Data

Struggling Asset Manager’s Increasingly Resort to Alternative Data BuySide

Struggling Asset Manager’s Increasingly Resort to Alternative Data

https://www.ravenpack.com/blog/asset-manager-alternative-data/?utm_campaign=amaltdat&utm_medium=Earned&utm_source=Tabb&utm_content=&utm_term= RavenPack- "Other findings from the survey showed alternative data use had increased from the previous year, and that 64% of asset managers were using multiple sources, with 20% using more than 10 data sources. ... In terms of application, the most common approach - with 42% saying they adopted it - was to incorporate the data into ‘supervised algorithms’ where the final decision was discretionary. ... 22% of respondents used the data in a “semi-supervised” fashion, whilst “reinforcement and deep learning are each utilized by 19% of surveyed managers”, said the survey."
MSCI urges investors to consider ESG in decisions BuySide

MSCI urges investors to consider ESG in decisions

https://seekingalpha.com/news/3533108-msci-urges-investors-to-consider-esg-in-decisions?utm_medium=referral&utm_source=feed_news_all Liz Kiesche, SA News Editor - "Portfolio managers should integrate ESG in portfolio management, including security selection, portfolio construction, risk management, performance attribution, and client reporting." MSCI Website MSCI Principle's Of Sustainable Investing
Trend Analytics – The New Pre-Trade Data

Trend Analytics – The New Pre-Trade

https://tabbforum.com/opinions/trend-analytics-the-new-pre-trade/ Michael Mollemans TABB Group - " “Traditional approaches are not fit for purpose in today's markets,” said Dr. Darko Matovski, CEO of causaLens. “Using technology that autonomously adapts to dynamic changes and embeds causality is the only way to discover alpha in execution.” " Also see: The IEX D-Limit Proposal: It’s Good…But What If It’s TOO Good?
Redefining the US Consolidated Tape Data

Redefining the US Consolidated Tape

https://tabbforum.com/opinions/redefining-the-us-consolidated-tape/ Larry Tabb TABB Group - "with a new governance structure, a new and better consolidated tape could tackle some major issues: ... Reducing the latency associated with how data is aggregated, normalized, and redistributed. ... Increase the depth-of-book levels incorporated in the consolidated tape ... Fix or revise the professional versus non-professional definitions that determine how much a firm needs to pay the SIP per user. ... Putting odd-lot quotes into the consolidated quote. "