ESG data for high-frequency trading

Julia Asri Meigh, Head of ESG and Macro Research (New York)

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In this report, we summarise the popular ESG datasets for high-frequency trading, based on client traction and clickstream activity on Neudata Scout. We also outline the common issues with integrating ESG data across quantitative strategies and highlight the alternative sources that can help overcome these challenges.

THE CURRENT STATE OF ESG FOR QUANTS

ESG integration has historically been associated with fundamental strategies. The challenges with traditional ESG data have impeded the adoption of responsible investing strategies for quants.