset classes with global coverage and adequate historical data isn’t always easy. In this report, we highlight different types of alternative datasets that overcome these hurdles and can be applied to these trading strategies.
TRENDING DATASET TYPES
Below, we outline the dataset types that have seen traction across systematic strategies. This is based on client adoption and clickstream activity on the Neudata Scout platform.
We group these datasets into the following categories:
- Macro data
- Events and political risk data
- Sentiment...