Data Trends for Investment Professionals

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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...

Upstream Operational Risk Increases with Anadarko’s $2B Purchase

The Quandl data science team now publishes market insights based on analysis performed using Quandl alternative datasets. For information about our alternative datasets, or to request sample data, please see the contact information at the bottom of this post. On Monday, September 12 2016, Anadarko (NYSE:APC) announced it has entered into a definitive agreement to acquire the deepwater Gulf of Mexico assets of Freeport McMoRan Oil & Gas for $2.0 billion. This transaction, set to close before year's end, doubles Anadarko's ownership in the Lucius development to approximately 49 percent. Quandl's Anadarko Production Tracker empowers investors to see real time production performance...

BOOK REVIEW: Financial Analytics with R

There’s a new source in town for those who want to learn R and it’s a good, old-fashioned book called Financial Analytics with R: Building a Laptop Laboratory for Data Science.  Written by Mark Bennett and Dirk Hugen, it hits the shelves in the U.K. in September and the U.S. in November. Though designed as a graduate-level textbook, it is a highly appropriate read for practitioners in financial analysis who are new to R, or who want to improve their understanding and use of R. Be warned, however, that a sufficient background in university-level math, statistics, and computer science is...

An Interview with Vishal Goklani, Founder & CEO of METRICLE

Sentiment data and analysis has long been part of the toolkit of the successful investor. If you know what other people think about a stock, you can profit from their positioning. In the past sentiment had to be gleaned piecemeal from newspaper reports, anecdotes and personal observation. But in recent years, the internet has unleashed a flood of new sentiment sources, from real-time news websites to social media posts to self-published blogs and reviews. The first wave of internet sentiment analysis companies achieved success capturing this data and selling it to financial investors. Predictably, the market has been quick to assimilate...

A Taxonomy For Alternative Data

We're witnessing a data revolution. You all know by now that we've produced more data in the last 2 years than we have throughout all of humanity. And the pace is only increasing. It begs the question: how do you extract actionable trading signals from this brave new world of noise? It starts with understanding the landscape. Here is Quandl's take on the taxonomy of alternative data for finance.

The Unbearable Transience of Alpha

In 2004 I enjoyed my 15 minutes of fame for an article I wrote called The Tao of Alpha, in which I explained the concept of alpha as a zero-sum game. Sources of alpha in 2004 were much different than those available in the mid-1990s when I started my career and they are also different from today's. Alpha is highly transient and has been coming and going for as long as capital markets have existed. The term “alpha” entered the vocabulary of Wall Street sometime in the 1980s, gaining widespread use in the 1990s with the proliferation of hedge funds.It...

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