Brain
DATASETS AT SINGLE TICKER LEVEL 1) Brain Sentiment Indicator (BSI) The Brain Sentiment Indicator uses proprietary Natural Language Processing strategies to monitor public financial news for over 10000 global stocks from more than 2,000 financial media sources in 33 languages. Commodities, forex and crypto are included in a beta version. History: 5 years for US stocks, 3 years for other countries Frequency: daily 2) Brain Language Metrics on Company Filings (BLMCF) The Brain Language Metrics on Company Filings dataset has the objective of monitoring several language metrics and related differences on 10-Ks and 10-Qs company reports for 6000+ US stocks (also specific report sections like Risk factors are covered) History: 10+ years for largest 6000+US stocks Frequency: daily 3) Brain Language Metrics on Earnings Calls Transcripts (BLMECT) The Brain Language Metrics on Earnings Calls Transcripts has the objective of monitoring several language metrics on earnings calls transcripts History: 10+ years for largest 4500+US stocks Frequency: daily 4) Brain Machine Learning Stock Ranking (BSR) Brain Machine Learning Stock Rankings are generated daily and based on the predicted future returns of a dynamic universe of the largest 1,000 US stocks across four time horizons: 2,3, 5, 10 and 21 days. History: 10 years for largest 1000 US stocks Frequency: daily DATASETS AT GENERAL MARKET LEVEL 5) Risk Off / Risk On Signal Risk ON / Risk OFF signal based on VIX statistical indicators (Dynamic Volatility Signal) and including measures of financial stress indicators and macro-economic environment (Brain Dynamic Allocation Indicator). Portfolio strategies based on these signals are implemented: the strategies toggle between two dynamic portfolios, each of which is monthly rebalanced. Frequency: daily History: 10 years 6) Brain Market Sentiment The Brain Market Sentiment indicator gives a score on the general mood of the market by automatically selecting and analyzing thousands of news articles every few minutes from the most popular financial media. Aggregation by region is available. Frequency: daily and intraday History: 3 years Some of these indicators can be also visualized on our demo dashboard (30 days delay) http://marketdemo.braincompany.co OTHER SERVICES 7) Brain Thematic Baskets Brain Thematic Baskets is an algorithm-based selection, among a large universe of companies, of a basket of stocks whose business is related to a specific theme (e.g. drones or cybersecurity). The objective is to enable the user to customize its own sectors in order to invest in non trivial themes, in order to implement distinctive proprietary investment ideas. This can be setup as a bespoke project on customized themes and with a custom update frequency. Some demo themes are available here https://braincompany.co/baskets.html 8) Strategy validator platform. Dashboard that takes in input a strategy and benchmark nav and calculate a series of metrics and related statistical significance on the whole interval and subintervals (e.g. monthly Sharpe ratios of strategy compared to benchmark)
Public Data
main data source2016
Year Company Founded1 - 10
Discretionary Asset Manager Customers2
All tickers, AMZN, CAT, F, FB, for example AAPL, MSFT, NVDA, PG, TSLA, V
The specific coverage depends on the dataset, in general Brain datasets cover the 10000+ largest global stocks, forex, major commodities and crypto
All sectors
Self funded
Hedge Fund
All
Milano, Italy
Raw, Platform Based, API
<$1K / mo
Quarterly subscription
2010
US, Europe, Asia, Latin America
Consultant, Social/Sentiment
Leverage on strong competences on AI and NLP to get an edge in discovering alpha
Brain can leverage a set of skills that combine rigorous and a scientific approach derived from academic research in hard sciences very result oriented and industrial deployment competences. Furthermore Brain has developed several application of artificial intelligence for financial markets, which is a very challenging environment for algorithmic models, due to small signals. large noise and high overfitting risks.
Alternative Datasets and News Based Indicators: Brain has built several proprietary datasets that are integrated by Clients in systematic proprietary trading strategies, some datasets at ticker level like the Brain Sentiment Indicator or the Brain Machine Learning Stock Ranking; other datasets are at industry, sector and more general market level, like the Brain Market Sentiment, and Risk ON/ OFF signals. Brain Market Monitoring interface allows the monitoring of markets through Brain proprietary signals and a snapshot of Brain alternative datasets. This a very useful tool for the investor to augment its awareness in the decision process with a complementary view to common market data. Smart and Thematic Baskets: A.I. based thematic selection, among a large universe of companies, of a basket of stocks whose business is focused on a specific theme, for example nanotechnology, cell therapy, genetic engineering etc. The selection can be combined with proprietary alternative datasets and allows to create at low management fee Thematic or Smart Indices, active and passive ETFs, mutual funds. Investment strategies: Brain alternative datasets can be combined with more traditional market data to create proprietary investment strategies (tactical asset allocation or stock selection) with different time horizons (e.g. weekly, monthly or quarterly) to outperform the market. Fund monitoring and clustering: an investable universe of assets can be explored and filtered through a customizable asset monitoring dashboard. it is also possible to use unsupervised machine learning techniques to cluster the assets which are similar in behaviour according to various metrics. Monitoring and validation of third parties investment strategies on a web dashboard: third party strategies can be validated using proprietary backtesting and validation module The strategies can also be integrated and constantly monitored in a web dashboard.