Alternative Data Weekly Newsletter Archives

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A curated digest of must-read news from around the internet about alternative data. Join the buy-side professionals already reading the Alternative Data Weekly.

Augmenting FX strategies with volume data

Quandl Blog

If you’re familiar with Bollinger Bands, this post is for you. Using CLS’ FX volume data from Quandl, in-house quant Dennis Kourktchan augmented a basic Bollinger Band strategy. The results show that a volume-augmented variation of the strategy delivers higher risk-adjusted returns (in Sharpe ratio terms) than a pure price strategy. Read More

Buffett, Soros and the role of robotic logic in investing riches

The Globe & Mail

AQR was able to develop algorithms to approximate the performance of Warren Buffet, George Soros and Bill Gross. The company’s automated models performed admirably once tuned to the philosophies of these investment giants. The only one they couldn’t imitate? Fidelity Magellan fund genius Peter Lynch. Read More

Michigan State looks to alternative data

Pensions & Investments

After posting a 4.3% loss in its last fiscal year, the University of Michigan’s endowment is moving $100 million from traditional money management into quantitatively-driven funds. Chief Investment Officer Philip Zecher allocated 50% of the money to Renaissance Technologies, saying he wants to invest in unique data over traditional data or pattern-recognition algorithms. Read More

Can algos trade Trump’s tweets? Absolutely. Maybe.

CNBC

Humans: 1. Computers: 0. Algorithms missed Trump’s tweet about cancelling the government’s Boeing Contract. Or maybe they saw it and their programmed logic said it wasn’t significant. Still, this article reminds us that Twitter is a messy, messy feed full of promise, but also full of rhetoric, sarcasm and other forms of ambiguous sentiment. Read More

Image datasets released by Google to speed machine learning

Imaging & Machine Vision Europe

Image analysis algorithms for finance just got a boost. Google and YouTube are helping researchers create new image analysis techniques by releasing datasets of annotated images and video. The Google dataset has 9 million entries while the YouTube database has 8 million videos or 50,000 hours of footage, all free to use. Read More

Dun & Bradstreet finds a $24 billion opportunity for its data

Forbes

Two hundred-year-old Dun & Bradstreet has been collecting data on global companies longer than most of us have been alive. They have historically operated in an $8 billion market of traditional trade credit and prospecting solutions. But CEO Bob Carrigan has identified a $24 billion addressable market in finance, risk management, and advanced marketing. So he is modernizing the company and moving into Data-As-A-Service. This includes making the data available to capital markets, who can use it to determine – among other things – risk of default for a given company. (Disclaimer: D&B data is available on Quandl) Read More

The latest source of alternative data may be ink

Inverse

Imagine a database that catalogued all the tattoos in the world. What insights – demographic or otherwise – could be gleaned? We’re not sure either, but this is a fascinating project nonetheless. And it’s a reality. Read More

Sharpen your skills at Quandl ADC ’17

Quandl Blog

Quandl’s inaugural Alternative Data Conference will feature some of the most powerful alternative databases available to investors today, along with leading research from this quickly growing field. The event will be at 10 in the Park in New York City on January 17, 2017. Get Updates for the next Alternative Data Conference!

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