Alternative data sources for systematic macro and multi-asset strategies
Julia Asri Meigh, Head of ESG and Macro Research (New York)
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 the alternative datasets that overcome these hurdles and can be applied to these trading strategies.
TRENDING DATASET TYPES
Below, we outline the datasets that have seen traction across systematic strategies. This is based on client adoption and clickstream activity on the Neudata Scout platform. These datasets are a mix of the well-established data players and those currently under the radar.
We group these datasets into the following categories:
- Events and political risk data
- Macro data
- Sentiment
- Economic activity
- Credit markets
- Flows and positions
- Inflation signals