Data Trends for Investment Professionals

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Late Birds Get the Worm: Payment Data and Company Strength

In a recent Huffington Post article, Visa’s Head of Global Financial Education Nathaniel Sillin wrote, “Understanding how much it costs to manage a home and the importance of paying your bills on time can help you avoid costly mistakes.” While many readers would likely nod in agreement, Sillin’s sage advice is not as universal as you might think. At least not in the business world. Bloomberg has cited a report by Quandl’s partner Dun & Bradstreet (essentially the Experian and Equifax of the business world), claiming that “For big businesses, . . . things are different. For one thing, they...

The Landscape of Auto Industry Data

Since man first invented the wheel, our need to optimize the way we get around has been an almost primeval obsession. From the advent of the first motorized vehicle to self-driving cars, the auto industry has evolved quickly in its embrace of technology. We are now experiencing what is probably the greatest advancement in the automotive sector since Henry Ford first designed his moving assembly line: the rise of the connected car. Per Scotiabank’s BI Intelligence Estimates, by 2020 more than 75% of new cars shipped will be Internet-connected. From reading your Facebook notifications to measuring safety and engine health,...

Icebergs, Chameleons and Vipers: A Survey of FX Execution

The foreign exchange market has long been the most decentralized and opaque of all markets. As a result, FX traders labor under major informational disadvantages compared to their peers in other asset classes. Unlike equity markets, where SEC regulations mandate that public exchanges report transaction prices and daily trading volumes, FX boasts no such unified data sources. There are no central exchanges, pits or bulletin boards. Instead, FX transactions take place via a million phone calls, client visits, email threads and trading platforms. The entire market is over-the-counter, party to party, and nobody knows what anybody else is doing beyond...

Are Drones A Legitimate Source of Alpha?

With predictions claiming that the global UAV drones market could reach up to USD 127 billion by 2020, it is clear that the drones industry is tapping into the world’s demand for more data—at faster speeds and greater precision. While many still associate drone technology with the military market, which indeed accounted for almost three-quarters of the US market total in 2015, demand for commercial drone technology has been slowly catching up in the last decade, with a predicted market size of USD 1.05 billion by 2020 and expected growth at a CAGR of 57%.1 Established and Emerging Markets The...

Email Receipts used to Forecast Amazon and Uber Revenues

This post is the first in a series called “Alternative Data In Action” (ADIA). Each article in this series will examine a different alternative dataset. We will discuss how the data is sourced, structured and, most importantly, some simple methods for leveraging the data for investment insight. This ADIA looks at electronic receipts. Data scientists Ray McTaggart and Lilian Lau contributed to this post.  The Dataset: Electronic Receipts in Email Where and when people spend their money is invaluable insight for everything from measuring the state of the economy as a whole to studying the success of a single product produced by a single...

The (Weak) Link Between Alternative Data and Inside Information

The alternative data business is an art and a science—in that order. The science—in the form of statistics—kicks in once our quant team gets its hands on a new dataset. There is of course plenty of creativity and innovation in this process: instincts honed from years as quants on Wall Street play a big role in guiding the research process. But the work is grounded in scientific discipline. Before any data mining can begin at all, the mine itself has to be found. Finding data that can potentially yield alpha is very much an art. It involves a continuous conversation...

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