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.

As retailers go silent, big data fills the void

The Wall Street Journal

As retailers cut back on sharing data about their short-term performance, investors are finding creative ways of filling in the gaps. Read More

The data revolution in insurance

The Economist

The once-sleepy insurance industry is being shaken up by new sources of data, new technology and new entrants, including start-ups and hedge funds. Read More

Steve Cohen is trying to teach computers to think like top traders


The founder of SAC and Point 72, who became rich by going with his gut on big trades, is now experimenting with another strategy: automating the decisions of his best money managers. Read More

In an uncertain world, macro and quant strategies find favor with investors


Deutsche Bank surveyed 460 investors with $1.9 trillion under management to discover which hedge fund strategies are gaining momentum in 2017. Read More

The state of AI and data science in capital markets


In this two-part overview, fintech analyst Roland Fejfar examines how data scientists can increase the efficiency and effectiveness of alternative datasets created from exhaust data. Read Part 1 » Read Part 2 »

Factor timing is hard


Nobody knows more about factor models than momentum pioneer Cliff Asness. In this typically blunt blog post, he writes that “factor timing is likely to be even harder than market timing”. Read More

Conference Reminder: DataDisrupt, March 29-30, NYC


Join Quandl CEO Tammer Kamel at DataDisrupt, a two-day event dedicated to the data analytics ecosystem in financial services. Read More

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